The topic of dynamic pricing and learning has received a considerable amount of attention
in recent years, from different scientific communities. We survey these literature streams: we …

The standard profit-maximizing multiunit auction intersects the submitted demand curve with
a preset reservation supply curve, which is determined using the distribution from which the …

Firms increasingly need to manage uncertainty and become more agile and adaptable. This
study considers how a multi‐product firm can use its product mix, resource capacity …

A new approach to dynamic allocation and pricing that blends dynamic paradigms from the
operations research and management science literature with classical mechanism design …

Online digital goods auctions are settings where a seller with an unlimited supply of goods
(eg music or movie downloads) interacts with a stream of potential buyers. In the posted …

We consider a dynamic auction model, where bidders sequentially arrive to the market. The
values of the bidders for the item for sale are independently drawn from a distribution, but …

In many practical settings, learning algorithms can take a substantial amount of time to
converge, thereby raising the need to understand the role of discounting in learning. We …

Peer-to-peer markets are highly uncertain environments due to the constant presence of
shocks. As a consequence, sellers have to constantly adjust to these shocks. Dynamic …

We characterize the incentive compatible, constrained efficient policy (“second-best”) in a
dynamic matching environment, where impatient, privately informed agents arrive over time …

This paper analyzes equilibria in sequential take-it-or-leave-it sales when demand is
stochastic. It is shown that equilibria in this sales mechanism, unlike in sequential auctions …