Combinatorial Stationary Prophet Inequalities

Neel Patel; David Wajc

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arXiv · 2312.08245

Combinatorial Stationary Prophet Inequalities

Neel Patel·David Wajc

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Abstract

Numerous recent papers have studied the tension between thickening and clearing a market in (uncertain, online) long-time horizon Markovian settings. In particular, (Aouad and Sarita{\c{c}} EC'20, Collina et al. WINE'20, Kessel et al. EC'22) studied what the latter referred to as the Stationary Prophet Inequality Problem, due to its similarity to the classic finite-time horizon prophet inequality problem. These works all consider unit-demand buyers. Mirroring the long line of work on the classic prophet inequality problem subject to combinatorial constraints, we initiate the study of the stationary prophet inequality problem subject to combinatorially-constrained buyers. Our results can be summarized succinctly as unearthing an algorithmic connection between contention resolution schemes (CRS) and stationary prophet inequalities. While the classic prophet inequality problem has a tight connection to online CRS (Feldman et al. SODA'16, Lee and Singla ESA'18), we show that for the stationary prophet inequality problem, offline CRS play a similarly central role. We show that, up to small constant factors, the best (ex-ante) competitive ratio achievable for the combinatorial prophet inequality equals the best possible balancedness achievable by offline CRS for the same combinatorial constraints.

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Neel Patel, David Wajc. 2023-12-13. Combinatorial Stationary Prophet Inequalities. https://arxiv.org/abs/2312.08245

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