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Risk of Bad Tails: CVaR-Aware Pandora's Box and Prophet Inequality

cs.CC · 2026-05-18 · unverdicted · novelty 7.0

CVaR Pandora's box admits an exact Weitzman-style index after variational reduction, while CVaR prophet inequality has no constant-factor guarantee without distributional structure but recovers an explicit constant under recentered IFRA distributions.

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  • Risk of Bad Tails: CVaR-Aware Pandora's Box and Prophet Inequality cs.CC · 2026-05-18 · unverdicted · none · ref 36

    CVaR Pandora's box admits an exact Weitzman-style index after variational reduction, while CVaR prophet inequality has no constant-factor guarantee without distributional structure but recovers an explicit constant under recentered IFRA distributions.