Secretary, Prophet, and Stochastic Probing via Big-Decisions-First

Fuente: arXiv
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Autores principales: Rubinstein, Aviad, Singla, Sahil
Formato: Preprint
Publicado: 2026
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author Rubinstein, Aviad
Singla, Sahil
author_facet Rubinstein, Aviad
Singla, Sahil
contents We revisit three fundamental problems in algorithms under uncertainty: the Secretary Problem, Prophet Inequality, and Stochastic Probing, each subject to general downward-closed constraints. When elements have binary values, all three problems admit a tight $\tildeΘ(\log n)$-factor approximation guarantee. For general (non-binary) values, however, the best known algorithms lose an additional $\log n$ factor when discretizing to binary values, leaving a quadratic gap of $\tildeΘ(\log n)$ vs. $\tildeΘ(\log^2 n)$. We resolve this quadratic gap for all three problems, showing $\tildeΩ(\log^2 n)$-hardness for two of them and an $O(\log n)$-approximation algorithm for the third. While the technical details differ across settings, and between algorithmic and hardness proofs, all our results stem from a single core observation, which we call the Big-Decisions-First Principle: Under uncertainty, it is better to resolve high-stakes (large-value) decisions early.
format Preprint
id arxiv_https___arxiv_org_abs_2604_00437
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle Secretary, Prophet, and Stochastic Probing via Big-Decisions-First
Rubinstein, Aviad
Singla, Sahil
Data Structures and Algorithms
Computer Science and Game Theory
We revisit three fundamental problems in algorithms under uncertainty: the Secretary Problem, Prophet Inequality, and Stochastic Probing, each subject to general downward-closed constraints. When elements have binary values, all three problems admit a tight $\tildeΘ(\log n)$-factor approximation guarantee. For general (non-binary) values, however, the best known algorithms lose an additional $\log n$ factor when discretizing to binary values, leaving a quadratic gap of $\tildeΘ(\log n)$ vs. $\tildeΘ(\log^2 n)$. We resolve this quadratic gap for all three problems, showing $\tildeΩ(\log^2 n)$-hardness for two of them and an $O(\log n)$-approximation algorithm for the third. While the technical details differ across settings, and between algorithmic and hardness proofs, all our results stem from a single core observation, which we call the Big-Decisions-First Principle: Under uncertainty, it is better to resolve high-stakes (large-value) decisions early.
title Secretary, Prophet, and Stochastic Probing via Big-Decisions-First
topic Data Structures and Algorithms
Computer Science and Game Theory
url https://arxiv.org/abs/2604.00437