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We initiate the study of contextual dynamic pricing with a heterogeneous population of buyers, where a seller repeatedly posts prices (over $T$ rounds) that depend on the observable $d$-dimensional context and receives binary purchase…

Machine Learning · Computer Science 2025-12-11 Thodoris Lykouris , Sloan Nietert , Princewill Okoroafor , Chara Podimata , Julian Zimmert

This paper presents a dynamic pricing and energy management framework for electric vehicle (EV) charging service providers. To set the charging prices, the service providers faces three uncertainties: the volatility of wholesale electricity…

Signal Processing · Electrical Eng. & Systems 2018-01-10 Chao Luo , Yih-Fang Huang , Vijay Gupta

Motivated by real-world applications such as rental and cloud computing services, we investigate pricing for reusable resources. We consider a system where a single resource with a fixed number of identical copies serves customers with…

Optimization and Control · Mathematics 2025-06-24 Santiago R. Balseiro , Will Ma , Wenxin Zhang

We consider assortment and inventory planning problems with dynamic stockout-based substitution effects, and without replenishment, in two different settings: (1) Customers can see all available products when they arrive, a typical scenario…

Optimization and Control · Mathematics 2025-01-09 Shuo Sun , Rajan Udwani , Zuo-Jun Max Shen

We propose a dynamical model of price formation on a spatial market where sellers and buyers are placed on the nodes of a graph, and the distribution of the buyers depends on the positions and prices of the sellers. We find that, depending…

Physics and Society · Physics 2022-11-15 Andrea Civilini , Vito Latora

We present a conceptual framework for the dynamic traffic resources allocation problem in a situation of elastic demand among customers. We introduce an activity-based model to express customers' successive actions and transfers in order to…

Computer Science and Game Theory · Computer Science 2018-06-29 Keiichiro Hayakawa , Eiji Hato

We introduce a general model of resource allocation with customer choice. In this model, there are multiple resources that are available over a finite horizon. The resources are non-replenishable and perishable. Each unit of a resource can…

Optimization and Control · Mathematics 2015-11-06 Guillermo Gallego , Anran Li , Van-Anh Truong , Xinshang Wang

We consider a seller who offers services to a buyer with multi-unit demand. Prior to the realization of demand, the buyer receives a noisy signal of their future demand, and the seller can design contracts based on the reported value of…

Theoretical Economics · Economics 2025-02-13 Dirk Bergemann , Michael C. Wang

Online platforms increasingly rely on sequential decision-making algorithms to allocate resources, match users, or control exposure, while facing growing pressure to ensure fairness over time. We study a general online decision-making…

Optimization and Control · Mathematics 2026-02-13 Rui Chen , Oktay Gunluk , Andrea Lodi , Guanyi Wang

In this paper, we propose a realistic multiple dynamic pricing approach to demand response in the retail market. First, an adaptive clustering-based customer segmentation framework is proposed to categorize customers into different groups…

Systems and Control · Electrical Eng. & Systems 2021-06-11 Fanlin Meng , Qian Ma , Zixu Liu , Xiao-Jun Zeng

Motivated by applications where a system must remain operational via continual procurement of contracts, we study two online contract selection problems under uncertain prices. At each time step, a price drawn from a known distribution is…

Computer Science and Game Theory · Computer Science 2026-05-19 Qinge Chi , Sebastian Perez-Salazar

This paper addresses the online $k$-selection problem with diseconomies of scale (OSDoS), where a seller seeks to maximize social welfare by optimally pricing items for sequentially arriving buyers, accounting for increasing marginal…

Computer Science and Game Theory · Computer Science 2025-02-05 Hossein Nekouyan Jazi , Bo Sun , Raouf Boutaba , Xiaoqi Tan

We describe theoretical bounds and a practical algorithm for teaching a model by demonstration in a sequential decision making environment. Unlike previous efforts that have optimized learners that watch a teacher demonstrate a static…

Machine Learning · Computer Science 2012-10-19 Thomas J. Walsh , Sergiu Goschin

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

Contextual dynamic pricing aims to set personalized prices based on sequential interactions with customers. At each time period, a customer who is interested in purchasing a product comes to the platform. The customer's valuation for the…

Machine Learning · Statistics 2023-03-07 Yiyun Luo , Will Wei Sun , and Yufeng Liu

Emerging networked systems become increasingly flexible and reconfigurable. This introduces an opportunity to adjust networked systems in a demand-aware manner, leveraging spatial and temporal locality in the workload for online…

Data Structures and Algorithms · Computer Science 2019-05-08 Chen Avin , Ingo van Duijn , Stefan Schmid

This paper considers a combination of intelligent repositioning decisions and dynamic pricing for the improved operation of shared mobility systems. The approach is applied to London's Barclays Cycle Hire scheme, which the authors have…

Systems and Control · Computer Science 2014-04-29 Julius Pfrommer , Joseph Warrington , Georg Schildbach , Manfred Morari

This paper studies online algorithms augmented with multiple machine-learned predictions. While online algorithms augmented with a single prediction have been extensively studied in recent years, the literature for the multiple predictions…

Machine Learning · Computer Science 2022-07-14 Keerti Anand , Rong Ge , Amit Kumar , Debmalya Panigrahi

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

This paper studies how to maximize a spectrum database operator's expected revenue in sharing spectrum to secondary users, through joint pricing and admission control of spectrum resources. A unique feature of our model is the consideration…

Networking and Internet Architecture · Computer Science 2016-04-08 Changkun Jiang , Lingjie Duan , Jianwei Huang