Prophet and Secretary at the Same Time
Gregory Kehne, Thomas Kesselheim

TL;DR
This paper investigates the robustness of online stopping algorithms in stochastic settings, exploring whether a single rule can perform well for both prophet inequalities and secretary problems, and characterizes the limits of such simultaneous guarantees.
Contribution
It introduces a family of algorithms that achieve optimal joint guarantees for prophet and secretary problems and establishes impossibility results for certain approximation ratios.
Findings
Algorithms with nontrivial joint guarantees are constructed.
Optimal for extremal prophet and secretary problems.
Certain approximation ratios are proven unattainable by any stopping rule.
Abstract
Many online problems are studied in stochastic settings for which inputs are samples from a known distribution, given in advance, or from an unknown distribution. Such distributions model both beyond-worst-case inputs and, when given, partial foreknowledge for the online algorithm. But how robust can such algorithms be to misspecification of the given distribution? When is this detectable, and when does it matter? When can algorithms give good competitive ratios both when the input distribution is as specified, and when it is not? We consider these questions in the setting of optimal stopping, where the cases of known and unknown distributions correspond to the well-known prophet inequality and to the secretary problem, respectively. Here we ask: Can a stopping rule be competitive for the i.i.d. prophet inequality problem and the secretary problem at the same time? We constrain the…
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Taxonomy
TopicsOptimization and Search Problems · Advanced Bandit Algorithms Research · Distributed systems and fault tolerance
