Perishability of data: dynamic pricing under varying-coefficient models

MaRDI QIDQ5361320zbMATH OpenFDO

Authors A. Javanmard

Publication date 27 September 2017

Full work available at URL https://arxiv.org/abs/1701.03537, http://jmlr.csail.mit.edu/papers/v18/17-061.html

zbMATH Keywords

dynamic pricinghypothesis testingregretrevenue managementstochastic gradient descentvarying-coefficient models

Mathematics Subject Classification ID

Stochastic approximation (62L20) Applications of statistics to economics (62P20)

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Cited in

(8)

• Dynamic pricing in high-dimensions
• Dynamic incentive-aware learning: robust pricing in contextual auctions
• Setting Reserve Prices in Second-Price Auctions with Unobserved Bids
• Contextual search via intrinsic volumes
• Policy Optimization Using Semiparametric Models for Dynamic Pricing
• A novel framework for online supervised learning with feature selection
• Learning to sell a focal-ancillary combination
• Contextual Dynamic Pricing with Strategic Buyers

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