Pricing with samples

DOI10.1287/OPRE.2021.2200zbMATH Open1493.91050OpenAlexW4205463807MaRDI QIDQ5080664FDOQ5080664

Authors: Amine Allouah, Achraf Bahamou, Omar Besbes 

Publication date: 31 May 2022

Published in: Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/opre.2021.2200

Recommendations

• Making the Most of Your Samples
• The sample complexity of revenue maximization
• Extreme value theorems for optimal multidimensional pricing
• Extreme-value theorems for optimal multidimensional pricing
• Optimal pricing for MHR distributions

zbMATH Keywords

market researchpricingrobust pricingregular distributionsapproximation ratiodata-driven decision makingvalue of datamonotone hazard rate distributionsrevenue management and market analytics

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24)

Cites Work

• Title not available (Why is that?)
• Log-concave probability and its applications
• Dynamic pricing without knowing the demand function: risk bounds and near-optimal algorithms
• Dynamic Pricing Under a General Parametric Choice Model
• Regular type distributions in mechanism design and \(\rho\)-concavity
• Revenue maximization with a single sample
• Making the Most of Your Samples
• Bayesian Mechanism Design
• The sample complexity of revenue maximization
• Intertemporal Pricing Under Minimax Regret

Cited In (3)

• Constructing demand curves from a single observation of bundle sales
• On the optimal fixed-price mechanism in bilateral trade
• Price asymptotics

This page was built for publication: Pricing with samples

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5080664)