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Prophet Inequalities Made Easy: Stochastic Optimization by Pricing Nonstochastic Inputs.

Paul DüttingMichal FeldmanThomas KesselheimBrendan Lucier
Published in: SIAM J. Comput. (2020)
Keyphrases
  • stochastic optimization
  • multistage
  • sufficient conditions
  • robust optimization
  • linear inequalities
  • single stage
  • np hard
  • optimal policy