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Online Stochastic Max-Weight Bipartite Matching: Beyond Prophet Inequalities

Published: 18 July 2021 Publication History

Abstract

The rich literature on online Bayesian selection problems has long focused on so-called prophet inequalities, which compare the gain of an online algorithm to that of a "prophet" who knows the future. An equally-natural, though significantly less well-studied benchmark is the optimum online algorithm, which may be omnipotent (i.e., computationally-unbounded), but not omniscient. What is the computational complexity of the optimum online? How well can a polynomial-time algorithm approximate it?
Motivated by applications in ride hailing, we study the above questions for the online stochastic maximum-weight matching problem under vertex arrivals. This problem was recently introduced by Ezra, Feldman, Gravin and Tang (EC'20), who gave a 1/2-competitive algorithm for it. This is the best possible ratio, as this problem is a generalization of the original single-item prophet inequality.
We present a polynomial-time algorithm which approximates optimal online within a factor of 0.51---beating the best-possible prophet inequality. At the core of our result are a new linear program formulation, an algorithm that tries to match the arriving vertices in two attempts, and an analysis that bounds the correlation resulting from the second attempts. In contrast, we show that it is PSPACE-hard to approximate this problem within some constant α < 1.

References

[1]
Anne Condon, Joan Feigenbaum, Carsten Lund, and Peter Shor. 1997. Random debaters and the hardness of approximating stochastic functions. SIAM Journal on Computing (SICOMP), Vol. 26, 2 (1997), 369--400.
[2]
Tomer Ezra, Michal Feldman, Nick Gravin, and Zhihao Gavin Tang. 2020. Online Stochastic Max-Weight Matching: prophet inequality for vertex and edge arrival models. In Proceedings of the 21st ACM Conference on Economics and Computation (EC). 769--787.
[3]
Michal Feldman, Nick Gravin, and Brendan Lucier. 2014. Combinatorial auctions via posted prices. In Proceedings of the 26th Annual ACM-SIAM Symposium on Discrete Algorithms (SODA). 123--135.
[4]
Amin Saberi and David Wajc. 2021. The Greedy Algorithm is not Optimal for Online Edge Coloring. In 48th International Colloquium on Automata, Languages, and Programming (ICALP 2021) .
[5]
Alfredo Torrico and Alejandro Toriello. 2017. Dynamic Relaxations for Online Bipartite Matching. arXiv preprint arXiv:1709.01557 (2017).

Cited By

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  • (2025)Prophet Inequalities via the Expected Competitive RatioACM Transactions on Economics and Computation10.1145/3717076Online publication date: 26-Feb-2025
  • (2024)Promoting external and internal equities under ex-ante/ex-post metrics in online resource allocationProceedings of the 41st International Conference on Machine Learning10.5555/3692070.3693834(43328-43345)Online publication date: 21-Jul-2024
  • (2024)MAGNOLIAProceedings of the 41st International Conference on Machine Learning10.5555/3692070.3692781(17759-17782)Online publication date: 21-Jul-2024
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    cover image ACM Conferences
    EC '21: Proceedings of the 22nd ACM Conference on Economics and Computation
    July 2021
    950 pages
    ISBN:9781450385541
    DOI:10.1145/3465456
    Permission to make digital or hard copies of part or all of this work for personal or classroom use is granted without fee provided that copies are not made or distributed for profit or commercial advantage and that copies bear this notice and the full citation on the first page. Copyrights for third-party components of this work must be honored. For all other uses, contact the Owner/Author.

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    New York, NY, United States

    Publication History

    Published: 18 July 2021

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    Author Tags

    1. online matching
    2. online optimum
    3. prophet inequalities

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    • NSF

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    Overall Acceptance Rate 664 of 2,389 submissions, 28%

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    EC '25
    The 25th ACM Conference on Economics and Computation
    July 7 - 11, 2025
    Stanford , CA , USA

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    Cited By

    View all
    • (2025)Prophet Inequalities via the Expected Competitive RatioACM Transactions on Economics and Computation10.1145/3717076Online publication date: 26-Feb-2025
    • (2024)Promoting external and internal equities under ex-ante/ex-post metrics in online resource allocationProceedings of the 41st International Conference on Machine Learning10.5555/3692070.3693834(43328-43345)Online publication date: 21-Jul-2024
    • (2024)MAGNOLIAProceedings of the 41st International Conference on Machine Learning10.5555/3692070.3692781(17759-17782)Online publication date: 21-Jul-2024
    • (2024)Choosing Behind the Veil: Tight Bounds for Identity-Blind Online AlgorithmsProceedings of the 25th ACM Conference on Economics and Computation10.1145/3670865.3673620(136-158)Online publication date: 8-Jul-2024
    • (2024)Setting Targets is All You Need: Improved Order Competitive Ratio for Online SelectionProceedings of the 25th ACM Conference on Economics and Computation10.1145/3670865.3673487(263-277)Online publication date: 8-Jul-2024
    • (2024)Prophet Inequalities with Cancellation CostsProceedings of the 56th Annual ACM Symposium on Theory of Computing10.1145/3618260.3649786(1247-1258)Online publication date: 10-Jun-2024
    • (2024)Stochastic Online Correlated Selection2024 IEEE 65th Annual Symposium on Foundations of Computer Science (FOCS)10.1109/FOCS61266.2024.00133(2275-2294)Online publication date: 27-Oct-2024
    • (2024)The Online Submodular Assignment Problem2024 IEEE 65th Annual Symposium on Foundations of Computer Science (FOCS)10.1109/FOCS61266.2024.00026(291-313)Online publication date: 27-Oct-2024
    • (2024)Matroid Bayesian Online SelectionAlgorithmic Game Theory10.1007/978-3-031-71033-9_23(405-422)Online publication date: 3-Sep-2024
    • (2023)Feature Based Dynamic MatchingSSRN Electronic Journal10.2139/ssrn.4451799Online publication date: 2023
    • Show More Cited By

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