On Submodular Prophet Inequalities and Correlation Gap

Abstract

Prophet inequalities and secretary problems have been extensively studied in recent years due to their elegance, connections to online algorithms, stochastic optimization, and mechanism design problems in game theoretic settings. Rubinstein and Singla [31] developed a notion of combinatorial prophet inequalities in order to generalize the standard prophet inequality setting to combinatorial valuation functions such as submodular and subadditive functions. For non-negative submodular functions they demonstrated a constant factor prophet inequality for matroid constraints. Along the way they showed a variant of the correlation gap for non-negative submodular functions.In this paper we revisit their notion of correlation gap as well as the standard notion of correlation gap and prove much tighter and cleaner bounds. Via these bounds and other insights we obtain substantially improved constant factor combinatorial prophet inequalities for both monotone and non-monotone submodular functions over any constraint that admits an Online Contention Resolution Scheme. In addition to improved bounds we describe efficient polynomial-time algorithms that achieve these bounds.