We introduce the notion of an online matroid embedding, which is an algorithm for mapping an unknown matroid that is revealed in an online fashion to a larger-but-known matroid. We establish the existence of such an embedding for binary matroids, and use it to relate variants of the binary matroid secretary problem to each other, showing that seemingly simpler problems are in fact equivalent to seemingly harder ones (up to constant-factors). Specifically, we show this to be the case for the version of the matroid secretary problem in which the matroid is not known in advance, and where it is known in advance. We also show that the version with known matroid structure, is equivalent to the problem where weights are not fully adversarial but drawn from a known pairwise-independent distribution.

We study a variant of the prophet inequality with limited information, where the decision maker has access only to the first k moments of each random variable, rather than their full distributions. In this work, we show that even with full moment knowledge (i.e., k=∞), the best possible competitive ratio is Θ(1/ logn), and that this can already be achieved with only knowledge of the first moment. While the lower bound is simple and is attained by a standard exponential bucketing algorithm, the upper bound requires a subtle construction. This involves using Vandermonde matrices first to construct a parametrized family of distributions for which the first k moments coincide, and for which the expected maximum of n such copies varies widely across different parameter choices. Using Prokhorov’s theorem, we establish the existence of limit distributions, which we show have all their moments equal. Finally, we describe a construction where an adversary can select equally looking instances combining these distributions, making it impossible for the decision maker to obtain a factor better than O(1/ logn) of the expected maximum.

We present a general model for the operation of a cloud computing server comprised of one or more speed-scalable processors. Typically, agents submit tasks to such a cloud computing server in an online fashion, and the server operator has to schedule the tasks and decide on payments without knowledge of tasks arriving in the future. Moreover, the operator should take the different incentives of the agents into account and aim to minimize the energy expenditure. For both the offline and the online setting we provide mechanisms with several desirable properties: The induced game admits a Nash equilibrium, the mechanism is budget balanced, has low communication complexity, is computationally tractable, is intuitive to explain, but above all, has a constant Price of Anarchy. Therefore, the total costs are not too far off from the social optimum. We extend our results to the case of multiple processors and to the Bayesian setting.

We devise a general graph-theoretic framework for studying prophet inequalities. In this framework, an agent traverses a directed acyclic graph from a starting node s to a target node t. Each edge has a value that is sampled from a known distribution. When the agent reaches a node υ it observes the realized values of all the outgoing edges from υ. The agent's objective is to maximize the expected total value of the path it takes. As in prophet inequalities, we compare the agent's performance against a prophet who observes all the realizations of the edges' values ahead of time. Our analysis reveals that this ratio highly depends on the number of paths k required to cover all the nodes in the graph. In particular, we provide an algorithm that guarantees a prophet inequality ratio of [EQUATION] and show an upper bound of [EQUATION].

In a prophet inequality problem, n independent random variables are presented to a gambler one by one. The gambler decides when to stop the sequence and obtains the most recent value as reward. We evaluate a stopping rule by the worst-case ratio between its expected reward and the expectation of the maximum variable. In the classic setting, the order is fixed, and the optimal ratio is known to be 1/2. Three variants of this problem have been extensively studied: the prophet-secretary model, where variables arrive in uniformly random order; the free-order model, where the gambler chooses the arrival order; and the i.i.d. model, where the distributions are all the same, rendering the arrival order irrelevant. Most of the literature assumes that distributions are known to the gambler. Recent work has considered the question of what is achievable when the gambler has access only to a few samples per distribution. Surprisingly, in the fixed-order case, a single sample from each distribution is enough to approximate the optimal ratio, but this is not the case in any of the three variants. We provide a unified proof that for all three variants of the problem, a constant number of samples (independent of n) for each distribution is good enough to approximate the optimal ratios. Prior to our work, this was known to be the case only in the i.i.d. variant. Previous works relied on explicitly constructing sample-based algorithms that match the best possible ratio. Remarkably, the optimal ratios for the prophet-secretary and the free-order variants with full information are still unknown. Consequently, our result requires a significantly different approach than for the classic problem and the i.i.d. variant, where the optimal ratios and the algorithms that achieve them are known. We complement our result showing that our algorithms can be implemented in polynomial time. A key ingredient in our proof is an existential result based on a minimax argument, which states that there must exist an algorithm that attains the optimal ratio and does not rely on the knowledge of the upper tail of the distributions. A second key ingredient is a refined sample-based version of a decomposition of the instance into “small” and “large” variables, first introduced by Liu et al. [EC’21]. The universality of our approach opens avenues for generalization to other sample-based models. Furthermore, we uncover structural properties that might help pinpoint the optimal ratios in the full-information cases.

