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We consider the problem of choosing prices of a set of products so as to maximize profit, taking into account self-elasticity and cross-elasticity, subject to constraints on the prices. We show that this problem can be formulated as…

Optimization and Control · Mathematics 2026-04-30 Maximilian Schaller , Stephen Boyd

We study the optimal pricing strategies of a monopolist selling a divisible good (service) to consumers that are embedded in a social network. A key feature of our model is that consumers experience a (positive) local network effect. In…

Computer Science and Game Theory · Computer Science 2011-01-31 Ozan Candogan , Kostas Bimpikis , Asuman Ozdaglar

We consider the Item Pricing problem for revenue maximization in the limited supply setting, where a single seller with $n$ items caters to $m$ buyers with unknown subadditive valuation functions who arrive in a sequence. The seller sets…

Computer Science and Game Theory · Computer Science 2009-05-21 Tanmoy Chakraborty , Zhiyi Huang , Sanjeev Khanna

The network pricing problem (NPP) is a bilevel problem, where the leader optimizes its revenue by deciding on the prices of certain arcs in a graph, while expecting the followers (also known as the commodities) to choose a shortest path…

Optimization and Control · Mathematics 2024-01-31 Quang Minh Bui , Margarida Carvalho , José Neto

We consider the constrained assortment optimization problem under the mixed multinomial logit model. Even moderately sized instances of this problem are challenging to solve directly using standard mixed-integer linear optimization…

Optimization and Control · Mathematics 2017-08-15 Alper Sen , Alper Atamturk , Philip Kaminsky

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

Algorithmic pricing is the computational problem that sellers (e.g., in supermarkets) face when trying to set prices for their items to maximize their profit in the presence of a known demand. Guruswami et al. (2005) propose this problem…

Computer Science and Game Theory · Computer Science 2008-08-13 Shuchi Chawla , Jason Hartline , Robert Kleinberg

Binary logit (BNL) and multinomial logit (MNL) models are the two most widely used discrete choice models for travel behavior modeling and prediction. However, in many scenarios, the collected data for those models are subject to…

Optimization and Control · Mathematics 2025-06-02 Baichuan Mo , Yunhan Zheng , Xiaotong Guo , Ruoyun Ma , Jinhua Zhao

In this paper we consider multidimensional mechanism design problem for selling discrete substitutable items to a group of buyers. Previous work on this problem mostly focus on stochastic description of valuations used by the seller.…

Computer Science and Game Theory · Computer Science 2017-01-05 Maciej Drwal

Product ranking is the core problem for revenue-maximizing online retailers. To design proper product ranking algorithms, various consumer choice models are proposed to characterize the consumers' behaviors when they are provided with a…

Machine Learning · Computer Science 2023-01-03 Renzhe Xu , Xingxuan Zhang , Bo Li , Yafeng Zhang , Xiaolong Chen , Peng Cui

Motivated by the dynamic assortment offerings and item pricings occurring in e-commerce, we study a general problem of allocating finite inventories to heterogeneous customers arriving sequentially. We analyze this problem under the…

Data Structures and Algorithms · Computer Science 2019-05-14 Will Ma , David Simchi-Levi

While single-purchase choice models have been widely studied in assortment optimization, customers in modern retail and e-commerce environments often purchase multiple items across distinct product categories, exhibiting both substitution…

Optimization and Control · Mathematics 2025-10-03 Omar El Housni , Shuo Sun , Rajan Udwani

Retailers have significant potential to improve recommendations through strategic bundling and pricing. By taking into account different types of customers and their purchasing decisions, retailers can better accommodate customer…

Optimization and Control · Mathematics 2024-09-06 Maxime Bouscary , Mazen Danaf , Saurabh Amin

In applications such as recommendation systems and revenue management, it is important to predict preferences on items that have not been seen by a user or predict outcomes of comparisons among those that have never been compared. A popular…

Machine Learning · Computer Science 2015-06-29 Sewoong Oh , Kiran K. Thekumparampil , Jiaming Xu

We consider a package assignment problem with multiple units of indivisible items. The seller can specify preferences over partitions of their supply between buyers as packaging costs. We propose incremental costs together with a graph that…

Theoretical Economics · Economics 2025-07-08 Simon Finster

Strategic product placement can have a strong influence on customer purchase behavior in physical stores as well as online platforms. Motivated by this, we consider the problem of optimizing the placement of substitutable products in…

Data Structures and Algorithms · Computer Science 2025-10-06 Omar El Housni , Rajan Udwani

Many important resource allocation problems involve the combinatorial assignment of items, e.g., auctions or course allocation. Because the bundle space grows exponentially in the number of items, preference elicitation is a key challenge…

Computer Science and Game Theory · Computer Science 2023-03-14 Jakob Weissteiner , Jakob Heiss , Julien Siems , Sven Seuken

This paper addresses a novel data science problem, prescriptive price optimization, which derives the optimal price strategy to maximize future profit/revenue on the basis of massive predictive formulas produced by machine learning. The…

Optimization and Control · Mathematics 2016-05-25 Shinji Ito , Ryohei Fujimaki

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