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This paper studies assortment and pricing optimization problems under the Two-Stage Luce model (2SLM), a discrete choice model introduced by Echenique and Saito (2018) that generalizes the multinomial logit model (MNL). The model employs an…

Discrete Mathematics · Computer Science 2019-04-24 Alvaro Flores , Gerardo Berbeglia , Pascal Van Hentenryck

We consider the problem of learning the preferences of a heterogeneous population by observing choices from an assortment of products, ads, or other offerings. Our observation model takes a form common in assortment planning applications:…

Machine Learning · Statistics 2016-06-09 Nathan Kallus , Madeleine Udell

Service supply chain management is to prepare spare parts for failed products under warranty. Their goal is to reach agreed service level at the minimum cost. We convert this business problem into a preference based multi-objective…

Artificial Intelligence · Computer Science 2019-06-20 Wenli Ouyang

This paper contributes to the literature on parametric demand estimation by using deep learning to model consumer preferences. Traditional econometric methods often struggle with limited within-product price variation, a challenge addressed…

General Economics · Economics 2024-12-16 Kirill Safonov

Discrete-choice models are used in economics, marketing and revenue management to predict customer purchase probabilities, say as a function of prices and other features of the offered assortment. While they have been shown to be…

Artificial Intelligence · Computer Science 2023-08-11 Hanzhao Wang , Zhongze Cai , Xiaocheng Li , Kalyan Talluri

The assortment planning problem is a central piece in the revenue management strategy of any company in the retail industry. In this paper, we study a robust assortment optimization problem for substitutable products under a sequential…

Optimization and Control · Mathematics 2020-09-01 Saharnaz Mehrani , Jorge A. Sefair

Most e-commerce product feeds provide blended results of advertised products and recommended products to consumers. The underlying advertising and recommendation platforms share similar if not exactly the same set of candidate products.…

Machine Learning · Statistics 2019-08-20 Dagui Chen , Junqi Jin , Weinan Zhang , Fei Pan , Lvyin Niu , Chuan Yu , Jun Wang , Han Li , Jian Xu , Kun Gai

Accurate prediction of users' responses to items is one of the main aims of many computational advising applications. Examples include recommending movies, news articles, songs, jobs, clothes, books and so forth. Accurate prediction of…

Applications · Statistics 2022-12-20 Baode Gao , Guangpeng Zhan , Hanzhang Wang , Yiming Wang , Shengxin Zhu

Bilevel optimization deals with nested problems in which a leader takes the first decision to minimize their objective function while accounting for a follower's best-response reaction. Constrained bilevel problems with integer variables…

Optimization and Control · Mathematics 2024-11-04 Justin Dumouchelle , Esther Julien , Jannis Kurtz , Elias B. Khalil

The success of businesses depends on their ability to convert consumers into loyal customers. A customer's value proposition is a primary determinant in this process, requiring a balance between affordability and long-term brand equity.…

Information Retrieval · Computer Science 2026-02-16 Keerthi Gopalakrishnan , Tianning Dong , Chia-Yen Ho , Yokila Arora , Topojoy Biswas , Jason Cho , Sushant Kumar , Kannan Achan

This paper explores the application of Machine Learning techniques for pricing high-dimensional options within the framework of the Uncertain Volatility Model (UVM). The UVM is a robust framework that accounts for the inherent…

Computational Finance · Quantitative Finance 2025-06-06 Ludovic Goudenege , Andrea Molent , Antonino Zanette

We study the tactical time slot management problem under mixed logit demand for attended home delivery in subscription settings. We propose a static mixed-integer linear programming model that integrates delivery slot assortment, price…

Optimization and Control · Mathematics 2025-12-15 Dorsa Abdolhamidi , Virginie Lurkin

Personalization enables businesses to learn customer preferences from past interactions and thus to target individual customers with more relevant content. We consider the problem of predicting the optimal promotional offer for a given…

Machine Learning · Computer Science 2022-02-02 Aleksey A. Kocherzhenko , Nirmal Sobha Kartha , Tengfei Li , Hsin-Yi , Shih , Marco Mandic , Mike Fuller , Arshak Navruzyan

We propose two approaches for selecting variables in latent class analysis (i.e.,mixture model assuming within component independence), which is the common model-based clustering method for mixed data. The first approach consists in…

Computation · Statistics 2017-03-08 Matthieu Marbac , Mohammed Sedki

Most recent research in network revenue management incorporates choice behavior that models the customers' buying logic. These models are consequently more complex to solve, but they return a more robust policy that usually generates better…

Optimization and Control · Mathematics 2019-11-05 Thibault Barbier , Miguel Anjos , Fabien Cirinei , Gilles Savard

In this paper, we consider a form of multi-issue negotiation where a shop negotiates both the contents and the price of bundles of goods with his customers. We present some key insights about, as well as a procedure for, locating mutually…

Multiagent Systems · Computer Science 2007-05-23 Koye Somefun , Tomas Klos , Han La Poutré

Motivated by the phenomenon that companies introduce new products to keep abreast with customers' rapidly changing tastes, we consider a novel online learning setting where a profit-maximizing seller needs to learn customers' preferences…

Machine Learning · Computer Science 2019-04-30 Junyu Cao , Wei Sun

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

Evaluating the financial performance of manufacturing firms requires consideration of both the time value of money and the relative importance of multiple decision criteria. Conventional approaches relying solely on deterministic…

Theoretical Economics · Economics 2026-02-05 Duaa Abdullah , Marwa Abdullah

Goods can exhibit positive externalities impacting decisions of customers in socials networks. Suppliers can integrate these externalities in their pricing strategies to increase their revenue. Besides optimizing the prize, suppliers also…

Multiagent Systems · Computer Science 2021-04-15 Pegah Rokhforoz , Olga Fink