Dynamic Pricing with Finitely Many Unknown Valuations

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 $K$.

Cite this Paper

BibTeX
@InProceedings{pmlr-v98-cesa-bianchi19a, title = {Dynamic Pricing with Finitely Many Unknown Valuations}, author = {Cesa-Bianchi, Nicol\`o and Cesari, Tommaso and Perchet, Vianney}, booktitle = {Proceedings of the 30th International Conference on Algorithmic Learning Theory}, pages = {247--273}, year = {2019}, editor = {Garivier, Aurélien and Kale, Satyen}, volume = {98}, series = {Proceedings of Machine Learning Research}, month = {22--24 Mar}, publisher = {PMLR}, pdf = {http://proceedings.mlr.press/v98/cesa-bianchi19a/cesa-bianchi19a.pdf}, url = {https://proceedings.mlr.press/v98/cesa-bianchi19a.html}, 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 $K$. } }
Endnote
%0 Conference Paper %T Dynamic Pricing with Finitely Many Unknown Valuations %A Nicolò Cesa-Bianchi %A Tommaso Cesari %A Vianney Perchet %B Proceedings of the 30th International Conference on Algorithmic Learning Theory %C Proceedings of Machine Learning Research %D 2019 %E Aurélien Garivier %E Satyen Kale %F pmlr-v98-cesa-bianchi19a %I PMLR %P 247--273 %U https://proceedings.mlr.press/v98/cesa-bianchi19a.html %V 98 %X 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 $K$.
APA
Cesa-Bianchi, N., Cesari, T. & Perchet, V.. (2019). Dynamic Pricing with Finitely Many Unknown Valuations. Proceedings of the 30th International Conference on Algorithmic Learning Theory, in Proceedings of Machine Learning Research 98:247-273 Available from https://proceedings.mlr.press/v98/cesa-bianchi19a.html.

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