Events

Date: 3 December 2025   Time: 13:00 - 14:00

Location: MB501, School of Mathematical Sciences, QMUL

In the prophet problem we observe a sequence of values drawn independently from known distributions and
stop at one of the values without knowledge of the rest of the sequence and without recourse. Our goal is to maximize, in expectation, the value at which we stop relative to the maximum value in the sequence. It is possible to guarantee 1/2 of the maximum value, and this can be improved to a 0.745 fraction if the values come from the same distribution. I will ask what happens if the values come from the same distribution but we don't know what that distribution is.
Based on joint work with José Correa, Paul Dütting, Kevin Schewior, and Bruno Ziliotto.