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Online purchasing under uncertainty
Abstract:Suppose there is a collection urn:x-wiley:10429832:media:rsa20764:rsa20764-math-0001 of independent uniform urn:x-wiley:10429832:media:rsa20764:rsa20764-math-0002 random variables, and a hypergraph urn:x-wiley:10429832:media:rsa20764:rsa20764-math-0003 of target structures on the vertex set urn:x-wiley:10429832:media:rsa20764:rsa20764-math-0004. We would like to purchase a target structure at small cost, but we do not know all the costs xi ahead of time. Instead, we inspect the random variables xi one at a time, and after each inspection, choose to either keep the vertex i at cost xi, or reject vertex i forever. In the present paper, we consider the case where urn:x-wiley:10429832:media:rsa20764:rsa20764-math-0005 is the edge‐set of a complete graph (or digraph), and the target structures are the spanning trees of a graph, spanning arborescences of a digraph, the paths between a fixed pair of vertices, perfect matchings, Hamilton cycles or the cliques of some fixed size.
Keywords:combinatorial optimization  on‐line  probabilistic analysis
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