Related papers: Nonparametric Pricing Analytics with Customer Cova…
Price discrimination, which refers to the strategy of setting different prices for different customer groups, has been widely used in online retailing. Although it helps boost the collected revenue for online retailers, it might create…
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 at each time period $t$, the demand of the product is…
We consider a periodical equilibrium pricing problem for multiple firms over a planning horizon of T periods. At each period, firms set their selling prices and receive stochastic demand from consumers. Firms do not know their underlying…
In this paper, we study the contextual dynamic pricing problem where the market value of a product is linear in its observed features plus some market noise. Products are sold one at a time, and only a binary response indicating success or…
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…
The prevalence of e-commerce has made detailed customers' personal information readily accessible to retailers, and this information has been widely used in pricing decisions. When involving personalized information, how to protect the…
We study revenue optimization learning algorithms for repeated posted-price auctions where a seller interacts with a single strategic buyer that holds a fixed private valuation for a good and seeks to maximize his cumulative discounted…
We consider a firm that sells a large number of products to its customers in an online fashion. Each product is described by a high dimensional feature vector, and the market value of a product is assumed to be linear in the values of its…
We study the pricing problem faced by a firm that sells a large number of products, described via a wide range of features, to customers that arrive over time. Customers independently make purchasing decisions according to a general choice…
We consider the framework of non-stationary stochastic optimization [Besbes et al, 2015] with squared error losses and noisy gradient feedback where the dynamic regret of an online learner against a time varying comparator sequence is…
We consider a dynamic pricing problem for repeated contextual second-price auctions with multiple strategic buyers who aim to maximize their long-term time discounted utility. The seller has limited information on buyers' overall demand…
We consider an assortment selection and pricing problem in which a seller has $N$ different items available for sale. In each round, the seller observes a $d$-dimensional contextual preference information vector for the user, and offers to…
Feature-based dynamic pricing is an increasingly popular model of setting prices for highly differentiated products with applications in digital marketing, online sales, real estate and so on. The problem was formally studied as an online…
In the contextual pricing problem a seller repeatedly obtains products described by an adversarially chosen feature vector in $\mathbb{R}^d$ and only observes the purchasing decisions of a buyer with a fixed but unknown linear valuation…
We consider the problem of a firm seeking to use personalized pricing to sell an exogenously given stock of a product over a finite selling horizon to different consumer types. We assume that the type of an arriving consumer can be observed…
Motivated by the application of real-time pricing in e-commerce platforms, we consider the problem of revenue-maximization in a setting where the seller can leverage contextual information describing the customer's history and the product's…
We study the problem of dynamic assortment personalization with large, heterogeneous populations and wide arrays of products, and demonstrate the importance of structural priors for effective, efficient large-scale personalization.…
In contextual dynamic pricing, a seller sequentially prices goods based on contextual information. Buyers will purchase products only if the prices are below their valuations. The goal of the seller is to design a pricing strategy that…
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 comes to the platform. The customer's valuation for the…
In the recent decades, the advance of information technology and abundant personal data facilitate the application of algorithmic personalized pricing. However, this leads to the growing concern of potential violation of privacy due to…