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Ranking algorithms are fundamental to various online platforms across e-commerce sites to content streaming services. Our research addresses the challenge of adaptively ranking items from a candidate pool for heterogeneous users, a key…

Machine Learning · Computer Science 2024-06-10 Jingyuan Wang , Perry Dong , Ying Jin , Ruohan Zhan , Zhengyuan Zhou

We study revenue optimization in a repeated auction between a single seller and a single buyer. Traditionally, the design of repeated auctions requires strong modeling assumptions about the bidder behavior, such as it being myopic, infinite…

Computer Science and Game Theory · Computer Science 2019-03-12 Shipra Agrawal , Constantinos Daskalakis , Vahab Mirrokni , Balasubramanian Sivan

Time or money? That is a question! In this paper, we consider this dilemma in the pricing regime, in which we try to find the optimal pricing scheme for identical items with heterogenous time-sensitive buyers. We characterize the…

Computer Science and Game Theory · Computer Science 2024-02-23 Zhengyang Liu , Liang Shan , Zihe Wang

We study the optimal dynamic pricing of an expiring ticket or voucher, sold by a time-sensitive seller to strategic buyers who arrive stochastically with private values. The expiring nature creates a conflict: the seller's urgency to sell…

Computer Science and Game Theory · Computer Science 2025-09-30 Suyeon Choi , Changhyun Kwon , Seungki Min

We consider dynamic pricing schemes in online settings where selfish agents generate online events. Previous work on online mechanisms has dealt almost entirely with the goal of maximizing social welfare or revenue in an auction settings.…

Computer Science and Game Theory · Computer Science 2015-04-07 Ilan Reuven Cohen , Alon Eden , Amos Fiat , Łukasz Jeż

On ad exchange platforms the place for advertisement is sold through different kinds of auctions. However, it is not uncommon the situation where the seller repeatedly encounters only one buyer, thus the posted price auction degenerates…

Computer Science and Game Theory · Computer Science 2019-02-05 Nikita Kalinin

Key challenges in running a retail business include how to select products to present to consumers (the assortment problem), and how to price products (the pricing problem) to maximize revenue or profit. Instead of considering these…

Machine Learning · Statistics 2023-09-19 Junhui Cai , Ran Chen , Martin J. Wainwright , Linda Zhao

Bilateral trade models the problem of facilitating trades between a seller and a buyer having private valuations for the item being sold. In the online version of the problem, the learner faces a new seller and buyer at each time step, and…

Computer Science and Game Theory · Computer Science 2024-05-29 Solenne Gaucher , Martino Bernasconi , Matteo Castiglioni , Andrea Celli , Vianney Perchet

We consider a dynamic pricing problem where customer response to the current price is impacted by the customer price expectation, aka reference price. We study a simple and novel reference price mechanism where reference price is the…

Machine Learning · Computer Science 2024-07-23 Shipra Agrawal , Wei Tang

Unexpected advertising items in sponsored search may reduce users' reliance on organic search, resulting in hidden cost for the e-commerce platform. To address this problem and promote sustainable growth, we propose a dynamic reserve price…

Computer Science and Game Theory · Computer Science 2025-08-26 Mang Li

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

First-price auctions have recently gained significant traction in digital advertising markets, exemplified by Google's transition from second-price to first-price auctions. Unlike in second-price auctions, where bidding one's private…

Machine Learning · Computer Science 2025-10-07 Zihao Hu , Xiaoyu Fan , Yuan Yao , Jiheng Zhang , Zhengyuan Zhou

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.…

Auctions are becoming an increasingly popular method for transacting business, especially over the Internet. This article presents a general approach to building autonomous bidding agents to bid in multiple simultaneous auctions for…

Artificial Intelligence · Computer Science 2011-06-28 J. A. Csirik , M. L. Littman , D. McAllester , R. E. Schapire , P. Stone

In this paper we apply active learning algorithms for dynamic pricing in a prominent e-commerce website. Dynamic pricing involves changing the price of items on a regular basis, and uses the feedback from the pricing decisions to update…

Machine Learning · Statistics 2018-02-12 Ravi Ganti , Matyas Sustik , Quoc Tran , Brian Seaman

We study the problem of learning shared structure \emph{across} a sequence of dynamic pricing experiments for related products. We consider a practical formulation where the unknown demand parameters for each product come from an unknown…

Machine Learning · Computer Science 2021-01-07 Hamsa Bastani , David Simchi-Levi , Ruihao Zhu

We study online learning in contextual pay-per-click auctions where at each of the $T$ rounds, the learner receives some context along with a set of ads and needs to make an estimate on their click-through rate (CTR) in order to run a…

Machine Learning · Computer Science 2023-10-10 Mengxiao Zhang , Haipeng Luo

Online advertising platforms use automated auctions to connect advertisers with potential customers, requiring effective bidding strategies to maximize profits. Accurate ad impact estimation requires considering three key factors: delayed…

Machine Learning · Computer Science 2025-10-24 Yuwei Cheng , Zifeng Zhao , Haifeng Xu

Dynamic pricing schemes were introduced as an alternative to posted-price mechanisms. In contrast to static models, the dynamic setting allows to update the prices between buyer-arrivals based on the remaining sets of items and buyers, and…

Computer Science and Game Theory · Computer Science 2022-04-27 Kristóf Bérczi , Erika R. Bérczi-Kovács , Evelin Szögi

We consider a novel formulation of the dynamic pricing and demand learning problem, where the evolution of demand in response to posted prices is governed by a stochastic variant of the popular Bass model with parameters $\alpha, \beta$…

Machine Learning · Computer Science 2021-03-10 Shipra Agrawal , Steven Yin , Assaf Zeevi