Static Pricing for Single Sample Multi-unit Prophet Inequalities
Abstract
In this paper, we study \(k\)-unit single sample prophet inequalities. A seller has \(k\) identical, indivisible items to sell. A sequence of buyers arrive one-by-one, with each buyer’s private value for the item, \(X_i\), revealed to the seller when they arrive. While the seller is unaware of the distribution from which \(X_i\) is drawn, they have access to a single sample, \(Y_i\) drawn from the same distribution as \(X_i\). What strategies can the seller adopt for selling items so as to maximize social welfare?
Fields of Study & Subjects
Auction Theory and Applications
Game Theory and Voting Systems
Supply Chain and Inventory Management
Publication details
- Journal / source
- Society for Industrial and Applied Mathematics eBooks
- Pages
- 127–141
- Publication date
- 1 January 2026
- Language
- EN