Pricing with Samples

Published Online:https://doi.org/10.1287/opre.2021.2200

References

  • Allouah A, Besbes O (2019) Sample-based optimal pricing. Proc. 2019 ACM Conf. Econom. Comput. (ACM, NY), 391.Google Scholar
  • Allouah A, Besbes O (2020) Prior-independent optimal auctions. Management Sci. 66(10):4417–4432.LinkGoogle Scholar
  • Allouah A, Bahamou A, Besbes O (2021) Revenue maximization from finite samples. Proc. 2021 ACM Conf. Econom. Comput. (ACM, New York), 51.Google Scholar
  • Babaioff M, Gonczarowski YA, Mansour Y, Moran S (2018) Are two (samples) really better than one? Proc. 2018 ACM Conf. Econom. Comput. (ACM, New York), 175.Google Scholar
  • Bagnoli M, Bergstrom T (2005) Log-concave probability and its applications. Econom. Theory 26(2):445–469.CrossrefGoogle Scholar
  • Barlow RE, Proschan F (1975) Statistical theory of reliability and life testing: Probability models. Technical report, Florida State University, Tallahassee.Google Scholar
  • Bergemann D, Schlag KH (2008) Pricing without priors. J. Eur. Econom. Assoc. 6(2–3):560–569.CrossrefGoogle Scholar
  • Besbes O, Zeevi A (2009) Dynamic pricing without knowing the demand function: Risk bounds and near-optimal algorithms. Oper. Res. 57(6):1407–1420.LinkGoogle Scholar
  • Broder J, Rusmevichientong P (2012) Dynamic pricing under a general parametric choice model. Oper. Res. 60(4):965–980.LinkGoogle Scholar
  • Bulow J, Klemperer P (1996) Auctions vs. negotiations. Amer. Econom. Rev. 86(1):180–194.Google Scholar
  • Caldentey R, Liu Y, Lobel I (2016) Intertemporal pricing under minimax regret. Oper. Res. 65(1):104–129.LinkGoogle Scholar
  • Cohen MC, Perakis G, Pindyck RS (2021) A simple rule for pricing with limited knowledge of demand. Management Sci. 67(3):1608–1621.LinkGoogle Scholar
  • Cole R, Roughgarden T (2014) The sample complexity of revenue maximization. Proc. 46th Annual ACM Symp. Theory Comput. (ACM, New York), 243–252.Google Scholar
  • Correa J, Dütting P, Fischer F, Schewior K (2019) Prophet inequalities for i.i.d. random variables from an unknown distribution. Proc. 2019 ACM Conf. Econom. Comput. (ACM, New York), 3–17.Google Scholar
  • Correa J, Dütting P, Fischer F, Schewior K, Ziliotto B (2020) Unknown. i.i.d. prophets: Better bounds, streaming algorithms, and a new impossibility. Working paper.Google Scholar
  • Daskalakis C, Zampetakis M (2020) More revenue from two samples via factor revealing SDPs. Proc. 21st ACM Conf. Econom. Comput. (ACM, New York), 257–272.Google Scholar
  • den Boer AV (2015) Dynamic pricing and learning: Historical origins, current research, and new directions. Surveys Oper. Res. Management Sci. 20(1):1–18.CrossrefGoogle Scholar
  • Dhangwatnotai P, Roughgarden T, Yan Q (2015) Revenue maximization with a single sample. Games Econom. Behav. 91:318–333.CrossrefGoogle Scholar
  • Eren SS, Maglaras C (2010) Monopoly pricing with limited demand information. J. Revenue Pricing Management 9(1–2):23–48.CrossrefGoogle Scholar
  • Ewerhart C (2013) Regular type distributions in mechanism design and ρ-concavity. Econom. Theory 53(3):591–603.CrossrefGoogle Scholar
  • Fu H, Immorlica N, Lucier B, Strack P (2015) Randomization beats second price as a prior-independent auction. Proc. 16th ACM Conf. Econom. Comput. (ACM, New York), 323.Google Scholar
  • Hartline JD (2013) Bayesian mechanism design. Foundations Trends Theoret. Comput. Sci. 8(3):143–263.CrossrefGoogle Scholar
  • Huang Z, Mansour Y, Roughgarden T (2015) Making the most of your samples. Proc. 16th ACM Conf. Econom. Comput. (ACM, New York), 45–60.Google Scholar
  • Huang Z, Mansour Y, Roughgarden T (2018) Making the most of your samples. SIAM J. Comput. 47(3):651–674.CrossrefGoogle Scholar
  • Kleinberg RD, Leighton T (2003) The value of knowing a demand curve: Bounds on regret for online posted-price auctions. 2013 44th Annual IEEE Symp. Foundations Comput. Sci. (IEEE Piscataway, NJ), 594–605.Google Scholar
  • Roughgarden T (2015) Approximately optimal mechanism design: Motivation, examples, and lessons learned. ACM SIGecom Exchanges 13(2):4–20.CrossrefGoogle Scholar
  • Schweizer N, Szech N (2016) The quantitative view of Myerson regularity. SSRN 2736801. Working paper, Tilburg School of Economics and Management.Google Scholar
INFORMS site uses cookies to store information on your computer. Some are essential to make our site work; Others help us improve the user experience. By using this site, you consent to the placement of these cookies. Please read our Privacy Statement to learn more.