Online Combinatorial Allocation with Interdependent Values

Michal Feldman, Simon Mauras, Divyarthi Mohan, Rebecca Reiffenhäuser · 2025

We study online combinatorial allocation problems in the secretary setting, under interdependent values. In the interdependent model, introduced by Milgrom and Weber (1982), each agent possesses a private signal that captures her information about an item for sale, and the value of every agent depends on the signals held by all agents. Mauras, Mohan, and Reiffenhäuser (2024) were the first to study interdependent values in online settings, providing constant-approximation guarantees for secretary settings, where agents arrive online along with their signals and values, and the goal is to select the agent with the highest value.

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