Discounted i.i.d. rewards force prophet inequality competitive ratios down to 1/2, as hard as the non-i.i.d. case, with matching upper and lower bounds via calibrated single-quantile thresholds.
arXiv preprint arXiv:2011.14929 , year=
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Characterizes the optimal asymptotic competitive ratio for parametric prophet inequalities and proposes an online confidence-based DP policy achieving it without offline samples.
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I.i.d. Prophet Inequalities with Discounted Rewards: As Hard as the Non-i.i.d. Case
Discounted i.i.d. rewards force prophet inequality competitive ratios down to 1/2, as hard as the non-i.i.d. case, with matching upper and lower bounds via calibrated single-quantile thresholds.