Stock-based threshold policies, which set prices only by remaining inventory, achieve computable multi-unit prophet-inequality guarantees (e.g., 0.6269 for K=2 and 0.6816 for K=3) in continuous time with nonhomogeneous Poisson arrivals.
Define U(t) := Z t 0 ¯x(s)ds, U max :=U(M).(82) For everyt>0, ¯x(t)>0, soUis strictly increasing
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Competitive Analysis of Stock-based Thresholds via Prophet Inequalities in Continuous Time
Stock-based threshold policies, which set prices only by remaining inventory, achieve computable multi-unit prophet-inequality guarantees (e.g., 0.6269 for K=2 and 0.6816 for K=3) in continuous time with nonhomogeneous Poisson arrivals.