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Related papers: Learning to Price Homogeneous Data

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We consider repeated multi-unit auctions with uniform pricing, which are widely used in practice for allocating goods such as carbon licenses. In each round, $K$ identical units of a good are sold to a group of buyers that have valuations…

Computer Science and Game Theory · Computer Science 2024-01-17 Simina Brânzei , Mahsa Derakhshan , Negin Golrezaei , Yanjun Han

In an online contract selection problem there is a seller which offers a set of contracts to sequentially arriving buyers whose types are drawn from an unknown distribution. If there exists a profitable contract for the buyer in the offered…

Machine Learning · Computer Science 2013-05-16 Cem Tekin , Mingyan Liu

In this dissertation we study statistical and online learning problems from an optimization viewpoint.The dissertation is divided into two parts : I. We first consider the question of learnability for statistical learning problems in the…

Machine Learning · Computer Science 2012-04-19 Karthik Sridharan

Vector data trading is essential for cross-domain learning with vector databases, yet it remains largely unexplored. We study this problem under online learning, where sellers face uncertain retrieval costs and buyers provide stochastic…

Databases · Computer Science 2025-11-11 Jin Cheng , Xiangxiang Dai , Ningning Ding , John C. S. Lui , Jianwei Huang

As the sociological theory of homophily suggests, people tend to interact with those of similar preferences. Motivated by this well-established phenomenon, today's online sellers, such as Amazon,~seek~to learn a new buyer's private…

Computer Science and Game Theory · Computer Science 2026-03-30 Qinqi Lin , Lingjie Duan , Jianwei Huang

In contextual dynamic pricing, a seller sequentially prices goods based on contextual information. Buyers will purchase products only if the prices are below their valuations. The goal of the seller is to design a pricing strategy that…

Machine Learning · Statistics 2025-02-14 Matilde Tullii , Solenne Gaucher , Nadav Merlis , Vianney Perchet

We consider a dynamic system with multiple types of customers and servers. Each type of waiting customer or server joins a separate queue, forming a bipartite graph with customer-side queues and server-side queues. The platform can match…

Optimization and Control · Mathematics 2024-11-19 Zixian Yang , Lei Ying

We consider a setting where $n$ buyers, with combinatorial preferences over $m$ items, and a seller, running a priority-based allocation mechanism, repeatedly interact. Our goal, from observing limited information about the results of these…

Computer Science and Game Theory · Computer Science 2014-08-29 Avrim Blum , Yishay Mansour , Jamie Morgenstern

This study is focused on periodic Fisher markets where items with time-dependent and stochastic values are regularly replenished and buyers aim to maximize their utilities by spending budgets on these items. Traditional approaches of…

Computer Science and Game Theory · Computer Science 2024-06-04 Yongge Yang , Yu-Ching Lee , Po-An Chen , Chuang-Chieh Lin

Learning effective pricing strategies is crucial in digital marketplaces, especially when buyers' valuations are unknown and must be inferred through interaction. We study the online contextual pricing problem, where a seller observes a…

Computer Science and Game Theory · Computer Science 2026-02-18 Joon Suk Huh , Kirthevasan Kandasamy

Optimization problems are ubiquitous in our societies and are present in almost every segment of the economy. Most of these optimization problems are NP-hard and computationally demanding, often requiring approximate solutions for…

Optimization and Control · Mathematics 2021-06-23 James Kotary , Ferdinando Fioretto , Pascal Van Hentenryck

Dynamic pricing of goods in a competitive environment to maximize revenue is a natural objective and has been a subject of research over the years. In this paper, we focus on a class of markets exhibiting the substitutes property with…

Machine Learning · Computer Science 2017-09-18 Paresh Nakhe

We study an online linear regression setting in which the observed feature vectors are corrupted by noise and the learner can pay to reduce the noise level. In practice, this may happen for several reasons: for example, because features can…

Machine Learning · Computer Science 2025-11-12 Nadav Merlis , Kyoungseok Jang , Nicolò Cesa-Bianchi

An informed seller designs a dynamic mechanism to sell an experience good. The seller has partial information about the product match, which affects the buyer's private consumption experience. We characterize equilibrium mechanisms of this…

Theoretical Economics · Economics 2025-06-24 Tan Gan , Nicholas Wu

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 revenue optimization learning algorithms for repeated second-price auctions with reserve where a seller interacts with multiple strategic bidders each of which holds a fixed private valuation for a good and seeks to maximize his…

Computer Science and Game Theory · Computer Science 2019-06-25 Alexey Drutsa

Repeated multi-unit auctions, where a seller allocates multiple identical items over many rounds, are common mechanisms in electricity markets and treasury auctions. We compare the two predominant formats: uniform-price and discriminatory…

Computer Science and Game Theory · Computer Science 2025-10-23 Marius Potfer , Vianney Perchet

We study the pricing problem faced by a firm that sells a large number of products, described via a wide range of features, to customers that arrive over time. Customers independently make purchasing decisions according to a general choice…

Machine Learning · Statistics 2018-01-03 Adel Javanmard , Hamid Nazerzadeh

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 this paper, we revisit the problem of smoothed online learning, in which the online learner suffers both a hitting cost and a switching cost, and target two performance metrics: competitive ratio and dynamic regret with switching cost.…

Machine Learning · Computer Science 2021-05-19 Lijun Zhang , Wei Jiang , Shiyin Lu , Tianbao Yang