Fast revenue maximization

A Bahamou, O Besbes, O Mouchtaki - arXiv preprint arXiv:2407.07316, 2024 - arxiv.org
We study a data-driven problem pricing problem in which a seller offers a price for a single
item based on demand observed at a small finite number of historical prices. Our goal is to …

Learning Thresholds with Latent Values and Censored Feedback

J Zhang, T Lin, W Zheng, Z Feng, Y Teng… - arXiv preprint arXiv …, 2023 - arxiv.org
In this paper, we investigate a problem of actively learning threshold in latent space, where
the unknown reward $ g (\gamma, v) $ depends on the proposed threshold $\gamma $ and …