Distribution-free contextual dynamic pricing

Y Luo, WW Sun, Y Liu - Mathematics of Operations …, 2024 - pubsonline.informs.org
Contextual dynamic pricing aims to set personalized prices based on sequential interactions
with customers. At each time period, a customer who is interested in purchasing a product …

Dynamic pricing and assortment under a contextual MNL demand

N Perivier, V Goyal - Advances in Neural Information …, 2022 - proceedings.neurips.cc
We consider dynamic multi-product pricing and assortment problems under an unknown
demand over T periods, where in each period, the seller decides on the price for each …

Towards agnostic feature-based dynamic pricing: Linear policies vs linear valuation with unknown noise

J Xu, YX Wang - International Conference on Artificial …, 2022 - proceedings.mlr.press
In feature-based dynamic pricing, a seller sets appropriate prices for a sequence of products
(described by feature vectors) on the fly by learning from the binary outcomes of previous …

Context-based dynamic pricing with partially linear demand model

J Bu, D Simchi-Levi, C Wang - Advances in Neural …, 2022 - proceedings.neurips.cc
In today's data-rich environment, context-based dynamic pricing has gained much attention.
To model the demand as a function of price and context, the existing literature either adopts …

Contextual dynamic pricing with unknown noise: Explore-then-ucb strategy and improved regrets

Y Luo, WW Sun, Y Liu - Advances in Neural Information …, 2022 - proceedings.neurips.cc
Dynamic pricing is a fast-moving research area in machine learning and operations
management. A lot of work has been done for this problem with known noise. In this paper …

Doubly fair dynamic pricing

J Xu, D Qiao, YX Wang - International Conference on …, 2023 - proceedings.mlr.press
We study the problem of online dynamic pricing with two types of fairness constraints: a
“procedural fairness” which requires the “proposed” prices to be equal in expectation among …

Near-optimal differentially private reinforcement learning

D Qiao, YX Wang - International Conference on Artificial …, 2023 - proceedings.mlr.press
Motivated by personalized healthcare and other applications involving sensitive data, we
study online exploration in reinforcement learning with differential privacy (DP) constraints …

Contextual dynamic pricing with strategic buyers

P Liu, Z Yang, Z Wang, WW Sun - Journal of the American …, 2024 - Taylor & Francis
Personalized pricing, which involves tailoring prices based on individual characteristics, is
commonly used by firms to implement a consumer-specific pricing policy. In this process …

Learning to Bid in Contextual First Price Auctions✱

A Badanidiyuru, Z Feng, G Guruganesh - Proceedings of the ACM Web …, 2023 - dl.acm.org
In this work, we investigate the problem of how to bid in repeated contextual first price
auctions for a single learner (the bidder). Concretely, at each time t, the learner receives a …

On dynamic pricing with covariates

H Wang, K Talluri, X Li - arXiv preprint arXiv:2112.13254, 2021 - arxiv.org
We consider dynamic pricing with covariates under a generalized linear demand model: a
seller can dynamically adjust the price of a product over a horizon of $ T $ time periods, and …