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In a market with stochastic interest rates, we consider an investor who can either (i) invest all if his money in a savings account or (ii) purchase zero-coupon bonds and invest the remainder of his wealth in a savings account. The…

Computational Finance · Quantitative Finance 2020-07-21 Matthew Lorig

Traditional pricing paradigms, once dominated by static models and rule-based heuristics, are increasingly being replaced by dynamic, data-driven approaches powered by machine learning algorithms. Despite their growing sophistication, most…

Machine Learning · Computer Science 2025-12-01 Marco Mussi , Marcello Restelli

The aesthetics of e-commerce websites have a big influence on purchasing decisions and customers' satisfaction. Webpage complexity and high cognitive load are responsible for causing an unpleasant experience while shopping online. This…

Human-Computer Interaction · Computer Science 2026-05-06 Shojibur Rahman , Ahmed Alif Swopno , Nayeem Ahmed , Ashik Ahmed Fahim , Tabin Hasan

We modify the standard model of price competition with horizontally differentiated products, imperfect information, and search frictions by allowing consumers to flexibly acquire information about a product's match value during their…

Theoretical Economics · Economics 2021-04-28 Vasudha Jain , Mark Whitmeyer

We consider a retailer running a switchback experiment for the price of a single product, with infinite supply. In each period, the seller chooses a price $p$ from a set of predefined prices that consist of a reference price and a few…

Computer Science and Game Theory · Computer Science 2024-10-22 Yifan Wu , Ramesh Johari , Vasilis Syrgkanis , Gabriel Y. Weintraub

A central problem in Microeconomics is to design auctions with good revenue properties. In this setting, the bidders' valuations for the items are private knowledge, but they are drawn from publicly known prior distributions. The goal is to…

Computer Science and Game Theory · Computer Science 2013-01-11 Sayan Bhattacharya , Janardhan Kulkarni , Xiaoming Xu

In societal-scale infrastructures, such as electric grids or transportation networks, pricing mechanisms are often used as a way to shape users' demand in order to lower operating costs and improve reliability. Existing approaches to…

Systems and Control · Electrical Eng. & Systems 2023-08-01 Spencer Hutchinson , Berkay Turan , Mahnoosh Alizadeh

Counters that hold natural numbers are ubiquitous in modeling and verifying software systems; for example, they model dynamic creation and use of resources in concurrent programs. Unfortunately, such discrete counters often lead to…

Formal Languages and Automata Theory · Computer Science 2025-11-27 A. R. Balasubramanian , Matthew Hague , Rupak Majumdar , Ramanathan S. Thinniyam , Georg Zetzsche

We study envy-free pricing mechanisms in matching markets with $m$ items and $n$ budget constrained buyers. Each buyer is interested in a subset of the items on sale, and she appraises at some single-value every item in her preference-set.…

Computer Science and Game Theory · Computer Science 2016-10-31 Riccardo Colini-Baldeschi , Stefano Leonardi , Qiang Zhang

This paper introduces a novel contextual bandit algorithm for personalized pricing under utility fairness constraints in scenarios with uncertain demand, achieving an optimal regret upper bound. Our approach, which incorporates dynamic…

Machine Learning · Statistics 2023-11-29 Xi Chen , David Simchi-Levi , Yining Wang

The process of consumer decision-making is multidimensional, and price perception is a very important but still not well-understood dimension for both marketers and consumers. Although heuristics or mental shortcuts are seen as biased and…

General Economics · Economics 2025-06-26 Shawn Berry

In this paper we investigate a dynamic pricing model for constant demand elasticity where customers have a probability distribution on the number of items they order. This is a generalization from standard models which restrict customers to…

Optimization and Control · Mathematics 2018-03-01 Nyles Breecher , Richard Stockbridge

Posted price mechanisms are prevalent in allocating goods within online marketplaces due to their simplicity and practical efficiency. We explore a fundamental scenario where buyers' valuations are independent and identically distributed,…

Computer Science and Game Theory · Computer Science 2025-05-26 José Correa , Vasilis Livanos , Dana Pizarro , Victor Verdugo

Since economic mechanisms are often applied to very different instances of the same problem, it is desirable to identify mechanisms that work well in a wide range of circumstances. We pursue this goal for a position auction setting and…

Computer Science and Game Theory · Computer Science 2013-07-22 Paul Duetting , Felix Fischer , David C. Parkes

The finding of small price changes in many retail price datasets is often viewed as a puzzle. We show that a possible explanation for the presence of small price changes is related to sales volume, an observation that has been overlooked in…

General Economics · Economics 2024-03-13 Doron Sayag , Avichai Snir , Daniel Levy

Conferences such as FUN with Algorithms routinely buy goodies (e.g., t-shirts, coffee mugs, etc) for their attendees. Often, said goodies come in different types, varying by color or design, and organizers need to decide how many goodies of…

Optimization and Control · Mathematics 2024-03-07 Fernanda Gutiérrez , Bernardo Subercaseaux

We study preferences estimated from finite choice experiments and provide sufficient conditions for convergence to a unique underlying "true" preference. Our conditions are weak, and therefore valid in a wide range of economic environments.…

Theoretical Economics · Economics 2020-11-03 Christopher P. Chambers , Federico Echenique , Nicolas Lambert

Contextual pricing strategies are prevalent in online retailing, where the seller adjusts prices based on products' attributes and buyers' characteristics. Although such strategies can enhance seller's profits, they raise concerns about…

Computer Science and Game Theory · Computer Science 2026-03-17 Pangpang Liu , Will Wei Sun

We study long-run market stability for repeated price competitions between two firms, where consumer demand depends on firms' posted prices and consumers' price expectations called reference prices. Consumers' reference prices vary over…

Computer Science and Game Theory · Computer Science 2022-03-23 Negin Golrezaei , Patrick Jaillet , Jason Cheuk Nam Liang

Most of the research in the recommender systems domain is focused on the optimization of the metrics based on historical data such as Mean Average Precision (MAP) or Recall. However, there is a gap between the research and industry since…

Information Retrieval · Computer Science 2022-03-24 Michal Kompan , Peter Gaspar , Jakub Macina , Matus Cimerman , Maria Bielikova