Lotteries, Prophets, and Pandora's Box: A New Take on Classic Problems in Mechanism Design and Online Selection

Alexandros Tsigonias-Dimitriadis

Abstract: We design simple and robust mechanisms and algorithms for fundamental problems in auction design and online decision-making. We rethink central assumptions in three well-studied theoretical models and frameworks: Bayesian revenue-optimal auctions, the secretary problem, and the Pandora's box problem. We first study a multi-dimensional revenue maximization problem. Next, we explore a data-driven version of the secretary problem and online variations of the Pandora's box problem.