论文标题

预测和匹配:供应不确定的先知不平等

Predict and Match: Prophet Inequalities with Uncertain Supply

论文作者

Alijani, Reza, Banerjee, Siddhartha, Gollapudi, Sreenivas, Munagala, Kamesh, Wang, Kangning

论文摘要

我们考虑将可腐烂物品出售给买家流的问题,以最大程度地提高社会福利。卖方从一组相同的物品开始,每个到达的买家都需要任何一项,并具有估值。来自已知分布。但是,每个项目在我们称其为该项目的地平线的先验未知的时间后消失。卖方知道每个项目的地平线分布(可能不同),但直到该项目实际消失之前,它才能实现。与经典的先知不平等一样,目标是设计一种在线定价计划,该计划与了解地平线的先知竞争并提取完整的社会盈余(或福利)。 我们的主要结果是对项目具有独立的地平线分布满足单调危险率(MHR)条件的设置。在这里,对于任何数量的项目,我们通过概念上简单的策略实现了恒定竞争的限制,该政策可以平衡买方接受的速度与从系统中删除项目的速率。我们通过一种新颖的技术来实施此政策,该技术通过在未来的时间进行概率模拟项目的偏离来实施。此外,对于平均$μ$的单个项目和MHR地平线分布,我们显示出一个紧张的结果:有一个固定的定价方案,其具有竞争力比率最多为$ 2-1/μ$,这是此类中最好的。 我们进一步表明我们的结果是最好的。首先,我们表明,即使对于一个项目,竞争比率也没有MHR假设。此外,即使地平线分布是I.I.D. MHR和项目的数量变大,任何政策的竞争比率均由大于$ 1 $的常数限制,这与确定性的范围相同的环境形成了鲜明的对比。

We consider the problem of selling perishable items to a stream of buyers in order to maximize social welfare. A seller starts with a set of identical items, and each arriving buyer wants any one item, and has a valuation drawn i.i.d. from a known distribution. Each item, however, disappears after an a priori unknown amount of time that we term the horizon for that item. The seller knows the (possibly different) distribution of the horizon for each item, but not its realization till the item actually disappears. As with the classic prophet inequalities, the goal is to design an online pricing scheme that competes with the prophet that knows the horizon and extracts full social surplus (or welfare). Our main results are for the setting where items have independent horizon distributions satisfying the monotone-hazard-rate (MHR) condition. Here, for any number of items, we achieve a constant-competitive bound via a conceptually simple policy that balances the rate at which buyers are accepted with the rate at which items are removed from the system. We implement this policy via a novel technique of matching via probabilistically simulating departures of the items at future times. Moreover, for a single item and MHR horizon distribution with mean $μ$, we show a tight result: There is a fixed pricing scheme that has competitive ratio at most $2 - 1/μ$, and this is the best achievable in this class. We further show that our results are best possible. First, we show that the competitive ratio is unbounded without the MHR assumption even for one item. Further, even when the horizon distributions are i.i.d. MHR and the number of items becomes large, the competitive ratio of any policy is lower bounded by a constant greater than $1$, which is in sharp contrast to the setting with identical deterministic horizons.

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