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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

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

In this paper we consider the problem of pricing multiple differentiated products. This is challenging as a price change in one product, not only changes the demand of that particular product, but also the demand for the other products. To…

Optimization and Control · Mathematics 2017-10-27 Ruben van de Geer , Sandjai Bhulai

We propose a shape-constrained approach to dynamic pricing for censored data in the linear valuation model eliminating the need for tuning parameters commonly required by existing methods. Previous works have addressed the challenge of…

Machine Learning · Statistics 2025-12-11 Daniele Bracale , Moulinath Banerjee , Yuekai Sun , Kevin Stoll , Salam Turki

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

This paper studies assortment and pricing optimization problems under the Two-Stage Luce model (2SLM), a discrete choice model introduced by Echenique and Saito (2018) that generalizes the multinomial logit model (MNL). The model employs an…

Discrete Mathematics · Computer Science 2019-04-24 Alvaro Flores , Gerardo Berbeglia , Pascal Van Hentenryck

Assortment optimization has received active explorations in the past few decades due to its practical importance. Despite the extensive literature dealing with optimization algorithms and latent score estimation, uncertainty quantification…

Machine Learning · Statistics 2023-05-05 Shuting Shen , Xi Chen , Ethan X. Fang , Junwei Lu

We study an online joint assortment-inventory optimization problem, in which we assume that the choice behavior of each customer follows the Multinomial Logit (MNL) choice model, and the attraction parameters are unknown a priori. The…

Machine Learning · Computer Science 2025-01-03 Yong Liang , Xiaojie Mao , Shiyuan Wang

We consider a sequential assortment selection problem where the user choice is given by a multinomial logit (MNL) choice model whose parameters are unknown. In each period, the learning agent observes a $d$-dimensional contextual…

Machine Learning · Statistics 2021-03-26 Min-hwan Oh , Garud Iyengar

In this paper, we study the offline sequential feature-based pricing and inventory control problem where the current demand depends on the past demand levels and any demand exceeding the available inventory is lost. Our goal is to leverage…

Machine Learning · Statistics 2026-03-12 Korel Gundem , Zhengling Qi

Assortment optimization is a critical tool for online retailers aiming to maximize revenue. However, optimizing purely for revenue can lead to unbalanced sales across products, potentially causing a long tail of low-selling products and…

Computer Science and Game Theory · Computer Science 2026-03-16 Omar El Housni , Qing Feng , Huseyin Topaloglu

We study an online learning problem on dynamic pricing and resource allocation, where we make joint pricing and inventory decisions to maximize the overall net profit. We consider the stochastic dependence of demands on the price, which…

Machine Learning · Computer Science 2025-05-23 Jianyu Xu , Xuan Wang , Yu-Xiang Wang , Jiashuo Jiang

We study the assortment optimization problem under the Sequential Multinomial Logit (SML), a discrete choice model that generalizes the multinomial logit (MNL). Under the SML model, products are partitioned into two levels, to capture…

Discrete Mathematics · Computer Science 2018-08-31 Alvaro Flores , Gerardo Berbeglia , Pascal van Hentenryck

We study contextual dynamic pricing problems where a firm sells products to $T$ sequentially-arriving consumers, behaving according to an unknown demand model. The firm aims to minimize its regret over a clairvoyant that knows the model in…

Machine Learning · Computer Science 2025-04-07 Zifeng Zhao , Feiyu Jiang , Yi Yu

We study the dynamic joint assortment selection and positioning problem, where the attraction of each product depends on both its intrinsic appeal and its display position under a Multinomial Logit (MNL) choice framework. Our study ranges…

Machine Learning · Computer Science 2026-05-19 Xi Chen , Shibo Dai , Jiameng Lyu , Yuan Zhou

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

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

We study the dynamic pricing problem with knapsack, addressing the challenge of balancing exploration and exploitation under resource constraints. We introduce three algorithms tailored to different informational settings: a Boundary…

Optimization and Control · Mathematics 2025-01-27 Ruicheng Ao , Jiashuo Jiang , David Simchi-Levi

An opaque product is a product for which only partial information is disclosed to the buyer at the time of purchase. Opaque products are common in sectors such as travel and online retail, where the car type or product color is hidden in…

Optimization and Control · Mathematics 2025-02-13 Omar El Housni , Adam N. Elmachtoub , Harsh Sheth , Jiaqi Shi

We study contextual dynamic pricing with linear valuations and bounded-support agnostic noise, whose induced demand curve may be non-Lipschitz with arbitrary jumps and atoms. Such discontinuities break the cross-context interpolation…

Machine Learning · Computer Science 2026-05-08 Jianyu Xu , Yu-Xiang Wang