Anna Grebennikova

Asymptotically Optimal Learning for Parametric Prophet Inequalities

Jung-hun Kim, Anna Grebennikova, Vianney Perchet

We study learning in prophet inequalities with i.i.d. rewards drawn from an exponential-type parametric family with an unknown parameter $θ$, a class that includes exponential, Pareto, and bounded-support power-family distributions. We first characterize the optimal full-informat…Read more