Optimal Single-Choice Prophet Inequalities from Samples
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Abstract (arXiv)
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 (≈ 0.745) within (1+varepsilon), resolving an open problem of Correa, D"utting, Fischer, and Schewior.
Key facts. Cited by 9 papers in the map (data through 7 Oct 2026). First posted on arXiv 18 Nov 2019.
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Citing papers per year: 2022: 1; 2023: 2; 2024: 1; 2025: 1; 2026: 4.
9 papers.
- 2022Bandit Algorithms for Prophet Inequality and Pandora's Boxcited by 13
- 2023Semi-Bandit Learning for Monotone Stochastic Optimizationcited by 8
- 2023Robust Budget Pacing with a Single Samplecited by 4
- 2024Online Combinatorial Allocations and Auctions with Few Samplescited by 3
- 2025Online Algorithms for Repeated Optimal Stopping: Balancing Baseline Guarantees and Regretcited by 0
- 2026Pricing Query Complexity of Multiplicative Revenue Approximationcited by 0
- 2026Learning in Prophet Inequalities with Noisy Observationscited by 0
- 2026The Secretary Problem with a Stochastic Precursorcited by 0
- 2026Optimal No-Regret Learning for Repeated Prophet Inequalitycited by 0
- 2026Optimal No-Regret Learning for Repeated Prophet Inequality20 Sep 2026
- 2026The Secretary Problem with a Stochastic Precursor21 May 2026
- 2026Learning in Prophet Inequalities with Noisy Observations2 Apr 2026
- 2026Pricing Query Complexity of Multiplicative Revenue Approximation11 Feb 2026
- 2025Online Algorithms for Repeated Optimal Stopping: Balancing Baseline Guarantees and Regret6 Nov 2025
- 2024Online Combinatorial Allocations and Auctions with Few Samples17 Sep 2024
- 2023Semi-Bandit Learning for Monotone Stochastic Optimization24 Dec 2023
- 2023Robust Budget Pacing with a Single Sample3 Feb 2023
- 2022Bandit Algorithms for Prophet Inequality and Pandora's Box16 Nov 2022