具有相互依赖价值的最优停止
Optimal Stopping with Interdependent Values
AI总结：
本文研究相互依赖价值下的在线最优停止问题，统一非策略算法与策略机制设定，首次为 prophet 和 secretary 问题给出基于简单停止规则的常数因子福利近似。
摘要：
我们研究了当到达的智能体具有相互依赖价值时，prophet（先知）和 secretary（秘书）两种设定下的在线选择问题。在 Milgrom 和 Weber [1982] 的开创性工作中提出的相互依赖价值模型里，每个智能体都有一个私人信号，而一个智能体的价值是所有智能体所持信号的函数。在线选择方面的结果至关重要地依赖于价值在某种程度上的独立性，这在概念上与相互依赖价值模型相冲突。对于标准独立价值假设下的 prophet 和 secretary 模型，先前工作给出了福利的常数因子近似。另一方面，当智能体具有相互依赖价值时，经济学和计算机科学中的先前工作给出了一些真实机制，这些机制在对估值函数的某些假设下获得最优和近似最优的福利。我们将这两条重要的研究路线结合起来，首次给出了具有相互依赖价值的 prophet 和 secretary 问题的常数因子近似。我们同时考虑算法设定（其中智能体是非策略性的，但具有相互依赖价值）和具有策略性智能体的机制设计设定。我们的所有结果都是构造性的，并使用简单的停止规则。
英文摘要：
We study online selection problems in both the prophet and secretary settings, when arriving agents have interdependent values. In the interdependent values model, introduced in the seminal work of Milgrom and Weber [1982], each agent has a private signal and the value of an agent is a function of the signals held by all agents. Results in online selection crucially rely on some degree of independence of values, which is conceptually at odds with the interdependent values model. For prophet and secretary models under the standard independent values assumption, prior works provide constant factor approximations to the welfare. On the other hand, when agents have interdependent values, prior works in Economics and Computer Science provide truthful mechanisms that obtain optimal and approximately optimal welfare under certain assumptions on the valuation functions. We bring together these two important lines of work and provide the first constant factor approximations for prophet and secretary problems with interdependent values. We consider both the algorithmic setting, where agents are non-strategic (but have interdependent values), and the mechanism design setting with strategic agents. All our results are constructive and use simple stopping rules.
机构、总结、中文摘要均由AI分析而来，可能存在错误，请以论文正文为准。
