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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, buyers can also strategically manipulate their feature…

Machine Learning · Statistics 2024-06-27 Pangpang Liu , Zhuoran Yang , Zhaoran Wang , Will Wei Sun

We study active preference learning as a framework for intuitively specifying the behaviour of autonomous robots. In active preference learning, a user chooses the preferred behaviour from a set of alternatives, from which the robot learns…

Robotics · Computer Science 2020-09-30 Nils Wilde , Dana Kulic , Stephen L. Smith

As the sociological theory of homophily suggests, people tend to interact with those of similar preferences. Motivated by this well-established phenomenon, today's online sellers, such as Amazon,~seek~to learn a new buyer's private…

Computer Science and Game Theory · Computer Science 2026-03-30 Qinqi Lin , Lingjie Duan , Jianwei Huang

We present a recommender system based on the Random Utility Model. Online shoppers are modeled as rational decision makers with limited information, and the recommendation task is formulated as the problem of optimally enriching the…

Computer Science and Game Theory · Computer Science 2024-09-24 Benjamin Heymann , Flavian Vasile , David Rohde

In the Learning to Price setting, a seller posts prices over time with the goal of maximizing revenue while learning the buyer's valuation. This problem is very well understood when values are stationary (fixed or iid). Here we study the…

Computer Science and Game Theory · Computer Science 2021-06-10 Renato Paes Leme , Balasubramanian Sivan , Yifeng Teng , Pratik Worah

When online sellers use AI learning algorithms to automatically compete on e-commerce platforms, there is concern that they will learn to coordinate on higher than competitive prices. However, this concern was primarily raised in…

General Economics · Economics 2025-11-03 Hangcheng Zhao , Ron Berman

We study an online revenue maximization problem where the consumers arrive i.i.d from some unknown distribution and purchase a bundle of products from the sellers. The classical approach generally assumes complete knowledge of the consumer…

Computer Science and Game Theory · Computer Science 2022-10-04 Owen Shen

Dynamic pricing through bilevel programming is widely used for demand response but often assumes perfect knowledge of prosumer behavior, which is unrealistic in practical applications. This paper presents a novel framework that integrates…

Optimization and Control · Mathematics 2025-01-31 Bennevis Crowley , Jalal Kazempour , Lesia Mitridati , Mahnoosh Alizadeh

In this paper, we study the problem of learning to bid in repeated first-price auctions with budget constraints. In each period, the decision maker needs to submit a bid to win the auction and maximize the total collected reward, subject to…

Optimization and Control · Mathematics 2026-03-10 Zeng Fu , Jiashuo Jiang , Yuan Zhou

In this paper, we consider the problem of resource congestion control for competing online learning agents. On the basis of non-cooperative game as the model for the interaction between the agents, and the noisy online mirror ascent as the…

Machine Learning · Computer Science 2019-10-22 Ezra Tampubolon , Holger Boche

A popular approach to selling online advertising is by a waterfall, where a publisher makes sequential price offers to ad networks for an inventory, and chooses the winner in that order. The publisher picks the order and prices to maximize…

Machine Learning · Computer Science 2019-04-23 Branislav Kveton , Saied Mahdian , S. Muthukrishnan , Zheng Wen , Yikun Xian

Predictive human models often need to adapt their parameters online from human data. This raises previously ignored safety-related questions for robots relying on these models such as what the model could learn online and how quickly could…

Robotics · Computer Science 2021-10-01 Andrea Bajcsy , Anand Siththaranjan , Claire J. Tomlin , Anca D. Dragan

A platform commits to a search algorithm that maps prices to search order. Given this algorithm, sellers set prices, and consumers engage in sequential search. This framework generalizes the ordered search literature. We introduce a special…

Theoretical Economics · Economics 2025-03-06 Xiaoyu Chen , Jingmin Huang , Yibo Lian

This paper studies an online selection problem, where a seller seeks to sequentially sell multiple copies of an item to arriving buyers. We consider an adversarial setting, making no modeling assumptions about buyers' valuations for the…

Computer Science and Game Theory · Computer Science 2024-10-11 Bo Sun , Hossein Nekouyan Jazi , Xiaoqi Tan , Raouf Boutaba

Negotiation, as an essential and complicated aspect of online shopping, is still challenging for an intelligent agent. To that end, we propose the Price Negotiator, a modular deep neural network that addresses the unsolved problems in…

Computer Vision and Pattern Recognition · Computer Science 2021-03-15 Amin Parvaneh , Ehsan Abbasnejad , Qi Wu , Javen Qinfeng Shi , Anton van den Hengel

We study the revenue-maximizing mechanism when a buyer's value evolves endogenously because of learning-by-consuming. A seller sells one unit of a divisible good, while the buyer relies on his private, rough valuation to choose his…

Theoretical Economics · Economics 2022-09-07 Huiyi Guo , Wei He , Bin Liu

We investigate brokerage between traders from an online learning perspective. At any round $t$, two traders arrive with their private valuations, and the broker proposes a trading price. Unlike other bilateral trade problems already studied…

Machine Learning · Computer Science 2023-10-19 Nataša Bolić , Tommaso Cesari , Roberto Colomboni

Learning effective pricing strategies is crucial in digital marketplaces, especially when buyers' valuations are unknown and must be inferred through interaction. We study the online contextual pricing problem, where a seller observes a…

Computer Science and Game Theory · Computer Science 2026-02-18 Joon Suk Huh , Kirthevasan Kandasamy

We study the algorithmic problem faced by an information holder (seller) who wants to optimally sell such information to a budged-constrained decision maker (buyer) that has to undertake some action. Differently from previous, we consider…

Computer Science and Game Theory · Computer Science 2023-02-01 Matteo Castiglioni , Francesco Bacchiocchi , Alberto Marchesi , Giulia Romano , Nicola Gatti

Auctions for perishable goods such as internet ad inventory need to make real-time allocation and pricing decisions as the supply of the good arrives in an online manner, without knowing the entire supply in advance. These allocation and…

Computer Science and Game Theory · Computer Science 2012-10-05 Gagan Goel , Vahab Mirrokni , Renato Paes Leme