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In continuous-choice settings, consumers decide not only on whether to purchase a product, but also on how much to purchase. Thus, firms optimize a full price schedule rather than a single price point. This paper provides a methodology to…

General Economics · Economics 2024-08-13 Soheil Ghili , Russ Yoon

A monopolist offers personalized prices to consumers with unit demand, heterogeneous values, and idiosyncratic costs, who differ in a protected characteristic, such as race or gender. The seller is subject to a non-discrimination…

Theoretical Economics · Economics 2025-06-27 Philipp Strack , Kai Hao Yang

We develop a nonparametric approach to identify and estimate consumer preferences and unobserved heterogeneity under nonlinear price schedules. Leveraging variation across multiple price schedules, we show that both the utility function and…

Econometrics · Economics 2026-04-29 Samuele Centorrino , Frédérique Fève , Jean-Pierre Florens

This paper proposes a theory of pricing premised upon the assumptions that customers dislike unfair prices---those marked up steeply over cost---and that firms take these concerns into account when setting prices. Since they do not observe…

Theoretical Economics · Economics 2021-06-15 Erik Eyster , Kristof Madarasz , Pascal Michaillat

To choose between two discrete goods, a consumer pays attention to only those with prices below a threshold. From these, she chooses her most preferred good. We assume consumers in a population have the same preference but may have…

Theoretical Economics · Economics 2025-11-07 Kaushil Patel

Central to privacy concerns is that firms may use consumer data to price discriminate. A common policy response is that consumers should be given control over which firms access their data and how. Since firms learn about a consumer's…

Theoretical Economics · Economics 2020-08-18 S. Nageeb Ali , Greg Lewis , Shoshana Vasserman

To determine the welfare implications of price changes in demand data, we introduce a revealed preference relation over prices. We show that the absence of cycles in this relation characterizes a consumer who trades off the utility of…

Econometrics · Economics 2024-07-03 Rahul Deb , Yuichi Kitamura , John K. -H. Quah , Jörg Stoye

We study optimal monopoly pricing over consumer networks governed by general nonlinear utilities. In our framework, a consumer's utility is jointly determined by an individualized price and the consumption choices of their peers, propagated…

Statistics Theory · Mathematics 2026-05-15 Daniele Bracale , George Michailidis

We study how market segmentation affects consumers when a monopolist can adjust both prices and product qualities across segments, engaging in second- and third-degree price discrimination simultaneously. We characterize the…

Theoretical Economics · Economics 2026-03-04 Dirk Bergemann , Tibor Heumann , Michael C. Wang

We study how a monopolist's use of consumer data for price discrimination affects welfare. To answer this question, we develop a model of market segmentation subject to residual uncertainty. We fully characterize when data usage…

Theoretical Economics · Economics 2025-11-20 Maryam Farboodi , Nima Haghpanah , Ali Shourideh

This paper proposes a method for estimating consumer preferences among discrete choices, where the consumer chooses at most one product in a category, but selects from multiple categories in parallel. The consumer's utility is additive in…

Machine Learning · Computer Science 2023-08-08 Rob Donnelly , Francisco R. Ruiz , David Blei , Susan Athey

The marginal price of electricity traditionally depends on the dual variables associated with relevant optimization goals. Particularly, in the optimal power flow realm, prices represent the cost of supplying an additional unit of power at…

Optimization and Control · Mathematics 2016-06-29 Kyri Baker

We study the optimal pricing strategy of a monopolist selling homogeneous goods to customers over multiple periods. The customers choose their time of purchase to maximize their payoff that depends on their valuation of the product, the…

Computer Science and Game Theory · Computer Science 2018-06-28 Ali Makhdoumi , Azarakhsh Malekian , Asuman Ozdaglar

We study the optimal pricing strategies of a monopolist selling a divisible good (service) to consumers that are embedded in a social network. A key feature of our model is that consumers experience a (positive) local network effect. In…

Computer Science and Game Theory · Computer Science 2011-01-31 Ozan Candogan , Kostas Bimpikis , Asuman Ozdaglar

Consider the seller's problem of finding optimal prices for her $n$ (divisible) goods when faced with a set of $m$ consumers, given that she can only observe their purchased bundles at posted prices, i.e., revealed preferences. We study…

Computer Science and Game Theory · Computer Science 2018-10-09 Ziwei Ji , Ruta Mehta , Matus Telgarsky

A monopolist wishes to maximize her profits by finding an optimal price policy. After she announces a menu of products and prices, each agent $x$ will choose to buy that product $y(x)$ which maximizes his own utility, if positive. The…

Optimization and Control · Mathematics 2021-02-12 Robert J. McCann , Kelvin Shuangjian Zhang

This paper investigates third-degree price discrimination under endogenous market segmentation. Segmenting a market requires access to information about consumers, and this information comes with a cost. I explore the trade-offs between the…

Theoretical Economics · Economics 2024-06-11 Irfan Tekdir

We study the interplay of fairness, welfare, and equity considerations in personalized pricing based on customer features. Sellers are increasingly able to conduct price personalization based on predictive modeling of demand conditional on…

Machine Learning · Computer Science 2020-12-29 Nathan Kallus , Angela Zhou

We study the identification and estimation of a multidimensional screening model, where a monopolist sells a multi-attribute product to consumers with private information about their multidimensional preferences. Under optimal screening,…

General Economics · Economics 2024-10-18 Gaurab Aryal , Federico Zincenko

Personalized pricing is a business strategy to charge different prices to individual consumers based on their characteristics and behaviors. It has become common practice in many industries nowadays due to the availability of a growing…

Computers and Society · Computer Science 2022-02-22 Renzhe Xu , Xingxuan Zhang , Peng Cui , Bo Li , Zheyan Shen , Jiazheng Xu
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