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Prophet Secretary and Matching: the Significance of the Largest Item

Ziyun Chen, Zhiyi Huang, Dongchen Li, Zhihao Gavin Tang

Abstract

The prophet secretary problem is a combination of the prophet inequality and the secretary problem, where elements are drawn from known independent distributions and arrive in uniformly random order. In this work, we design 1) a $0.688$-competitive algorithm, that breaks the $0.675$ barrier of blind strategies (Correa, Saona, Ziliotto, 2021), and 2) a $0.641$-competitive algorithm for the prophet secretary matching problem, that breaks the $1-1/e\approx 0.632$ barrier for the first time. Our second result also applies to the query-commit model of weighted stochastic matching and improves the state-of-the-art ratio (Derakhshan and Farhadi, 2023).

Prophet Secretary and Matching: the Significance of the Largest Item

Abstract

The prophet secretary problem is a combination of the prophet inequality and the secretary problem, where elements are drawn from known independent distributions and arrive in uniformly random order. In this work, we design 1) a -competitive algorithm, that breaks the barrier of blind strategies (Correa, Saona, Ziliotto, 2021), and 2) a -competitive algorithm for the prophet secretary matching problem, that breaks the barrier for the first time. Our second result also applies to the query-commit model of weighted stochastic matching and improves the state-of-the-art ratio (Derakhshan and Farhadi, 2023).

Paper Structure

This paper contains 46 sections, 34 theorems, 92 equations, 4 figures.

Key Result

Theorem 1

[theorem]thm:prophet-secretary There exists a $0.688$-competitive algorithm for prophet secretary.

Figures (4)

  • Figure 1: Algorithm for Prophet Secretary
  • Figure 2: Competitive Ratio Curves For MAM, CAR, Hybrid
  • Figure 3: Illustration of intervals $I_{u_1},I_{u_2}$ and $I_{u_3}$for $v_i=v$.
  • Figure 4: A Plot of $F_1(h) = c_1(h)+c_2(h)+c_3(h)$ and $F_2(h) = c_2(h)+(2-e^{-(\beta_1-\beta_0)}) c_3(h)$.

Theorems & Definitions (58)

  • Theorem 1
  • Lemma 2
  • proof
  • Lemma 3
  • proof
  • Lemma 4
  • proof
  • Lemma 5
  • proof
  • Lemma 6
  • ...and 48 more