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We study the problem of pricing under a Multinomial Logit model where we incorporate network effects over the consumer's decisions. We analyse both cases, when sellers compete or collaborate. In particular, we pay special attention to the…

Computer Science and Game Theory · Computer Science 2020-05-08 Felipe Maldonado , Gerardo Berbeglia , Pascal Van Hentenryck

In this paper, we study the joint product sequencing and pricing problem faced by many online retailers such as Amazon. We assume that consumers' purchase behavior can be explained by a ``consider-then-choose'' model: they first form a…

Computer Science and Game Theory · Computer Science 2019-12-02 Shaojie Tang , Jing Yuan

Models of choice are a fundamental input to many now-canonical optimization problems in the field of Operations Management, including assortment, inventory, and price optimization. Naturally, accurate estimation of these models from data is…

Artificial Intelligence · Computer Science 2024-02-09 Joohwan Ko , Andrew A. Li

We study the competitive facility location problem, where a firm aims to establish new facilities in a market already occupied by competitors. In this problem, customer behavior is crucial for making optimal location decisions. We explore a…

Optimization and Control · Mathematics 2024-08-07 Ba Luat Le , Tien Mai , Thuy Anh Ta , Minh Hoang Ha , Duc Minh Vu

In markets where customers tend to purchase baskets of products rather than single products, assortment optimization is a major challenge for retailers. Removing a product from a retailer's assortment can result in a severe drop in…

Optimization and Control · Mathematics 2025-11-18 Andrey Vasilyev , Sebastian Maier , Ralf W. Seifert

We study an online mixed discrete and continuous optimization problem where a decision maker interacts with an unknown environment for a number of $T$ rounds. At each round, the decision maker needs to first jointly choose a discrete and a…

Optimization and Control · Mathematics 2024-08-27 Lintao Ye , Ming Chi , Zhi-Wei Liu , Xiaoling Wang , Vijay Gupta

This paper investigates a stochastic inventory management problem in which a cash-constrained small retailer periodically purchases a product from suppliers and sells it to a market while facing non-stationary demands. In each period, the…

Optimization and Control · Mathematics 2021-08-13 Zhen Chen , Roberto Rossi

We consider the problem of learning from revealed preferences in an online setting. In our framework, each period a consumer buys an optimal bundle of goods from a merchant according to her (linear) utility function and current prices,…

Data Structures and Algorithms · Computer Science 2014-12-02 Kareem Amin , Rachel Cummings , Lili Dworkin , Michael Kearns , Aaron Roth

We consider a dynamic pricing problem where customer response to the current price is impacted by the customer price expectation, aka reference price. We study a simple and novel reference price mechanism where reference price is the…

Machine Learning · Computer Science 2024-07-23 Shipra Agrawal , Wei Tang

We consider a distribution logistics scenario where a shipping operator, managing a limited amount of resources, receives a stream of collection requests, issued by a set of customers along a booking time-horizon, that are referred to a…

Optimization and Control · Mathematics 2023-07-04 Giovanni Giallombardo , Francesca Guerriero , Giovanna Miglionico

We consider an online assortment problem with $[n]:=\{1,2,\ldots,n\}$ sellers, each holding exactly one item $i\in[n]$ with initial inventory $c_i\in \mathbb{Z}_+$, and a sequence of homogeneous buyers arriving over a finite time horizon…

Computer Science and Game Theory · Computer Science 2021-12-10 S. Rasoul Etesami

Crowdfunding, which is the act of raising funds from a large number of people's contributions, is among the most popular research topics in economic theory. Due to the fact that crowdfunding platforms (CFPs) have facilitated the process of…

Mathematical Finance · Quantitative Finance 2022-07-18 Fatemeh Nosrat

In applications such as recommendation systems and revenue management, it is important to predict preferences on items that have not been seen by a user or predict outcomes of comparisons among those that have never been compared. A popular…

Machine Learning · Computer Science 2015-06-29 Sewoong Oh , Kiran K. Thekumparampil , Jiaming Xu

We study an online learning problem on dynamic pricing and resource allocation, where we make joint pricing and inventory decisions to maximize the overall net profit. We consider the stochastic dependence of demands on the price, which…

Machine Learning · Computer Science 2025-05-23 Jianyu Xu , Xuan Wang , Yu-Xiang Wang , Jiashuo Jiang

We provide the first behavioral characterization of nested logit, a foundational and widely applied discrete choice model, through the introduction of a non-parametric version of nested logit that we call Nested Stochastic Choice (NSC). NSC…

Theoretical Economics · Economics 2022-02-07 Matthew Kovach , Gerelt Tserenjigmid

The problem of designing a profit-maximizing, Bayesian incentive compatible and individually rational mechanism with flexible consumers and costly heterogeneous supply is considered. In our setup, each consumer is associated with a…

Computer Science and Game Theory · Computer Science 2018-02-01 Shiva Navabi , Ashutosh Nayyar

When tracking user-specific online activities, each user's preference is revealed in the form of choices and comparisons. For example, a user's purchase history is a record of her choices, i.e. which item was chosen among a subset of…

Machine Learning · Statistics 2019-01-01 Sahand Negahban , Sewoong Oh , Kiran K. Thekumparampil , Jiaming Xu

We develop a stochastic inventory system which accounts for the limited patience of backlogged customers. While limited patience is a feature that is closer to the nature of unmet demand, our model also unifies the classic backlogging and…

Optimization and Control · Mathematics 2024-04-02 Andrew E. B. Lim , Zhao-Xuan Wei , Hanqin Zhang

We consider a seller offering a large network of $N$ products over a time horizon of $T$ periods. The seller does not know the parameters of the products' linear demand model, and can dynamically adjust product prices to learn the demand…

Machine Learning · Statistics 2021-12-21 N. Bora Keskin , David Simchi-Levi , Prem Talwai

We consider a dynamic pricing problem under unknown demand models. In this problem a seller offers prices to a stream of customers and observes either success or failure in each sale attempt. The underlying demand model is unknown to the…

Machine Learning · Computer Science 2012-10-30 Pouya Tehrani , Yixuan Zhai , Qing Zhao
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