arXiv stat.ML
· Papers
Asymptotically Optimal Learning for Parametric Prophet Inequalities
arXiv:2606.26893v1 Announce Type: cross Abstract: We study learning in prophet inequalities with i.i.d. rewards drawn from an exponential-type parametric family with an unknown parameter $theta$, a class that includes exponential, Pareto, and bounded-support power-family distributions. We first characterize the optima