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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…

Computer Science and Game Theory · Computer Science 2017-04-26 Adel Javanmard

In the context of charging electric vehicles (EVs), the price-based demand response (PBDR) is becoming increasingly significant for charging load management. Such response usually encourages cost-sensitive customers to adjust their energy…

Systems and Control · Electrical Eng. & Systems 2024-04-17 Chengyang Gu , Yuxin Pan , Ruohong Liu , Yize Chen

According to the main international reports, more pervasive industrial and business-process automation, thanks to machine learning and advanced analytic tools, will unlock more than 14 trillion USD worldwide annually by 2030. In the…

Machine Learning · Computer Science 2022-11-18 Marco Mussi , Gianmarco Genalti , Alessandro Nuara , Francesco Trovò , Marcello Restelli , Nicola Gatti

We study a general problem of allocating limited resources to heterogeneous customers over time under model uncertainty. Each type of customer can be serviced using different actions, each of which stochastically consumes some combination…

Artificial Intelligence · Computer Science 2021-08-31 Wang Chi Cheung , Will Ma , David Simchi-Levi , Xinshang Wang

This paper considers the problem of measuring spatial and temporal variation in driver productivity on ride-sourcing trips. This variation is especially important from a driver's perspective: if a platform's drivers experience systematic…

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…

Cryptography and Security · Computer Science 2021-07-27 Xi Chen , David Simchi-Levi , Yining Wang

We derive a learning framework to generate routing/pickup policies for a fleet of autonomous vehicles tasked with servicing stochastically appearing requests on a city map. We focus on policies that 1) give rise to coordination amongst the…

Multiagent Systems · Computer Science 2023-07-07 Daniel Garces , Sushmita Bhattacharya , Stephanie Gil , Dimitri Bertsekas

Current navigation systems conflate time-to-drive with the true time-to-arrive by ignoring parking search duration and the final walking leg. Such underestimation can significantly affect user experience, mode choice, congestion, and…

Systems and Control · Electrical Eng. & Systems 2026-02-03 Cameron Hickert , Sirui Li , Zhengbing He , Cathy Wu

Dynamic pricing schemes are increasingly employed across industries to maintain a self-organized balance of demand and supply. However, throughout complex dynamical systems, unintended collective states exist that may compromise their…

Physics and Society · Physics 2021-06-01 Malte Schröder , David-Maximilian Storch , Philip Marszal , Marc Timme

When introducing a novel product, a seller sets a price and decides how much information to provide to a buyer, who may incur a search cost to discover an outside option. The buyer knows the outside option distribution; the seller knows…

Theoretical Economics · Economics 2025-08-07 Kun Zhang

In feature-based dynamic pricing, a seller sets appropriate prices for a sequence of products (described by feature vectors) on the fly by learning from the binary outcomes of previous sales sessions ("Sold" if valuation $\geq$ price, and…

Machine Learning · Computer Science 2022-04-04 Jianyu Xu , Yu-Xiang Wang

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…

Machine Learning · Statistics 2023-03-07 Yiyun Luo , Will Wei Sun , and Yufeng Liu

Data-driven sequential decision has found a wide range of applications in modern operations management, such as dynamic pricing, inventory control, and assortment optimization. Most existing research on data-driven sequential decision…

Machine Learning · Statistics 2020-09-01 Yining Wang , Xi Chen , Xiangyu Chang , Dongdong Ge

This paper proposes a formal approach to online learning and planning for agents operating in a priori unknown, time-varying environments. The proposed method computes the maximally likely model of the environment, given the observations…

Machine Learning · Computer Science 2021-02-09 Melkior Ornik , Ufuk Topcu

We undertake a formal study of the value of targeting data to an advertiser. As expected, this value is increasing in the utility difference between realizations of the targeting data and the accuracy of the data, and depends on the…

Computer Science and Game Theory · Computer Science 2014-07-15 Kshipra Bhawalkar , Patrick Hummel , Sergei Vassilvitskii

We consider the use of pricing as a regulatory mechanism when an unknown number of autonomous agents compete for access to a shared resource (possibly limited in volume or capacity). In standard dynamic pricing control systems, an…

Optimization and Control · Mathematics 2025-11-24 Christopher King , Homayoun Hamedmoghadam , Christos G. Cassandras , Fabian R. Wirth , Robert N. Shorten

In a digital age where companies face rapid changes in technology, consumer trends, and business environments, there is a critical need for continual revision of the business model in response to disruptive innovation. A pillar of…

Theoretical Economics · Economics 2022-07-20 Vahid Ashrafimoghari , Jordan W. Suchow

Ride-sourcing drivers as individual service suppliers can freely adopt their own relocation strategies including waiting, cruising freely, or following the platform recommendations. These decisions substantially impact the balance between…

Physics and Society · Physics 2022-08-05 Peyman Ashkrof , Gonçalo Homem de Almeida Correia , Oded Cats , Bart van Arem

We investigate an optimization problem in a queueing system where the service provider selects the optimal service fee p and service capacity \mu to maximize the cumulative expected profit (the service revenue minus the capacity cost and…

Optimization and Control · Mathematics 2025-08-12 Xinyun Chen , Guiyu Hong , Yunan Liu

Learning user preferences for products based on their past purchases or reviews is at the cornerstone of modern recommendation engines. One complication in this learning task is that some users are more likely to purchase products or review…

Information Retrieval · Computer Science 2023-03-08 Wanning Chen , Mohsen Bayati