Dynamic pricing in high-dimensions
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Publication:4633016
zbMATH Open1484.91202arXiv1609.07574MaRDI QIDQ4633016FDOQ4633016
Authors: A. Javanmard, Hamid Nazerzadeh 
Publication date: 2 May 2019
Full work available at URL: https://arxiv.org/abs/1609.07574
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Estimation in multivariate analysis (62H12) Applications of statistics to actuarial sciences and financial mathematics (62P05) Microeconomic theory (price theory and economic markets) (91B24)
Cites Work
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Cited In (21)
- Distribution-Free Contextual Dynamic Pricing
- Policy Optimization Using Semiparametric Models for Dynamic Pricing
- Technical note -- Dynamic pricing and learning with discounting
- Selling quality-differentiated products in a Markovian market with unknown transition probabilities
- Dynamic pricing for impatient bidders
- A Primal–Dual Learning Algorithm for Personalized Dynamic Pricing with an Inventory Constraint
- Dynamic pricing in competitive markets
- Nonparametric pricing analytics with customer covariates
- Data-driven pricing for a new product
- Contextual search via intrinsic volumes
- Dealing with the dimensionality curse in dynamic pricing competition: using frequent repricing to compensate imperfect market anticipations
- Dynamic pricing with real-time demand learning
- Algorithms and Computation
- Dynamic price discrimination with customer recognition
- Perishability of data: dynamic pricing under varying-coefficient models
- Dynamic incentive-aware learning: robust pricing in contextual auctions
- Online Regularization toward Always-Valid High-Dimensional Dynamic Pricing
- On the minimax complexity of pricing in a changing environment
- Dynamic pricing under a general parametric choice model
- Smoothness-Adaptive Contextual Bandits
- Multidimensional binary search for contextual decision-making
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