English
Related papers

Related papers: Pricing with a Hidden Sample

200 papers

We consider a model of bilateral trade with private values. The value of the buyer and the cost of the seller are jointly distributed. The true joint distribution is unknown to the designer, however, the marginal distributions of the value…

Theoretical Economics · Economics 2023-01-02 Komal Malik

This paper presents a stochastic sampling framework for privacy-aware data sharing, where a sensor observes a process correlated with private information. A sampler determines whether to retain or discard sensor observations, balancing the…

Systems and Control · Electrical Eng. & Systems 2025-05-22 Chuanghong Weng , Ehsan Nekouei

Recent increase in online privacy concerns prompts the following question: can a recommender system be accurate if users do not entrust it with their private data? To answer this, we study the problem of learning item-clusters under local…

Machine Learning · Computer Science 2014-10-29 Siddhartha Banerjee , Nidhi Hegde , Laurent Massoulié

We provide a near-optimal, computationally efficient algorithm for the unit-demand pricing problem, where a seller wants to price n items to optimize revenue against a unit-demand buyer whose values for the items are independently drawn…

Computer Science and Game Theory · Computer Science 2014-10-28 Yang Cai , Constantinos Daskalakis

We establish a simple connection between robust and differentially-private algorithms: private mechanisms which perform well with very high probability are automatically robust in the sense that they retain accuracy even if a constant…

Machine Learning · Statistics 2022-12-02 Kristian Georgiev , Samuel B. Hopkins

We initiate the study of contextual dynamic pricing with a heterogeneous population of buyers, where a seller repeatedly posts prices (over $T$ rounds) that depend on the observable $d$-dimensional context and receives binary purchase…

Machine Learning · Computer Science 2025-12-11 Thodoris Lykouris , Sloan Nietert , Princewill Okoroafor , Chara Podimata , Julian Zimmert

Online Resource Allocation problem is a central problem in many areas of Computer Science, Operations Research, and Economics. In this problem, we sequentially receive $n$ stochastic requests for $m$ kinds of shared resources, where each…

Data Structures and Algorithms · Computer Science 2025-05-07 Rohan Ghuge , Sahil Singla , Yifan Wang

Traditionally, the Bayesian optimal auction design problem has been considered either when the bidder values are i.i.d., or when each bidder is individually identifiable via her value distribution. The latter is a reasonable approach when…

Computer Science and Game Theory · Computer Science 2023-07-11 Nikhil R. Devanur , Zhiyi Huang , Christos-Alexandros Psomas

Pricing decisions of companies require an understanding of the causal effect of a price change on the demand. When real-life pricing experiments are infeasible, data-driven decision-making must be based on alternative data sources such as…

Applications · Statistics 2024-07-03 Lauri Valkonen , Santtu Tikka , Jouni Helske , Juha Karvanen

Randomized mechanisms, which map a set of bids to a probability distribution over outcomes rather than a single outcome, are an important but ill-understood area of computational mechanism design. We investigate the role of randomized…

Computer Science and Game Theory · Computer Science 2009-04-17 Patrick Briest , Shuchi Chawla , Robert Kleinberg , S. Matthew Weinberg

We provide algorithms that learn simple auctions whose revenue is approximately optimal in multi-item multi-bidder settings, for a wide range of valuations including unit-demand, additive, constrained additive, XOS, and subadditive. We…

Computer Science and Game Theory · Computer Science 2017-09-04 Yang Cai , Constantinos Daskalakis

We study a pricing problem where a seller has $k$ identical copies of a product, buyers arrive sequentially, and the seller prices the items aiming to maximize social welfare. When $k=1$, this is the so called "prophet inequality" problem…

Computer Science and Game Theory · Computer Science 2023-06-21 Shuchi Chawla , Nikhil Devanur , Thodoris Lykouris

We study mechanisms for selling a single item when buyers have private costs for participating in the mechanism. An agent's participation cost can also be interpreted as an outside option value that she must forego to participate. This…

Computer Science and Game Theory · Computer Science 2023-11-07 Yannai A. Gonczarowski , Nicole Immorlica , Yingkai Li , Brendan Lucier

We propose a generalization of the Bass diffusion model in discrete-time that explicitly models the effect of price in adoption. Our model is different from earlier price-incorporated models and fits well to adoption data for various…

Systems and Control · Electrical Eng. & Systems 2025-12-04 Yijin Wang , Subhonmesh Bose

Dynamic pricing is commonly used to regulate congestion in shared service systems. This paper is motivated by the fact that in the presence of users with varying price sensitivity (responsiveness), conventional monotonic pricing can lead to…

Systems and Control · Electrical Eng. & Systems 2026-03-24 Yingqing Chen , Anni Li , Christos G. Cassandras , Homayoun Hamedmoghadam , Fabian Wirth , Robert Shorten

We provide a characterization of revenue-optimal dynamic mechanisms in settings where a monopolist sells k items over k periods to a buyer who realizes his value for item i in the beginning of period i. We require that the mechanism…

Computer Science and Game Theory · Computer Science 2016-07-06 Itai Ashlagi , Constantinos Daskalakis , Nima Haghpanah

We study a data analyst's problem of acquiring data from self-interested individuals to obtain an accurate estimation of some statistic of a population, subject to an expected budget constraint. Each data holder incurs a cost, which is…

Computer Science and Game Theory · Computer Science 2019-05-15 Yiling Chen , Shuran Zheng

We study the problem of multi-dimensional revenue maximization when selling $m$ items to a buyer that has additive valuations for them, drawn from a (possibly correlated) prior distribution. Unlike traditional Bayesian auction design, we…

Computer Science and Game Theory · Computer Science 2022-04-29 Yiannis Giannakopoulos , Diogo Poças , Alexandros Tsigonias-Dimitriadis

We consider the pricing problem faced by a seller who assigns a price to a good that confers its benefits not only to its buyers, but also to other individuals around them. For example, a snow-blower is potentially useful not only to the…

Computer Science and Game Theory · Computer Science 2013-05-02 Michal Feldman , David Kempe , Brendan Lucier , Renato Paes Leme

We study the revenue performance of sequential posted price mechanisms and some natural extensions, for a general setting where the valuations of the buyers are drawn from a correlated distribution. Sequential posted price mechanisms are…

Computer Science and Game Theory · Computer Science 2015-10-02 Marek Adamczyk , Allan Borodin , Diodato Ferraioli , Bart de Keijzer , Stefano Leonardi