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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…

Machine Learning · Computer Science 2023-02-08 Negin Golrezaei , Patrick Jaillet , Jason Cheuk Nam Liang

This paper presents the results of the Dynamic Pricing Challenge, held on the occasion of the 17th INFORMS Revenue Management and Pricing Section Conference on June 29-30, 2017 in Amsterdam, The Netherlands. For this challenge, participants…

Usage-based insurance (UBI) uses telematics to align premiums with risk and encourage safe driving. However, deploying these programs is challenging due to heavy-tailed claim costs, nonstationary driver behavior, and limited incentive…

Optimization and Control · Mathematics 2026-05-11 Qinyang He , Yonatan Mintz

We present PricingLogic, the first benchmark that probes whether Large Language Models(LLMs) can reliably automate tourism-related prices when multiple, overlapping fare rules apply. Travel agencies are eager to offload this error-prone…

Artificial Intelligence · Computer Science 2025-10-15 Yunuo Liu , Dawei Zhu , Zena Al-Khalili , Dai Cheng , Yanjun Chen , Dietrich Klakow , Wei Zhang , Xiaoyu Shen

Selling reserved instances (or virtual machines) is a basic service in cloud computing. In this paper, we consider a more flexible pricing model for instance reservation, in which a customer can propose the time length and number of…

Computer Science and Game Theory · Computer Science 2016-11-23 Jia Zhang , Weidong Ma , Tao Qin , Xiaoming Sun , Tie-Yan Liu

Mobile users' correlated mobility and data consumption patterns often lead to severe cellular network congestion in peak hours and hot spots. This paper presents an optimal design of time and location aware mobile data pricing, which…

Networking and Internet Architecture · Computer Science 2015-11-13 Qian Ma , Ya-Feng Liu , Jianwei Huang

This paper focuses on price-based residential demand response implemented through dynamic adjustments of electricity prices during DR events. It extends existing DR models to a stochastic framework in which customer response is represented…

Systems and Control · Electrical Eng. & Systems 2026-03-18 Guido Cavraro , Andrey Bernstein , Emiliano Dall'Anese

Demand response (DR) refers to change in electricity consumption pattern of customers during on-peak hours in lieu of financial gains to reduce stress on distribution systems. Existing dynamic price models have not provided adequate success…

Systems and Control · Electrical Eng. & Systems 2021-05-24 Rayees A. Thokar , Nikhil Gupta , K. R. Niazi , Anil Swarnkar , Nand K. Meena

We study the dynamic pricing of discrete goods over a finite selling horizon. One way to capture both the elastic and stochastic reaction of purchases to price is through a model where sellers control the intensity of a counting process,…

Optimization and Control · Mathematics 2026-01-23 Burak Aydin , Emre Parmaksiz , Ronnie Sircar

Price differentiation describes a marketing strategy to determine the price of goods on the basis of a potential customer's attributes like location, financial status, possessions, or behavior. Several cases of online price differentiation…

Cryptography and Security · Computer Science 2017-12-11 Thomas Hupperich , Dennis Tatang , Nicolai Wilkop , Thorsten Holz

Recent progress in the field of artificial intelligence, machine learning and also in computer industry resulted in the ongoing boom of using these techniques as applied to solving complex tasks in both science and industry. Same is, of…

Computational Finance · Quantitative Finance 2019-06-11 A Itkin

We consider a scenario where a seller possesses a dataset $D$ and trains it into models of varying accuracies for sale in the market. Due to the reproducibility of data, the dataset can be reused to train models with different accuracies,…

Artificial Intelligence · Computer Science 2025-04-01 Jie Liu , Tao Feng , Yan Jiang , Peizheng Wang , Chao Wu

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

This paper contributes to the literature on parametric demand estimation by using deep learning to model consumer preferences. Traditional econometric methods often struggle with limited within-product price variation, a challenge addressed…

General Economics · Economics 2024-12-16 Kirill Safonov

In congested urban areas, it remains a pressing challenge to reduce unnecessary vehicle circling for parking while at the same time maximize parking space utilization. In observance of new information technologies that have become readily…

Computer Science and Game Theory · Computer Science 2015-01-06 Daniel Mackowski , Yun Bai , Yanfeng Ouyang

Airline operations are prone to delays and disruptions, since the schedules are generally tight and depend on a lot of resources. When disruptions occur, the flight schedule needs to be adjusted such that the operation can continue. Since…

Optimization and Control · Mathematics 2025-05-08 Philip de Bruin , Marjan van den Akker , Kunal Kumar , Lisanne Heuseveldt , Marc Paelinck

This paper presents a novel framework to accelerate route prediction in Drone-as-a-Service operations through weather-aware deep learning models. While classical path-planning algorithms, such as A* and Dijkstra, provide optimal solutions,…

Machine Learning · Computer Science 2026-01-08 Kamal Mohamed , Lillian Wassim , Ali Hamdi , Khaled Shaban

Traditional round-trip car rental systems mandate users to return vehicles to their point of origin, limiting the system adaptability to meet diverse mobility demands. This constraint often leads to fleet under-utilization and incurs high…

Systems and Control · Electrical Eng. & Systems 2024-07-12 Avalpreet Singh Brar , Rong Su , Gioele Zardini , Jaskaranveer Kaur

Event ticket price prediction is important to marketing strategy for any sports team or musical ensemble. An accurate prediction model can help the marketing team to make promotion plan more effectively and efficiently. However, given all…

Machine Learning · Computer Science 2019-12-06 Fei Huang , Hao Huang

We introduce a causal aware foundation-model framework for real time optimal decision making in discrete choice environments. We propose a constrained triple-head price optimization (C3PO) network to solve a bilevel decision problem in…

Machine Learning · Computer Science 2026-05-11 Shivaram Subramanian , Zhengliang Xue , Markus Ettl , Yingdong Lu , Jayant Kalagnanam
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