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We consider dynamic multi-product pricing and assortment problems under an unknown demand over T periods, where in each period, the seller decides on the price for each product or the assortment of products to offer to a customer who…

Machine Learning · Computer Science 2022-11-15 Vineet Goyal , Noemie Perivier

In this paper, we consider mixtures of multinomial logistic models (MNL), which are known to $\epsilon$-approximate any random utility model. Despite its long history and broad use, rigorous results are only available for learning a uniform…

Machine Learning · Statistics 2020-09-29 Wenpin Tang

A fundamental problem in revenue management is to optimally choose the attributes of products, such that the total profit or revenue or market share is maximized. Usually, these attributes can affect both a product's market share…

Optimization and Control · Mathematics 2021-12-24 Hongzhang Shao , Anton J. Kleywegt

Price differentiation is a common strategy in many markets. In this paper, we study a static multiproduct price optimization problem with demand given by a discrete mixed multinomial logit model. By considering a mixed logit model that…

Optimization and Control · Mathematics 2023-04-05 Ahmadreza Marandi , Virginie Lurkin

In this paper, we consider a multi-stage dynamic assortment optimization problem with multi-nomial choice modeling (MNL) under resource knapsack constraints. Given the current resource inventory levels, the retailer makes an assortment…

Optimization and Control · Mathematics 2025-11-05 Xi Chen , Mo Liu , Yining Wang , Yuan Zhou

What assortments (subsets of items) should be offered, to collect data for estimating a choice model over $n$ total items? We propose a structured, non-adaptive experiment design requiring only $O(\log n)$ distinct assortments, each offered…

Methodology · Statistics 2026-02-19 Xintong Yu , Will Ma , Michael Zhao

In digital health and EdTech, recommendation systems face a significant challenge: users often choose impulsively, in ways that conflict with the platform's long-term payoffs. This misalignment makes it difficult to effectively learn to…

Machine Learning · Computer Science 2024-02-22 Arpit Agarwal , Rad Niazadeh , Prathamesh Patil

Mixed-integer linear programming (MILP) is widely employed for modeling combinatorial optimization problems. In practice, similar MILP instances with only coefficient variations are routinely solved, and machine learning (ML) algorithms are…

Optimization and Control · Mathematics 2023-03-07 Qingyu Han , Linxin Yang , Qian Chen , Xiang Zhou , Dong Zhang , Akang Wang , Ruoyu Sun , Xiaodong Luo

We introduce a bandit framework for stochastic matching under the multinomial logit (MNL) choice model. In our setting, $N$ agents on one side are assigned to $K$ arms on the other side, where each arm stochastically selects an agent from…

Machine Learning · Statistics 2026-01-30 Jung-hun Kim , Min-hwan Oh

Multi-label learning draws great interests in many real world applications. It is a highly costly task to assign many labels by the oracle for one instance. Meanwhile, it is also hard to build a good model without diagnosing discriminative…

Machine Learning · Computer Science 2019-04-16 Bo Du , Zengmao Wang , Lefei Zhang , Liangpei Zhang , Dacheng Tao

This paper studies ranking policies in a stylized trial-offer marketplace model, in which a single firm offers products and has consumers with heterogeneous preferences. Consumer trials are influenced by past purchases and the ranking of…

Social and Information Networks · Computer Science 2021-02-11 Franco Berbeglia , Gerardo Berbeglia , Pascal Van Hentenryck

Inference in log-linear models scales linearly in the size of output space in the worst-case. This is often a bottleneck in natural language processing and computer vision tasks when the output space is feasibly enumerable but very large.…

Machine Learning · Computer Science 2017-07-12 Stephen Mussmann , Daniel Levy , Stefano Ermon

This paper studies the problem of inferring a global preference based on the partial rankings provided by many users over different subsets of items according to the Plackett-Luce model. A question of particular interest is how to optimally…

Machine Learning · Statistics 2014-06-24 Bruce Hajek , Sewoong Oh , Jiaming Xu

We consider the constrained assortment optimization problem under the mixed multinomial logit model. Even moderately sized instances of this problem are challenging to solve directly using standard mixed-integer linear optimization…

Optimization and Control · Mathematics 2017-08-15 Alper Sen , Alper Atamturk , Philip Kaminsky

In multi-item screening, optimal selling mechanisms are challenging to characterize and implement, even with full knowledge of valuation distributions. In this paper, we aim to develop tractable, interpretable, and implementable mechanisms…

Theoretical Economics · Economics 2025-10-20 Shixin Wang

A preference order or ranking aggregated from pairwise comparison data is commonly understood as a strict total order. However, in real-world scenarios, some items are intrinsically ambiguous in comparisons, which may very well be an…

Machine Learning · Computer Science 2018-07-31 Qianqian Xu , Jiechao Xiong , Xinwei Sun , Zhiyong Yang , Xiaochun Cao , Qingming Huang , Yuan Yao

Discrete choice models are fundamental tools in management science, economics, and marketing for understanding and predicting decision-making. Logit-based models are dominant in applied work, largely due to their convenient closed-form…

Methodology · Statistics 2026-04-06 Easton Huch , Michael Keane

Multi-Modal Learning (MML) integrates information from diverse modalities to improve predictive accuracy. While existing optimization strategies have made significant strides by mitigating gradient direction conflicts, we revisit MML from a…

Machine Learning · Computer Science 2026-02-09 Peizheng Guo , Jingyao Wang , Wenwen Qiang , Jiahuan Zhou , Changwen Zheng , Gang Hua

Estimating consumer preferences is central to many problems in economics and marketing. This paper develops a flexible framework for learning individual preferences from partial ranking information by interpreting observed rankings as…

Machine Learning · Statistics 2026-02-19 Yu-Chang Chen , Chen Chian Fuh , Shang En Tsai

We propose a new discrete choice model, called the generalized stochastic preference (GSP) model, that incorporates non-rationality into the stochastic preference (SP) choice model, also known as the rank-based model. Our model can capture…

Computer Science and Game Theory · Computer Science 2025-08-28 Gerardo Berbeglia , Ashwin Venkataraman
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