Polymatroid Prophet Inequalities

@article{Dtting2015PolymatroidPI,
  title={Polymatroid Prophet Inequalities},
  author={Paul D{\"u}tting and Robert D. Kleinberg},
  journal={ArXiv},
  year={2015},
  volume={abs/1307.5299}
}
Prophet inequalities bound the reward of an online algorithm—or gambler—relative to the optimum offline algorithm—the prophet—in settings that involve making selections from a sequence of elements whose order is chosen adversarially but whose weights are random. The goal is to maximize total weight. 

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