Optimal Single-Choice Prophet Inequalities from Samples
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arXiv
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| Autores principales: | , , |
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| Formato: | Preprint |
| Publicado: |
2019
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| _version_ | 1866911148229525504 |
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| author | Rubinstein, Aviad Wang, Jack Z. Weinberg, S. Matthew |
| author_facet | Rubinstein, Aviad Wang, Jack Z. Weinberg, S. Matthew |
| contents | We study the single-choice Prophet Inequality problem when the gambler is given access to samples. We show that the optimal competitive ratio of $1/2$ can be achieved with a single sample from each distribution. When the distributions are identical, we show that for any constant $\varepsilon > 0$, $O(n)$ samples from the distribution suffice to achieve the optimal competitive ratio ($\approx 0.745$) within $(1+\varepsilon)$, resolving an open problem of Correa, Dütting, Fischer, and Schewior. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_1911_07945 |
| institution | arXiv |
| publishDate | 2019 |
| record_format | arxiv |
| spellingShingle | Optimal Single-Choice Prophet Inequalities from Samples Rubinstein, Aviad Wang, Jack Z. Weinberg, S. Matthew Data Structures and Algorithms Computer Science and Game Theory We study the single-choice Prophet Inequality problem when the gambler is given access to samples. We show that the optimal competitive ratio of $1/2$ can be achieved with a single sample from each distribution. When the distributions are identical, we show that for any constant $\varepsilon > 0$, $O(n)$ samples from the distribution suffice to achieve the optimal competitive ratio ($\approx 0.745$) within $(1+\varepsilon)$, resolving an open problem of Correa, Dütting, Fischer, and Schewior. |
| title | Optimal Single-Choice Prophet Inequalities from Samples |
| topic | Data Structures and Algorithms Computer Science and Game Theory |
| url | https://arxiv.org/abs/1911.07945 |