arXiv:2607.02150cs.DScs.LG2026-07

证明了多秘书问题中对数平方级后悔下界,揭示支持间隙的影响。

Tight Lower Bounds for the Multi-Secretary Problem via Bellman Certificates

  • 用贝尔曼证书构造法分析在线策略的最优性边界。
  • 在临界容量下,混合均匀分布的后悔下界达到 (log T)²。
  • 适用于研究在线决策与收益管理的理论工作者。

本文研究多秘书问题中的加性后悔,即离线预言机收益与最优在线策略收益之间的差距。先前工作表明,对于具有连通支撑且密度有界的分布,后悔上界为 O(log T);而对于存在支撑间隙的密度有界分布,上界为 O((log T)²)。目前尚不清楚在单资源模型中额外的对数因子是否必要。本文证明该因子确实必要:当两组分离的均匀分布混合于临界容量时,最优后悔至少为 (log T)² 阶。因此,针对密度有界且存在支撑间隙实例的现有 O((log T)²) 上界(包括连续奖励下的网络收益管理模型所隐含的上界)在此最简情形下是紧的。相同框架还给出了支撑间隙处密度趋于零的分布的匹配下界,该结果见附录。证明使用贝尔曼证书:精确贝尔曼递归松弛后的可行解。该框架将下界转化为显式证书构造,并揭示支撑间隙如何导致更大后悔。

原文摘要 · Abstract (English)

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.

在线算法后悔分析优化理论贝尔曼证书

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