In the classic prophet inequality, a well-known problem in optimal stopping theory, samples from independent random variables (possibly differently distributed) arrive online. A gambler that knows the distributions, but cannot see the future, must decide at each point in time whether to stop and pick the current sample or to continue and lose that sample forever. The goal of the gambler is to maximize the expected value of what she picks and the performance measure is the worst case ratio between the expected value the gambler gets and what a prophet, that sees all the realizations in advance gets. In the late seventies, Krengel and Sucheston, and Garling [16], established that this worst case ratio is 1/2. A particularly interesting variant is the so-called prophet secretary problem, in which the only difference is that the samples arrive in a uniformly random order. For this variant several algorithms are known to achieve a constant of 1 − 1/e and very recently this barrier was slightly improved by Azar et al. [3].In this paper we introduce a new type of multi-threshold strategy, called blind strategy. Such a strategy sets a nonincreasing sequence of thresholds that depends only on the distribution of the maximum of the random variables, and the gambler stops the first time a sample surpasses the threshold of the stage. Our main result shows that these strategies can achieve a constant of 0.669 in the prophet secretary problem, improving upon the best known result of Azar et al. [3], and even that of Beyhaghi et al. [4] that works in the case the gambler can select the order of the samples. The crux of the result is a very precise analysis of the underlying stopping time distribution for the gambler's strategy that is inspired by the theory of Schur convex functions. We further prove that our family of blind strategies cannot lead to a constant better than 0.675.Finally we prove that no algorithm for the gambler can achieve a constant better than √ 3 − 1, which also improves upon a recent result of Azar et al. [3]. This implies that the upper bound on what the gambler can get in the prophet secretary problem is strictly lower than what she can get in the i.i.d. case. This constitutes the first separation between prophet secretary problem and the i.i.d. prophet inequality.
Partially observable Markov decision processes (POMDPs) are standard models for dynamic systems with probabilistic and nondeterministic behaviour in uncertain environments. We prove that in POMDPs with long-run average objective, the decision maker has approximately optimal strategies with finite memory. This implies notably that approximating the long-run value is recursively enumerable, as well as a weak continuity property of the value with respect to the transition function.
Empirical essays of fitness landscapes suggest that they may be rugged, that is having multiple fitness peaks. Such fitness landscapes, those that have multiple peaks, necessarily have special local structures, called reciprocal sign epistasis (Poelwijk et al. in J Theor Biol 272:141–144, 2011). Here, we investigate the quantitative relationship between the number of fitness peaks and the number of reciprocal sign epistatic interactions. Previously, it has been shown (Poelwijk et al. in J Theor Biol 272:141–144, 2011) that pairwise reciprocal sign epistasis is a necessary but not sufficient condition for the existence of multiple peaks. Applying discrete Morse theory, which to our knowledge has never been used in this context, we extend this result by giving the minimal number of reciprocal sign epistatic interactions required to create a given number of peaks
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