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In economics, there are many ways to describe the interaction between a "seller" and a "buyer". The most common one, with which we interact almost every day, is selling for a fixed price. This option is perfect for selling a mass product,…

General Finance · Quantitative Finance 2024-07-10 O. A. Malafeyev , I. E. Khomenko

Data-driven pricing strategies are becoming increasingly common, where customers are offered a personalized price based on features that are predictive of their valuation of a product. It is desirable for this pricing policy to be simple…

Machine Learning · Statistics 2021-06-11 Max Biggs , Wei Sun , Markus Ettl

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

We derive the revenue-optimal efficient (welfare-maximizing) mechanism in a general multidimensional mechanism design setting when type spaces -- that is, the underlying domains from which agents' values come from -- can capture arbitrarily…

Computer Science and Game Theory · Computer Science 2025-05-21 Siddharth Prasad , Maria-Florina Balcan , Tuomas Sandholm

We study how to allocate resources to participants who can strategically misrepresent their deservingness at a cost. A principal assigns item(s) (or money) among multiple agents on the basis of their costly signals. Each agent's signal…

Theoretical Economics · Economics 2026-03-05 Yingkai Li , Xiaoyun Qiu

A firm that sells a non perishable product considers intertemporal price discrimination in the objective of maximizing its long-run average revenue. We consider a general model of patient customers with changing valuations. Arriving…

Optimization and Control · Mathematics 2020-02-17 Araman Victor , Fayad Bassam

Information is replicable in that it can be simultaneously consumed and sold to others. We study how resale affects a decentralized market for information. We show that even if the initial seller is an informational monopolist, she captures…

Computer Science and Game Theory · Computer Science 2022-12-06 S. Nageeb Ali , Ayal Chen-Zion , Erik Lillethun

Online marketplaces will be transformed by autonomous AI agents acting on behalf of consumers. Rather than humans browsing and clicking, AI agents can parse webpages or leverage APIs to view, evaluate and choose products. We investigate the…

Artificial Intelligence · Computer Science 2025-12-18 Amine Allouah , Omar Besbes , Josué D Figueroa , Yash Kanoria , Akshit Kumar

We consider the problem of a firm seeking to use personalized pricing to sell an exogenously given stock of a product over a finite selling horizon to different consumer types. We assume that the type of an arriving consumer can be observed…

Machine Learning · Computer Science 2021-10-08 Ningyuan Chen , Guillermo Gallego

We investigate approximately optimal mechanisms in settings where bidders' utility functions are non-linear; specifically, convex, with respect to payments (such settings arise, for instance, in procurement auctions for energy). We provide…

Computer Science and Game Theory · Computer Science 2017-02-23 Amy Greenwald , Takehiro Oyakawa , Vasilis Syrgkanis

Cryptographic tokens are a new digital paradigm that can facilitate the establishment of economic incentives in digital ecoystems. Tokens can be leveraged for the coordination, optimization and governance of large networks at scale in a…

Computers and Society · Computer Science 2023-03-20 Ricky Lamberty , Alexander Poddey , David Galindo , Danny de Waard , Tobias Koelbel , Daniel Kirste

We address the challenging problem of dynamically pricing complementary items that are sequentially displayed to customers. An illustrative example is the online sale of flight tickets, where customers navigate through multiple web pages.…

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

With the rapid spread of generative AI services, the token has gained value not only as a technical unit of language processing but also as an economic currency for accessing AI services. Major AI model providers have adopted token-based…

Human-Computer Interaction · Computer Science 2026-04-30 Jaeyong Lee , Heeju Kang , Ahra Cho , Baek Eunkyung

The robust multi-product pricing problem is to determine the prices of a collection of products so as to maximize the worst-case revenue, where the worst case is taken over an uncertainty set of demand models that the firm expects could be…

Optimization and Control · Mathematics 2025-02-17 Xinyi Guan , Velibor V. Mišić

Online learning to rank is a sequential decision-making problem where in each round the learning agent chooses a list of items and receives feedback in the form of clicks from the user. Many sample-efficient algorithms have been proposed…

Machine Learning · Statistics 2019-03-20 Tor Lattimore , Branislav Kveton , Shuai Li , Csaba Szepesvari

We study how to optimally design selection mechanisms, accounting for agents' investment incentives. A principal wishes to allocate a resource of homogeneous quality to a heterogeneous population of agents. The principal commits to a…

Theoretical Economics · Economics 2025-11-11 Victor Augias , Eduardo Perez-Richet

We study the following fundamental data-driven pricing problem. How can/should a decision-maker price its product based on data at a single historical price? How valuable is such data? We consider a decision-maker who optimizes over…

Computer Science and Game Theory · Computer Science 2022-03-30 Amine Allouah , Achraf Bahamou , Omar Besbes

Tandem queueing systems are widely-used stochastic models that arise from many real-life service operations systems. Motivated by the desire to understand the trade-off between the performance and complexity of policies for…

Optimization and Control · Mathematics 2018-04-25 Tonghoon Suk , Xinchang Wang

While subword tokenizers such as BPE and WordPiece are typically used to build vocabularies for NLP models, the method of decoding text into a sequence of tokens from these vocabularies is often left unspecified, or ill-suited to the method…

Computation and Language · Computer Science 2024-06-03 Omri Uzan , Craig W. Schmidt , Chris Tanner , Yuval Pinter
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