Dynamic Pricing with Finitely Many Unknown Valuations

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Nicolò Cesa-Bianchi, Tommaso Cesari, Vianney Perchet ;
Proceedings of the 30th International Conference on Algorithmic Learning Theory, PMLR 98:247-273, 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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