Author

J. V. van Leeuwaarden

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Preprint Sep 2026

Sample-Based Prophet Inequalities for Random Walks

We study prophet inequalities for a random walk reward stopping problem with sample-based information. The goal is to stop as close as possible to the maximum of a random walk with i.i.d. increments, measuring performance by the ratio between the expected reward when stopping and the expected true maximum. We consider...

P. Kleer, J. V. van Leeuwaarden, Daan Noordenbos · 0 citations

Preprint Sep 2026

Personalised versus Posted Pricing from Samples

Personalised pricing maximises expected revenue from a market but requires detailed information about individual customers. How much of this revenue can be recovered using a simple posted price based on a finite number of samples from the underlying value distribution? We answer this question by maximising the worst-ca...

P. Kleer, J. V. van Leeuwaarden, Daan Noordenbos · 0 citations