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cs.DS2013
Prophet Inequalities with Limited Information
Pablo D. Azar, Robert Kleinberg, S. Matthew Weinberg
In the classical prophet inequality, a gambler observes a sequence of stochastic rewards and must decide, for each reward , whether to keep it and stop the game…
cs.DS2012
Matroid Prophet Inequalities
Robert Kleinberg, S. Matthew Weinberg
Consider a gambler who observes a sequence of independent, non-negative random numbers and is allowed to stop the sequence at any time, claiming a reward equal to the most recent o…