单一样本多单位先知不等式的静态定价

Pranav Nuti, Peter Westbrook
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引用次数: 0

摘要

本文研究的是 $k$ 单位单一样本先知不等式。卖方有 $k$ 相同且不可分割的物品要出售。一连串的买家逐一到达,每个买家到达时都会向卖家透露其对物品的私人价值 $X_i$。虽然卖方不知道 $X_i$ 是从哪个分布中抽取的,但他们可以获得与 $X_i$ 相同分布中抽取的单个样本 $Y_i$。卖方可以采取什么策略使社会福利最大化?以前的工作已经证明,当 $k = 1$ 时,如果卖方设定的价格等于样本的最大值,他们就能达到社会福利的竞争比 $frac{1}{2}$,最近 Pashkovich 和 Sayutina 又为 $k = 2$ 建立了类似的结果。在本文中,我们证明了对于 $k \geq 3$,设置一个等于 $k^{text{th}}$ 最大样本的(静态)价格也能得到 $\frac{1}{2}$ 的竞争比率,解决了帕什科维奇和萨尤蒂娜提出的一个难题。接着,我们考虑 $k$ 较大的情况。我们证明,设定一个等于 $(k-\sqrt{2k\log k})^{text{th}}$最大样本的价格,可以得到一个 1 -\sqrt\frac{2k\log k}{k} 的竞争比率。-o/left(\sqrt{frac\log k}{k}\right)$,而且这是采用静态定价方案(将其中一个样本设为price)所能达到的最佳可能比率。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Static Pricing for Single Sample Multi-unit Prophet Inequalities
In this paper, we study $k$-unit single sample prophet inequalities. A seller has $k$ identical, indivisible items to sell. A sequence of buyers arrive one-by-one, with each buyer's private value for the item, $X_i$, revealed to the seller when they arrive. While the seller is unaware of the distribution from which $X_i$ is drawn, they have access to a single sample, $Y_i$ drawn from the same distribution as $X_i$. What strategies can the seller adopt so as to maximize social welfare? Previous work has demonstrated that when $k = 1$, if the seller sets a price equal to the maximum of the samples, they can achieve a competitive ratio of $\frac{1}{2}$ of the social welfare, and recently Pashkovich and Sayutina established an analogous result for $k = 2$. In this paper, we prove that for $k \geq 3$, setting a (static) price equal to the $k^{\text{th}}$ largest sample also obtains a competitive ratio of $\frac{1}{2}$, resolving a conjecture Pashkovich and Sayutina pose. We then consider the situation where $k$ is large. We demonstrate that setting a price equal to the $(k-\sqrt{2k\log k})^{\text{th}}$ largest sample obtains a competitive ratio of $1 - \sqrt{\frac{2\log k}{k}} - o\left(\sqrt{\frac{\log k}{k}}\right)$, and that this is the optimal possible ratio achievable with a static pricing scheme that sets one of the samples as a price.
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