In the theory of online algorithms and optimal stopping, a prophet inequality is a bound on the expected value of a decision-making process that handles a sequence of random inputs from known probability distributions, relative to the expected value that could be achieved by a "prophet" who knows all the inputs … Visa mer The classical single-item prophet inequality was published by Krengel & Sucheston (1978), crediting its tight form to D. J. H. (Ben) Garling. It concerns a process in which a sequence of random variables Visa mer • Matroid Prophet Inequalities and Mechanism Design, The Matroid Union Visa mer Various generalizations of the single-item prophet inequality to other online scenarios are known, and are also called prophet inequalities. Visa mer Prophet inequalities are related to the competitive analysis of online algorithms, but differ in two ways. First, much of competitive analysis assumes worst case inputs, chosen to maximize the ratio between the computed value and the optimal value that … Visa mer WebbProphet inequalities and secretary problems have been extensively studied in recent years due to their elegance, connections to online algorithms, stochastic optimization, and …
Optimal Prophet Inequality with Less than One Sample
Webb13 apr. 2024 · $\begingroup$ Not even when you look at the example and discussion provided in the preceding few sentences, i.e., the statement and discussion of Theorem 4.1, as an example of an oracle inequality? In layman's terms: Gee, we don't know the optimal value (provided by an oracle) of the shrinkage factor we should use. But knowing that … Webb14 juli 2013 · 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 or to forfeit the reward forever and reveal the next value . navy army on crosstown
The Prophet Inequality - Brown University
Webb4 apr. 2024 · In the classical prophet inequality, a gambler faces a sequence of items, whose values are drawn independently from known distributions. Upon the arrival of each item, its value is realized and the gambler either accepts it and the game ends, or irrevocably rejects it and continues to the next item. Webb先知不等式（Prophet Inequality，这个词咋翻译我没辙了）说的是，在这种博弈中，有一个策略可以保证预期收益（的数学期望）至少为最优收益（的数学期望）的一半，即 \frac {1} {2}E_\pi [max_i\pi_i] 。 这种策略是，设置一个阈值（threshold） t ，只有不低于这个阈值的时候才选择接受。 证明：我们只需要证明这种策略的下界不小于最优情况的上界的一半 … WebbConstrained-Order Prophet Inequalities Makis Arsenis 1, Odysseas Drosis2, and Robert Kleinberg 1Cornell University, Ithaca, NY 14853, USA. {marsenis,rdk}@cs.cornell.edu ∗ 2EPFL, 1015 Lausanne, Switzerland. [email protected] Abstract Free order prophet inequalities bound the ratio between the ex- markham menlyn trading hours