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)
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Cited In (11)
- Contextual Search via Intrinsic Volumes
- Policy Optimization Using Semiparametric Models for Dynamic Pricing
- Dynamic pricing for impatient bidders
- A Primal–Dual Learning Algorithm for Personalized Dynamic Pricing with an Inventory Constraint
- Dynamic Incentive-Aware Learning: Robust Pricing in Contextual Auctions
- Dynamic pricing with real-time demand learning
- Algorithms and Computation
- Dynamic price discrimination with customer recognition
- Online Regularization toward Always-Valid High-Dimensional Dynamic Pricing
- On the minimax complexity of pricing in a changing environment
- Smoothness-Adaptive Contextual Bandits
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