arXiv Machine Learning
Sep 22

Optimal No-Regret Learning for Repeated Prophet Inequality

The paper presents an efficient algorithm for repeated prophet inequalities with prefix feedback, achieving “~O(√T) expected regret”. It uses empirical backward induction, box‑specific reach bonuses, and a relative‑drop aggregation rule to eliminate polynomial dependence on the number of boxes. This resolves an open question from Liu et al. (2025).

By Kun Wang