{"title":"单一样本多单位先知不等式的静态定价","authors":"Pranav Nuti, Peter Westbrook","doi":"arxiv-2409.07719","DOIUrl":null,"url":null,"abstract":"In this paper, we study $k$-unit single sample prophet inequalities. A seller\nhas $k$ identical, indivisible items to sell. A sequence of buyers arrive\none-by-one, with each buyer's private value for the item, $X_i$, revealed to\nthe seller when they arrive. While the seller is unaware of the distribution\nfrom which $X_i$ is drawn, they have access to a single sample, $Y_i$ drawn\nfrom the same distribution as $X_i$. What strategies can the seller adopt so as\nto maximize social welfare? Previous work has demonstrated that when $k = 1$, if the seller sets a price\nequal to the maximum of the samples, they can achieve a competitive ratio of\n$\\frac{1}{2}$ of the social welfare, and recently Pashkovich and Sayutina\nestablished an analogous result for $k = 2$. In this paper, we prove that for\n$k \\geq 3$, setting a (static) price equal to the $k^{\\text{th}}$ largest\nsample also obtains a competitive ratio of $\\frac{1}{2}$, resolving a\nconjecture Pashkovich and Sayutina pose. We then consider the situation where $k$ is large. We demonstrate that\nsetting a price equal to the $(k-\\sqrt{2k\\log k})^{\\text{th}}$ largest sample\nobtains a competitive ratio of $1 - \\sqrt{\\frac{2\\log k}{k}} -\no\\left(\\sqrt{\\frac{\\log k}{k}}\\right)$, and that this is the optimal possible\nratio achievable with a static pricing scheme that sets one of the samples as a\nprice.","PeriodicalId":501525,"journal":{"name":"arXiv - CS - Data Structures and Algorithms","volume":"9 41 1","pages":""},"PeriodicalIF":0.0000,"publicationDate":"2024-09-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Static Pricing for Single Sample Multi-unit Prophet Inequalities\",\"authors\":\"Pranav Nuti, Peter Westbrook\",\"doi\":\"arxiv-2409.07719\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"In this paper, we study $k$-unit single sample prophet inequalities. A seller\\nhas $k$ identical, indivisible items to sell. A sequence of buyers arrive\\none-by-one, with each buyer's private value for the item, $X_i$, revealed to\\nthe seller when they arrive. While the seller is unaware of the distribution\\nfrom which $X_i$ is drawn, they have access to a single sample, $Y_i$ drawn\\nfrom the same distribution as $X_i$. What strategies can the seller adopt so as\\nto maximize social welfare? Previous work has demonstrated that when $k = 1$, if the seller sets a price\\nequal to the maximum of the samples, they can achieve a competitive ratio of\\n$\\\\frac{1}{2}$ of the social welfare, and recently Pashkovich and Sayutina\\nestablished an analogous result for $k = 2$. In this paper, we prove that for\\n$k \\\\geq 3$, setting a (static) price equal to the $k^{\\\\text{th}}$ largest\\nsample also obtains a competitive ratio of $\\\\frac{1}{2}$, resolving a\\nconjecture Pashkovich and Sayutina pose. We then consider the situation where $k$ is large. We demonstrate that\\nsetting a price equal to the $(k-\\\\sqrt{2k\\\\log k})^{\\\\text{th}}$ largest sample\\nobtains a competitive ratio of $1 - \\\\sqrt{\\\\frac{2\\\\log k}{k}} -\\no\\\\left(\\\\sqrt{\\\\frac{\\\\log k}{k}}\\\\right)$, and that this is the optimal possible\\nratio achievable with a static pricing scheme that sets one of the samples as a\\nprice.\",\"PeriodicalId\":501525,\"journal\":{\"name\":\"arXiv - CS - Data Structures and Algorithms\",\"volume\":\"9 41 1\",\"pages\":\"\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2024-09-12\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"arXiv - CS - Data Structures and Algorithms\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/arxiv-2409.07719\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"arXiv - CS - Data Structures and Algorithms","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/arxiv-2409.07719","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
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.