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Related papers: Contextual Dynamic Pricing with Strategic Buyers

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We consider a context-based dynamic pricing problem of online products, which have low sales. Sales data from Alibaba, a major global online retailer, illustrate the prevalence of low-sale products. For these products, existing…

Machine Learning · Statistics 2022-05-24 Sentao Miao , Xi Chen , Xiuli Chao , Jiaxi Liu , Yidong Zhang

This paper investigates the impact of pre-existing offline data on online learning, in the context of dynamic pricing. We study a single-product dynamic pricing problem over a selling horizon of $T$ periods. The demand in each period is…

Machine Learning · Computer Science 2021-11-18 Jinzhi Bu , David Simchi-Levi , Yunzong Xu

We consider a periodical equilibrium pricing problem for multiple firms over a planning horizon of T periods. At each period, firms set their selling prices and receive stochastic demand from consumers. Firms do not know their underlying…

Computer Science and Game Theory · Computer Science 2024-06-07 Yongge Yang , Yu-Ching Lee , Po-An Chen

Online strategic classification studies settings in which agents strategically modify their features to obtain favorable predictions. For example, given a classifier that determines loan approval based on credit scores, applicants may open…

Machine Learning · Computer Science 2026-02-09 Chase Hutton , Adam Melrod , Han Shao

We study the problem of contextual dynamic pricing with a linear demand model. We propose a novel localized exploration-then-commit (LetC) algorithm which starts with a pure exploration stage, followed by a refinement stage that explores…

Machine Learning · Statistics 2024-12-30 Jinhang Chai , Yaqi Duan , Jianqing Fan , Kaizheng Wang

In this work, we investigate the online learning problem of revenue maximization in ad auctions, where the seller needs to learn the click-through rates (CTRs) of each ad candidate and charge the price of the winner through a pay-per-click…

Information Retrieval · Computer Science 2024-03-05 Zhe Feng , Christopher Liaw , Zixin Zhou

We propose a new efficient online algorithm to learn the parameters governing the purchasing behavior of a utility maximizing buyer, who responds to prices, in a repeated interaction setting. The key feature of our algorithm is that it can…

Machine Learning · Statistics 2018-03-07 Debjyoti Saharoy , Theja Tulabandhula

We design differentially private algorithms for the problem of prediction with expert advice under dynamic regret, also known as tracking the best expert. Our work addresses three natural types of adversaries, stochastic with shifting…

Machine Learning · Computer Science 2025-03-14 Aadirupa Saha , Vinod Raman , Hilal Asi

In many repeated auction settings, participants care not only about how frequently they win but also how their winnings are distributed over time. This problem arises in various practical domains where avoiding congested demand is crucial,…

Computer Science and Game Theory · Computer Science 2025-06-13 Giannis Fikioris , Robert Kleinberg , Yoav Kolumbus , Raunak Kumar , Yishay Mansour , Éva Tardos

We study the pricing behavior of third-party platforms facing strategic agents. Assuming the platform is a revenue maximizer, it observes market features that generally affect demand. Since only the equilibrium price and quantity are…

Machine Learning · Computer Science 2025-12-30 Rui Ai , David Simchi-Levi , Feng Zhu

We study the problem of learning to bid when the bidder's value is dynamic, i.e., when the current value depends on past outcomes. Specifically, we consider a bidder participating in repeated second-price auctions whose value depends on the…

Machine Learning · Computer Science 2026-05-28 Benjamin Heymann , Otmane Sakhi

The use of dynamic pricing by profit-maximizing firms gives rise to demand fairness concerns, measured by discrepancies in consumer groups' demand responses to a given pricing strategy. Notably, dynamic pricing may result in buyer…

Machine Learning · Computer Science 2024-04-24 Jesse Thibodeau , Hadi Nekoei , Afaf Taïk , Janarthanan Rajendran , Golnoosh Farnadi

We consider situations where consumers are aware that a statistical model determines the price of a product based on their observed behavior. Using a novel experiment varying the context similarity between participant data and a product, we…

General Economics · Economics 2024-11-14 Inácio Bó , Li Chen , Rustamdjan Hakimov

We study the problem of a seller dynamically pricing $d$ distinct types of indivisible goods, when faced with the online arrival of unit-demand buyers drawn independently from an unknown distribution. The goods are not in limited supply,…

Data Structures and Algorithms · Computer Science 2017-06-13 Aaron Roth , Aleksandrs Slivkins , Jonathan Ullman , Zhiwei Steven Wu

Recently, there is growing interest and need for dynamic pricing algorithms, especially, in the field of online marketplaces by offering smart pricing options for big online stores. We present an approach to adjust prices based on the…

Optimization and Control · Mathematics 2021-01-13 David Müller , Yurii Nesterov , Vladimir Shikhman

We consider a dynamic pricing problem under unknown demand models. In this problem a seller offers prices to a stream of customers and observes either success or failure in each sale attempt. The underlying demand model is unknown to the…

Machine Learning · Computer Science 2012-10-30 Pouya Tehrani , Yixuan Zhai , Qing Zhao

Strategic classification studies learning in settings where self-interested users can strategically modify their features to obtain favorable predictive outcomes. A key working assumption, however, is that "favorable" always means…

Machine Learning · Computer Science 2022-06-22 Sagi Levanon , Nir Rosenfeld

In online marketplaces, customers have access to hundreds of reviews for a single product. Buyers often use reviews from other customers that share their type -- such as height for clothing, skin type for skincare products, and location for…

Computer Science and Game Theory · Computer Science 2023-09-12 Wenshuo Guo , Nika Haghtalab , Kirthevasan Kandasamy , Ellen Vitercik

We study online learning in contextual pay-per-click auctions where at each of the $T$ rounds, the learner receives some context along with a set of ads and needs to make an estimate on their click-through rate (CTR) in order to run a…

Machine Learning · Computer Science 2023-10-10 Mengxiao Zhang , Haipeng Luo

We consider the problem of learning from revealed preferences in an online setting. In our framework, each period a consumer buys an optimal bundle of goods from a merchant according to her (linear) utility function and current prices,…

Data Structures and Algorithms · Computer Science 2014-12-02 Kareem Amin , Rachel Cummings , Lili Dworkin , Michael Kearns , Aaron Roth