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Secretary problems: weights and discounts
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Proceedings of the Nineteenth Annual ACM -SIAM Symposium on Discrete Algorithms table of contents
New York, New York
Pages 1245-1254  
Year of Publication: 2009
Authors
Moshe Babaioff  Microsoft Research, Silicon Valley
Michael Dinitz  Carnegie Mellon University, Pittsburgh, PA
Anupam Gupta  Carnegie Mellon University, Pittsburgh, PA
Nicole Immorlica  Centrum voor Wiskunde en Informatica (CWI), Amsterdam
Kunal Talwar  Microsoft Research, Silicon Valley
Publisher
Society for Industrial and Applied Mathematics  Philadelphia, PA, USA
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ABSTRACT

The classical secretary problem studies the problem of selecting online an element (a "secretary") with maximum value in a randomly ordered sequence. The difficulty lies in the fact that an element must be either selected or discarded upon its arrival, and this decision is irrevocable. Constant-competitive algorithms are known for the classical secretary problems (see, e.g., the survey of Freeman [7]) and several variants. We study the following two extensions of the secretary problem:

• In the discounted secretary problem, there is a time-dependent "discount" factor d(t), and the benefit derived from selecting an element/secretary e at time t is d(t) · v(e). For this problem with arbitrary (not necessarily decreasing) functions d(t), we show a constant-competitive algorithm when the expected optimum is known in advance. With no prior knowledge, we exhibit a lower bound of Ω(log n/log log n), and give a nearly-matching O(log n)-competitive algorithm.

• In the weighted secretary problem, up to K secretaries can be selected; when a secretary is selected (s)he must be irrevocably assigned to one of K positions, with position k having weight w(k), and assigning object/secretary e to position k has benefit w(k) · v(e). The goal is to select secretaries and assign them to positions to maximize Σe, k w(k) · v(e) · xek where xek is an indicator variable that secretary e is assigned position k. We give constant-competitive algorithms for this problem.

Most of these results can also be extended to the matroid secretary case (Babaioff et al. [2]) for a large family of matroids with a constant-factor loss, and an O(log rank) loss for general matroids. These results are based on a reduction from various matroids to partition matroids which present a unified approach to many of the upper bounds of Babaioff et al. These problems have connections to online mechanism design (see, e.g., Hajiaghayi et al. [9]). All our algorithms are monotone, and hence lead to truthful mechanisms for the corresponding online auction problems.


REFERENCES

Note: OCR errors may be found in this Reference List extracted from the full text article. ACM has opted to expose the complete List rather than only correct and linked references.

 
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T. S. Ferguson. Who solved the secretary problem? Statistical Science, 4:282--296, 1989.
 
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P. R. Freeman. The secretary problem and its extensions: a review. Internat. Statist. Rev., 51(2):189--206, 1983.
 
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A. Gershkov and B. Moldovanu. The dynamic assignment of heterogenous objects: A mechanism design approach. Technical report, University of Bonn, 2007.
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Nitish Korula and Martin Pal. Algorithms for secretary problems on graphs and hypergraphs. arXiv:0807.1139v1 {cs.DS}, 2008.
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M. Mahdian, P. McAffee, and D. Pennock. The secretary problem with durable employment. personal communication, 2008.
 
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Willis T. Rasmussen and Stanley R. Pliska. Choosing the maximum from a sequence with a discount function. Appl. Math. Optim., 2(3):279--289, 1975/76.


Collaborative Colleagues:
Moshe Babaioff: colleagues
Michael Dinitz: colleagues
Anupam Gupta: colleagues
Nicole Immorlica: colleagues
Kunal Talwar: colleagues