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Dynamic pricing is crucial in sectors like e-commerce and transportation, balancing exploration of demand patterns and exploitation of pricing strategies. Existing methods often require precise knowledge of the demand function, e.g., the…

Machine Learning · Computer Science 2025-03-04 Xueping Gong , Jiheng Zhang

We consider a high-dimensional dynamic pricing problem under non-stationarity, where a firm sells products to $T$ sequentially arriving consumers that behave according to an unknown demand model with potential changes at unknown times. The…

Methodology · Statistics 2023-03-21 Zifeng Zhao , Feiyu Jiang , Yi Yu , Xi Chen

Algorithmic pricing raises a question of interpretation as well as intervention: when autonomous deep-learning pricing systems sustain supracompetitive prices, what strategic pattern have they learned, and how might market institutions…

Theoretical Economics · Economics 2026-05-19 Soumen Banerjee

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

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

Model-free reinforcement learning algorithms combined with value function approximation have recently achieved impressive performance in a variety of application domains. However, the theoretical understanding of such algorithms is limited,…

Machine Learning · Computer Science 2021-02-12 Botao Hao , Nevena Lazic , Yasin Abbasi-Yadkori , Pooria Joulani , Csaba Szepesvari

Large Language Models (LLMs) are increasingly being used for interactive decision-making tasks requiring planning and adapting to the environment. Recent works employ LLMs-as-agents in broadly two ways: iteratively determining the next…

Artificial Intelligence · Computer Science 2024-04-10 Archiki Prasad , Alexander Koller , Mareike Hartmann , Peter Clark , Ashish Sabharwal , Mohit Bansal , Tushar Khot

We introduce ADEPT: Adaptive Data ExPloiTation, a simple yet powerful framework to enhance the **data efficiency** and **generalization** in deep reinforcement learning (RL). Specifically, ADEPT adaptively manages the use of sampled data…

Machine Learning · Computer Science 2025-01-23 Mingqi Yuan , Bo Li , Xin Jin , Wenjun Zeng

Prediction markets rely on liquidity to convert trades into informative prices, yet existing mechanisms fix liquidity ex ante. This restriction enforces a static trade-off between price responsiveness and worst-case loss despite inherently…

Computer Science and Game Theory · Computer Science 2026-05-12 Enrique Nueve , Bao Nguyen , Rafael Frongillo , Bo Waggoner

Dynamic pricing strategies are crucial for firms to maximize revenue by adjusting prices based on market conditions and customer characteristics. However, designing optimal pricing strategies becomes challenging when historical data are…

Machine Learning · Computer Science 2025-02-03 Fan Wang , Feiyu Jiang , Zifeng Zhao , Yi Yu

This paper presents a novel non-stationary dynamic pricing algorithm design, where pricing agents face incomplete demand information and market environment shifts. The agents run price experiments to learn about each product's demand curve…

Machine Learning · Statistics 2022-09-09 Po-Yi Liu , Chi-Hua Wang , Henghsiu Tsai

We study the pricing behavior of third-party platforms facing strategic agents. Assuming the platform is a revenue maximizer, it observes market features that generally affect demand. Since only the equilibrium price and quantity are…

Machine Learning · Computer Science 2025-12-30 Rui Ai , David Simchi-Levi , Feng Zhu

We consider dynamic pricing with many products under an evolving but low-dimensional demand model. Assuming the temporal variation in cross-elasticities exhibits low-rank structure based on fixed (latent) features of the products, we show…

Machine Learning · Computer Science 2019-09-12 Jonas Mueller , Vasilis Syrgkanis , Matt Taddy

We consider a novel pricing and advertising framework, where a seller not only sets product price but also designs flexible 'advertising schemes' to influence customers' valuation of the product. We impose no structural restriction on the…

Computer Science and Game Theory · Computer Science 2024-12-12 Shipra Agrawal , Yiding Feng , Wei Tang

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

As data marketplaces become increasingly central to the digital economy, it is crucial to design efficient pricing mechanisms that optimize revenue while ensuring fair and adaptive pricing. We introduce the Maximum Auction-to-Posted Price…

Machine Learning · Statistics 2026-04-06 Yingqi Gao , Wenlu Xu , Jin J. Zhou , Hua Zhou , Yong Chen , Xiaowu Dai

Conventional continual pretraining (CPT) for large language model (LLM) domain adaptation often suffers from catastrophic forgetting and limited domain capacity. Existing strategies adopt layer expansion, introducing additional trainable…

Machine Learning · Computer Science 2025-10-14 Jinyang Zhang , Yue Fang , Hongxin Ding , Weibin Liao , Muyang Ye , Xu Chu , Junfeng Zhao , Yasha Wang

In predictive modeling for low-resource audio classification, extracting high-accuracy and interpretable attributes is critical. Particularly in high-reliability applications, interpretable audio attributes are indispensable. While…

Sound · Computer Science 2026-03-10 Kosuke Yoshimura , Hisashi Kashima

We study dynamic pricing where a seller repeatedly interacts with a strategic, non-myopic buyer who has a fixed private valuation and discounts future utility. Prior work focused exclusively on posted-price mechanisms, which only extract…

Computer Science and Game Theory · Computer Science 2026-04-28 Shiliang Zuo

Intelligent embodied agents should not simply follow instructions, as real-world environments often involve unexpected conditions and exceptions. However, existing methods usually focus on directly executing instructions, without…

Artificial Intelligence · Computer Science 2026-04-21 Pei-An Chen , Yong-Ching Liang , Jia-Fong Yeh , Hung-Ting Su , Yi-Ting Chen , Min Sun , Winston Hsu
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