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We revisit the online dynamic acknowledgment problem. In the problem, a sequence of requests arrive over time to be acknowledged, and all outstanding requests can be satisfied simultaneously by one acknowledgement. The goal of the problem…

Data Structures and Algorithms · Computer Science 2023-05-30 Sungjin Im , Benjamin Moseley , Chenyang Xu , Ruilong Zhang

Online advertising banners are sold in real-time through auctions.Typically, the more banners a user is shown, the smaller the marginalvalue of the next banner for this user is. This fact can be detected bybasic ML models, that can be used…

Computer Science and Game Theory · Computer Science 2024-07-16 Benjamin Heymann , Rémi Chan--Renous-Legoubin , Alexandre Gilotte

The problem of online change point detection is to detect abrupt changes in properties of time series, ideally as soon as possible after those changes occur. Existing work on online change point detection either assumes i.i.d data, focuses…

Machine Learning · Computer Science 2023-12-01 Lei Xin , George Chiu , Shreyas Sundaram

We consider a dynamic pricing problem in network revenue management where customer behavior is predicted by a choice model, i.e., the multinomial logit (MNL) model. The problem, even in the static setting (i.e., customer demand remains…

Optimization and Control · Mathematics 2025-01-06 Qian Shao , Tien Mai , Shih-Fen Cheng

We study offline dynamic pricing when historical data provide incomplete coverage of the price space such that some candidate prices, including the optimal one, may be entirely unobserved. This setting is common in practice and is…

Machine Learning · Statistics 2026-05-25 Zeyu Bian , Lan Wang , Zhengling Qi

Unexpected advertising items in sponsored search may reduce users' reliance on organic search, resulting in hidden cost for the e-commerce platform. To address this problem and promote sustainable growth, we propose a dynamic reserve price…

Computer Science and Game Theory · Computer Science 2025-08-26 Mang Li

Since exchange economy considerably varies in the market assets, asset prices have become an attractive research area for investigating and modeling ambiguous and uncertain information in today markets. This paper proposes a new generative…

General Finance · Quantitative Finance 2018-03-28 Farouq Abdulaziz Masoudy

We consider a natural dynamic staffing problem in which a decision-maker sequentially hires workers over a finite horizon to meet an unknown demand revealed at the end. Predictions about demand arrive over time and become increasingly…

Data Structures and Algorithms · Computer Science 2025-10-21 Yiding Feng , Vahideh Manshadi , Rad Niazadeh , Saba Neyshabouri

There are two major ways of selling impressions in display advertising. They are either sold in spot through auction mechanisms or in advance via guaranteed contracts. The former has achieved a significant automation via real-time bidding…

Computer Science and Game Theory · Computer Science 2015-12-11 Bowei Chen , Shuai Yuan , Jun Wang

Feature-based dynamic pricing is an increasingly popular model of setting prices for highly differentiated products with applications in digital marketing, online sales, real estate and so on. The problem was formally studied as an online…

Machine Learning · Computer Science 2021-10-26 Jianyu Xu , Yu-Xiang Wang

We propose a novel family of sales-based rebate mechanisms that induce network effects in sales of products that do not exhibit such externalities. The proposed rebate mechanisms enable the seller of a product with uncertain quality to…

Optimization and Control · Mathematics 2021-10-01 Amir Ajorlou , Ali Jadbabaie

We consider dynamic pricing schemes in online settings where selfish agents generate online events. Previous work on online mechanisms has dealt almost entirely with the goal of maximizing social welfare or revenue in an auction settings.…

Computer Science and Game Theory · Computer Science 2015-04-07 Ilan Reuven Cohen , Alon Eden , Amos Fiat , Łukasz Jeż

We test the predictions of the sticky information model using a survey dataset by comparing shoppers accuracy in recalling the prices of regulated and comparable unregulated products. Because regulated product prices are capped, they are…

General Economics · Economics 2025-02-25 Doron Sayag , Avichai Snir , Daniel Levy

We consider the problem of dynamic pricing of a product in the presence of feature-dependent price sensitivity. Developing practical algorithms that can estimate price elasticities robustly, especially when information about no purchases…

Machine Learning · Statistics 2022-12-21 Ravi Kumar , Shahin Boluki , Karl Isler , Jonas Rauch , Darius Walczak

Used car pricing is a critical aspect of the automotive industry, influenced by many economic factors and market dynamics. With the recent surge in online marketplaces and increased demand for used cars, accurate pricing would benefit both…

Machine Learning · Computer Science 2025-01-09 Kiran Madhusudhanan , Gunnar Behrens , Maximilian Stubbemann , Lars Schmidt-Thieme

Daily deal sites have become the latest Internet sensation, providing discounted offers to customers for restaurants, ticketed events, services, and other items. We begin by undertaking a study of the economics of daily deals on the web,…

Social and Information Networks · Computer Science 2015-03-19 John W. Byers , Michael Mitzenmacher , Georgios Zervas

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

Online markets are a part of everyday life, and their rules are governed by algorithms. Assuming participants are inherently self-interested, well designed rules can help to increase social welfare. Many algorithms for online markets are…

Computer Science and Game Theory · Computer Science 2022-02-01 Kanstantsin Pashkovich , Xinyue Xie

Customer reviews represent a very rich data source from which we can extract very valuable information about different online shopping experiences. The amount of the collected data may be very large especially for trendy items (products,…

Computation and Language · Computer Science 2021-04-06 Abdessamad Benlahbib

Groupon has become the latest Internet sensation, providing daily deals to customers in the form of discount offers for restaurants, ticketed events, appliances, services, and other items. We undertake a study of the economics of daily…

Social and Information Networks · Computer Science 2015-03-19 John W. Byers , Michael Mitzenmacher , Michalis Potamias , Georgios Zervas
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