Pricing with samples

DOI10.1287/OPRE.2021.2200MaRDI QIDQ5080664zbMATH OpenOpenAlexFDO

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

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)

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

Cites work

• scientific article; zbMATH DE number 3591262 (Why is no real title available?)
• Bayesian Mechanism Design
• Dynamic pricing under a general parametric choice model
• Dynamic pricing without knowing the demand function: risk bounds and near-optimal algorithms
• Intertemporal pricing under minimax regret
• Log-concave probability and its applications
• Making the Most of Your Samples
• Regular type distributions in mechanism design and -concavity
• Revenue maximization with a single sample
• The sample complexity of revenue maximization

Cited in

(4)

• Constructing demand curves from a single observation of bundle sales
• Simple pricing schemes for consumers with evolving values
• On the optimal fixed-price mechanism in bilateral trade
• Price asymptotics

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