相关论文: Dynamic Pricing in High-dimensions

We consider the problem of multi-product dynamic pricing, in a contextual setting, for a seller of differentiated products. In this environment, the customers arrive over time and products are described by high-dimensional feature vectors.…

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…

We consider a firm that sells a large number of products to its customers in an online fashion. Each product is described by a high dimensional feature vector, and the market value of a product is assumed to be linear in the values of its…

We study the problem of dynamic assortment personalization with large, heterogeneous populations and wide arrays of products, and demonstrate the importance of structural priors for effective, efficient large-scale personalization.…

Devising dynamic pricing policy with always valid online statistical learning procedure is an important and as yet unresolved problem. Most existing dynamic pricing policy, which focus on the faithfulness of adopted customer choice models,…

We consider dynamic multi-product pricing and assortment problems under an unknown demand over T periods, where in each period, the seller decides on the price for each product or the assortment of products to offer to a customer who…

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…

The prevalence of e-commerce has made detailed customers' personal information readily accessible to retailers, and this information has been widely used in pricing decisions. When involving personalized information, how to protect the…

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…

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…

We consider dynamic pricing with covariates under a generalized linear demand model: a seller can dynamically adjust the price of a product over a horizon of $T$ time periods, and at each time period $t$, the demand of the product is…

In this paper, we study the contextual dynamic pricing problem where the market value of a product is linear in its observed features plus some market noise. Products are sold one at a time, and only a binary response indicating success or…

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…

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…

We consider dynamic pricing strategies in a streamed longitudinal data set-up where the objective is to maximize, over time, the cumulative profit across a large number of customer segments. We consider a dynamic model with the consumers'…

We study the dynamic assortment planning problem, where for each arriving customer, the seller offers an assortment of substitutable products and customer makes the purchase among offered products according to an uncapacitated multinomial…

Personalized pricing, which involves tailoring prices based on individual characteristics, is commonly used by firms to implement a consumer-specific pricing policy. In this process, buyers can also strategically manipulate their feature…

We consider the dynamic assortment optimization problem under the multinomial logit model (MNL) with unknown utility parameters. The main question investigated in this paper is model mis-specification under the $\varepsilon$-contamination…

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…

Price discrimination, which refers to the strategy of setting different prices for different customer groups, has been widely used in online retailing. Although it helps boost the collected revenue for online retailers, it might create…