In this work we initiate the study of buy-and-sell prophet inequalities. We start by considering what is arguably the most fundamental setting. In this setting the online algorithm observes a sequence of prices one after the other. At each time step, the online algorithm can decide to buy and pay the current price if it does not hold the item already; or it can decide to sell and collect the current price as a reward if it holds the item.

In online combinatorial auctions m indivisible items are to be allocated to n agents who arrive online. Agents have random valuations for the different subsets of items and the goal is to allocate the items on the fly so as to maximize the total value of the assignment. A prophet inequality in this setting refers to the existence of an online algorithm guaranteed to obtain, in expectation, a certain fraction of the expected value obtained by an optimal solution in hindsight. The study of prophet inequalities for online combinatorial auctions has been an intensive area of research in recent years, and constant factor prophet inequalities are known when the agents’ valuation functions are submodular or fractionally subadditive. Despite many efforts, for the more general case of subadditive valuations, the best known prophet inequality has an approximation guarantee of O(loglogm). In this paper, we prove the existence of a constant factor prophet inequality for the subadditive case, resolving a central open problem in the area.

The secretary problem or game of Googol are classic models for online selection problems. In this paper we consider a variant of the problem and explore its connections to data-driven online selection. Specifically, we are given $n$ cards with arbitrary non-negative numbers written on both sides. The cards are randomly placed on $n$ consecutive positions on a table, and for each card, the visible side is also selected at random. The player sees the visible side of all cards and wants to select the card with the maximum hidden value. To this end, the player flips the first card, sees its hidden value and decides whether to pick it or drop it and continue with the next card. We study algorithms for two natural objectives: maximizing the probability of selecting the maximum hidden value, and maximizing the expectation of the selected hidden value. For the former objective we obtain a simple $0.45292$-competitive algorithm. For the latter, we obtain a $0.63518$-competitive algorithm. Our main contribution is to set up a model allowing to transform probabilistic optimal stopping problems into purely combinatorial ones. For instance, we can apply our results to obtain lower bounds for the single sample prophet secretary problem.

There is growing awareness and concern about fairness in machine learning and algorithm design. This is particularly true in online selection problems where decisions are often biased, for example, when assessing credit risks or hiring staff. We address the issues of fairness and bias in online selection by introducing multi-color versions of the classic secretary and prophet problem. Interestingly, existing algorithms for these problems are either very unfair or very inefficient, so we develop optimal fair algorithms for these new problems and provide tight bounds on their competitiveness. We validate our theoretical findings on real-world data.

In the secretary problem we are faced with an online sequence of elements with values. Upon seeing an element we have to make an irrevocable take-it-or-leave-it decision. The goal is to maximize the probability of picking the element of maximum value. The most classic version of the problem is that in which the elements arrive in random order and their values are arbitrary. Here, the optimal algorithm picks the maximum value with probability at least 1/e. However, by varying the available information, new interesting problems arise. For instance, in the full information variant of the secretary problem the values are i.i.d. samples from a known distribution. Naturally, the best possible success probability increases and turns out to be approximately 0.58. Also, the case in which the arrival order is adversarial instead of random leads to interesting variants that have been considered in the literature. In this paper we study both the random order and adversarial order secretary problems with an additional twist. The values are arbitrary, but before starting the online sequence we independently sample each element with a fixed probability p. The sampled elements become our information or history set and the game is played over the remaining elements. We call these problems the random order secretary problem with p-sampling (ROSp for short) and the adversarial order secretary problem with p-sampling (AOSp for short). Our main result is to obtain best possible algorithms for both problems and all values of p. As p grows to 1 the obtained guarantees converge to the optimal guarantees in the full information case. In the adversarial order setting, the best possible algorithm turns out to be a simple fixed threshold algorithm in which the optimal threshold is a function of p only. Therefore, even knowledge of the total number of elements is unnecessary. Proving that this algorithm is optimal involves a novel technique, which boils down to analyzing a related game in a conflict graph over binary sequences. In the random order setting we prove that the best possible algorithm is characterized by a fixed sequence of time thresholds, dictating at which point in time we should start accepting a value that is both a maximum of the online sequence and has a given ranking within the sampled elements. Surprisingly, this sequence of time thresholds arises from a separable and convex optimization problem whose solution is independent of p.

