Motivated by posted price auctions where buyers are grouped in an unknown number of latent types characterized by their private values for the good on sale, we investigate regret minimization in stochastic dynamic pricing when the distribution of buyers’ private values is supported on an unknown set of points in [0, 1] of unknown cardinality K.
Dynamic Pricing with Finitely Many Unknown Valuations / N. Cesa-Bianchi, T. Cesari, V. Perchet (PROCEEDINGS OF MACHINE LEARNING RESEARCH). - In: Algorithmic Learning Theory / [a cura di] A. Garivier, S. Kale. - [s.l] : PMLR, 2019. - pp. 247-273 (( Intervento presentato al 30. convegno International Conference on Algorithmic Learning Theory tenutosi a Chicago nel 2019.
Dynamic Pricing with Finitely Many Unknown Valuations
N. Cesa-Bianchi;T. Cesari;
2019
Abstract
Motivated by posted price auctions where buyers are grouped in an unknown number of latent types characterized by their private values for the good on sale, we investigate regret minimization in stochastic dynamic pricing when the distribution of buyers’ private values is supported on an unknown set of points in [0, 1] of unknown cardinality K.
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