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In this work, we study the multi-agent assortment optimization problem in the two-sided sequential matching model introduced by Ashlagi et al. (2022). The setting is the following: we (the platform) offer a menu of suppliers to each…

Computer Science and Game Theory · Computer Science 2023-09-21 Alfredo Torrico , Margarida Carvalho , Andrea Lodi

We study the dynamic assortment planning problem, where for each arriving customer, the seller offers an assortment of substitutable products and customer makes the purchase among offered products according to an uncapacitated multinomial…

Machine Learning · Statistics 2019-02-11 Xi Chen , Yining Wang , Yuan Zhou

Online Internet platforms require sophisticated marketing strategies to optimize user retention and platform revenue -- a classical resource allocation problem. Traditional solutions adopt a two-stage pipeline: machine learning (ML) for…

Machine Learning · Computer Science 2025-10-23 Shuli Zhang , Hao Zhou , Jiaqi Zheng , Guibin Jiang , Bing Cheng , Wei Lin , Guihai Chen

Crowdfunding, which is the act of raising funds from a large number of people's contributions, is among the most popular research topics in economic theory. Due to the fact that crowdfunding platforms (CFPs) have facilitated the process of…

Mathematical Finance · Quantitative Finance 2022-07-18 Fatemeh Nosrat

We consider the problem of supply and demand balancing that is stated as a minimization problem for the total expected revenue function describing the behavior of both consumers and suppliers. In the considered market model we assume that…

Optimization and Control · Mathematics 2021-06-29 Dmitry Pasechnyuk , Pavel Dvurechensky , Sergey Omelchenko , Alexander Gasnikov

Demand forecasting is extremely important in revenue management. After all, it is one of the inputs to an optimisation method which aim is to maximize revenue. Most, if not all, forecasting methods use historical data to forecast the…

Optimization and Control · Mathematics 2021-03-16 Daniel Hopman , Ger Koole , Rob van der Mei

Product bundling is a common selling mechanism used in online retailing. To set profitable bundle prices, the seller needs to learn consumer preferences from the transaction data. When customers purchase bundles or multiple products,…

Machine Learning · Statistics 2022-09-13 Ningyuan Chen , Setareh Farajollahzadeh , Guan Wang

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

Choice modeling has been a central topic in the study of individual preference or utility across many fields including economics, marketing, operations research, and psychology. While the vast majority of the literature on choice models has…

Machine Learning · Statistics 2022-08-22 Zhongze Cai , Hanzhao Wang , Kalyan Talluri , Xiaocheng Li

Understanding consumer preferences is essential to product design and predicting market response to these new products. Choice-based conjoint analysis is widely used to model user preferences using their choices in surveys. However,…

Bundling, the practice of jointly selling two or more products at a discount, is a widely used strategy in industry and a well examined concept in academia. Historically, the focus has been on theoretical studies in the context of…

Machine Learning · Computer Science 2020-02-04 Madhav Kumar , Dean Eckles , Sinan Aral

We consider a dynamic assortment selection problem, where in every round the retailer offers a subset (assortment) of $N$ substitutable products to a consumer, who selects one of these products according to a multinomial logit (MNL) choice…

Machine Learning · Computer Science 2018-07-03 Shipra Agrawal , Vashist Avadhanula , Vineet Goyal , Assaf Zeevi

We consider the problem of segmenting a large population of customers into non-overlapping groups with similar preferences, using diverse preference observations such as purchases, ratings, clicks, etc. over subsets of items. We focus on…

Methodology · Statistics 2017-01-27 Srikanth Jagabathula , Lakshminarayanan Subramanian , Ashwin Venkataraman

Learning the optimal ordering of content is an important challenge in website design. The learning to rank (LTR) framework models this problem as a sequential problem of selecting lists of content and observing where users decide to click.…

Machine Learning · Computer Science 2023-05-12 James A. Grant , David S. Leslie

We study the fundamental problem of offline assortment optimization under the Multinomial Logit (MNL) model, where sellers must determine the optimal subset of the products to offer based solely on historical customer choice data. While…

Machine Learning · Statistics 2025-08-26 Yuxuan Han , Han Zhong , Miao Lu , Jose Blanchet , Zhengyuan Zhou

We propose a nonparametric mixed logit model that is estimated using market-level choice share data. The model treats each market as an agent and represents taste heterogeneity through market-specific parameters by solving a multiagent…

Econometrics · Economics 2026-04-16 Xiyuan Ren , Joseph Y. J. Chow , Prateek Bansal

The prediction of financial markets is a challenging yet important task. In modern electronically-driven markets, traditional time-series econometric methods often appear incapable of capturing the true complexity of the multi-level…

Econometrics · Economics 2023-02-01 Martin Magris , Mostafa Shabani , Alexandros Iosifidis

Bilevel programs model sequential decision interactions between two sets of players and find wide applications in real-world complex systems. In this paper, we consider a bilevel mixed-integer linear program with binary tender, wherein the…

Optimization and Control · Mathematics 2025-09-03 Bo Zhou , Ruiwei Jiang , Siqian Shen

Traditional bulk load flexibility options, such as load shifting and load curtailment, for managing uncertainty in power markets limit the diversity of options and ignore the preferences of the individual loads, thus reducing efficiency and…

Systems and Control · Electrical Eng. & Systems 2021-12-20 Majid Majidi , Deepan Muthirayan , Masood Parvania , Pramod P. Khargonekar

We study the problem of modeling purchase of multiple products and utilizing it to display optimized recommendations for online retailers and e-commerce platforms. We present a parsimonious multi-purchase family of choice models called the…

Information Retrieval · Computer Science 2023-08-08 Theja Tulabandhula , Deeksha Sinha , Saketh Reddy Karra , Prasoon Patidar
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