The secretary problem or the game of Googol are classic models for online selection problems that have received significant attention in the last five decades. In this paper we consider a variant of the problem and explore its connections to data-driven online selection. Specifically, we are given n cards with arbitrary nonnegative numbers written on both sides. The cards are randomly placed on n consecutive positions on a table, and for each card, the visible side is also selected at random. The player sees the visible side of all cards and wants to select the card with the maximum hidden value. To this end, the player flips the first card, sees its hidden value and decides whether to pick it or drop it and continue with the next card. We study algorithms for two natural objectives. In the first one, similar to the secretary problem, the player wants to maximize the probability of selecting the maximum hidden value. We show that this can be done with probability at least 0.45292. In the second objective, similar to the prophet inequality, the player wants to maximize the expectation of the selected hidden value. Here we show a guarantee of at least 0.63518 with respect to the expected maximum hidden value. Our algorithms result from combining three basic strategies. One is to stop whenever we see a value larger than the initial n visible numbers. The second one is to stop the first time the last flipped card's value is the largest of the currently n visible numbers in the table. And the third one is similar to the latter but to stop it additionally requires that the last flipped value is larger than the value on the other side of its card. We apply our results to the prophet secretary problem with unknown distributions, but with access to a single sample from each distribution. In particular, our guarantee improves upon 1 – 1/e for this problem, which is the currently best known guarantee and only works for the i.i.d. prophet inequality with samples.

The Unsplittable Flow Cover problem (UFP-cover) models the well-studied general caching problem and various natural resource allocation settings. We are given a path with a demand on each edge and a set of tasks, each task being defined by a subpath and a size. The goal is to select a subset of the tasks of minimum cardinality such that on each edge e the total size of the selected tasks using e is at least the demand of e. There is a polynomial time 4-approximation for the problem [Bar-Noy et al., STOC 2000] and also a QPTAS [Höhn et al., ICALP 2014]. In this paper we study fixed-parameter algorithms for the problem. We show that it is W[1]-hard but it becomes FPT if we can slightly violate the edge demands (resource augmentation) and also if there are at most k different task sizes. Then we present a parameterized approximation scheme (PAS), i.e., an algorithm with a running time of f(k)⋅ n^O_ε(1) that outputs a solution with at most (1+ε)k tasks or assert that there is no solution with at most k tasks. In this algorithm we use a new trick that intuitively allows us to pretend that we can select tasks from OPT multiple times.

In the Unsplittable Flow on a Path Cover (UFP-cover) problem we are given a path with a demand for each edge and a set of tasks where each task is defined by a subpath, a size and a cost. The goal is to select a subset of the tasks of minimum cost that together cover the demand of each edge. This problem models various resource allocation settings and also the general caching problem. The best known polynomial time approximation ratio for it is 4 [Bar-Noy et al., STOC 2000]. In this paper, we study the resource augmentation setting in which we need to cover only a slightly smaller demand on each edge than the compared optimal solution. If the cost of each task equals its size (which represents the natural bit-model in the related general caching problem) we provide a polynomial time algorithm that computes a solution of optimal cost. We extend this result to general caching and to the packing version of Unsplittable Flow on a Path in their respective natural resource augmentation settings. For the case that the cost of each task equals its "area", i.e., the product of its size and its path length, we present a polynomial time (1+ε)-approximation for UFP-cover. If additionally the edge capacities are in a constant range we compute even a solution of optimal cost and also obtain a PTAS without resource augmentation.

In the Anchored Rectangle Packing (ARP) problem, we are given a set of points P in the unit square [0,1]^2 and seek a maximum-area set of axis-aligned interior-disjoint rectangles S, each of which is anchored at a point p in P. In the most prominent variant - Lower-Left-Anchored Rectangle Packing (LLARP) - rectangles are anchored in their lower-left corner. Freedman [W. T. Tutte (Ed.), 1969] conjectured in 1969 that, if (0,0) in P, then there is a LLARP that covers an area of at least 0.5. Somewhat surprisingly, this conjecture remains open to this day, with the best known result covering an area of 0.091 [Dumitrescu and Tóth, 2015]. Maybe even more surprisingly, it is not known whether LLARP - or any ARP-problem with only one anchor - is NP-hard. In this work, we first study the Center-Anchored Rectangle Packing (CARP) problem, where rectangles are anchored in their center. We prove NP-hardness and provide a PTAS. In fact, our PTAS applies to any ARP problem where the anchor lies in the interior of the rectangles. Afterwards, we turn to the LLARP problem and investigate two different resource-augmentation settings: In the first we allow an epsilon-perturbation of the input P, whereas in the second we permit an epsilon-overlap between rectangles. For the former setting, we give an algorithm that covers at least as much area as an optimal solution of the original problem. For the latter, we give an (1 - epsilon)-approximation.