Sequential Pricing with Deadlines and Correlated Buyers
Optimization and Control
2026-07-04 v1
Abstract
We study sequential posted pricing for selling a single item under an exogenous deadline: a seller makes take-it-or-leave-it price offers to buyers one at a time, stopping when some buyer accepts or the selling opportunity expires. We consider both deterministic deadlines and random deadlines drawn from a known distribution, and allow buyer valuations to be either independent or arbitrarily correlated. Despite its practical relevance, this collection of deadline-constrained sequential pricing models has received limited algorithmic study beyond special cases. We develop the first approximation algorithms for revenue maximization across these settings.
Cite
@article{arxiv.2607.04027,
title = {Sequential Pricing with Deadlines and Correlated Buyers},
author = {Shruti Penumatsa and Rajan Udwani},
journal= {arXiv preprint arXiv:2607.04027},
year = {2026}
}