基于贝尔曼证书的多秘书问题紧下界 / Tight Lower Bounds for the Multi-Secretary Problem via Bellman Certificates
1️⃣ 一句话总结
本文证明了在多个秘书招聘问题中,当候选人的能力值呈现有间隔的分布时,最优在线策略的遗憾(即与最优离线策略的收益差距)必须随问题规模呈对数平方增长,从而证实了此前上界研究的紧性,并引入了一种名为“贝尔曼证书”的新分析框架来系统化这类下界证明。
This paper studies additive regret in the multi-secretary problem, defined as the gap between the expected offline prophet reward and the reward of the best online policy. Prior work established \(O(\log T)\) regret for bounded-density distributions with connected support and \(O((\log T)^2)\) upper bounds for bounded-density distributions with support gaps. It was unknown whether the extra logarithmic factor is necessary even in the one-resource model. We prove that it is necessary. For a mixture of two separated uniform distributions at the critical capacity, the optimal regret grows at least on the order of \((\log T)^2\). Thus the existing \(O((\log T)^2)\) upper bounds for bounded-density gapped instances, including those implied by network revenue management models with continuous rewards, are tight in this simplest specialization. The same framework also yields a matching lower bound for gapped distributions whose gap-facing densities vanish near the support edges; this companion result is given in the appendix. The proofs use Bellman certificates: feasible solutions to a relaxation of the exact Bellman recursion. This framework converts lower bounds into explicit certificate constructions and identifies why support gaps permit larger regret.
基于贝尔曼证书的多秘书问题紧下界 / Tight Lower Bounds for the Multi-Secretary Problem via Bellman Certificates
本文证明了在多个秘书招聘问题中,当候选人的能力值呈现有间隔的分布时,最优在线策略的遗憾(即与最优离线策略的收益差距)必须随问题规模呈对数平方增长,从而证实了此前上界研究的紧性,并引入了一种名为“贝尔曼证书”的新分析框架来系统化这类下界证明。
源自 arXiv: 2607.02150