Technical Note—Dynamic Pricing and Learning with Discounting
References
- (1976) Some experimental results on the statistical properties of least squares estimates in control problems. Econometrica 44(6):1289–1302.Crossref, Google Scholar
- (2009) Dynamic pricing for nonperishable products with demand learning. Oper. Res. 57(5):1169–1188.Link, Google Scholar
- 2019) Learning optimal online advertising portfolios with periodic budgets. Preprint, submitted March 27, http://dx.doi.org/10.2139/ssrn.3346642.Google Scholar
- (2015) On the (surprising) sufficiency of linear models for dynamic pricing with demand learning. Management Sci. 61(4):723–739.Link, Google Scholar
- 2021) Contextual inverse optimization: Offline and online learning. Preprint, submitted June 10, http://dx.doi.org/10.2139/ssrn.3863366.Google Scholar
- (2011) Online algorithms for revenue management. Unpublished doctoral thesis, Cornell University, Ithaca, NY.Google Scholar
- (2012) Dynamic pricing under a general parametric choice model. Oper. Res. 60(4):965–980.Link, Google Scholar
- (2020) Data-based dynamic pricing and inventory control with censored demand and limited price changes. Oper. Res. 68(5):1445–1456.Link, Google Scholar
- (2021) Joint learning and optimization of multi-product pricing with finite resource capacity and unknown demand parameters. Oper. Res. 69(2):560–573.Link, Google Scholar
- (1999) Learning buyers’ valuation distribution in posted-price selling. Econom. Theory 14(2):417–428.Crossref, Google Scholar
- (2015) Dynamic pricing and learning: Historical origins, current research, and new directions. Surveys Oper. Res. Management Sci. 20(1):1–18.Crossref, Google Scholar
- (2014) Simultaneously learning and optimizing using controlled variance pricing. Management Sci. 60(3):770–783.Link, Google Scholar
- (2010) Dynamic pricing with a prior on market response. Oper. Res. 58(1):16–29.Link, Google Scholar
- (2023) An asymptotically tight learning algorithm for mobile-promotion platforms. Management Sci. 69(3):1536–1554.Link, Google Scholar
- (2020) A conditional gradient approach for nonparametric estimation of mixing distributions. Management Sci. 66(8):3635–3656.Link, Google Scholar
- (2024) Selling quality-differentiated products in a Markovian market with unknown transition probabilities. Oper. Res., ePub ahead of print January 12, https://doi.org/10.1287/opre.2022.0316.Link, Google Scholar
- (2014) Dynamic pricing with an unknown demand model: Asymptotically optimal semi-myopic policies. Oper. Res. 62(5):1142–1167.Link, Google Scholar
- (2017) Chasing demand: Learning and earning in a changing environment. Math. Oper. Res. 42(2):277–307.Link, Google Scholar
- (2020) Data-driven clustering and feature-based retail electricity pricing with smart meters. Preprint, submitted October 22, http://dx.doi.org/10.2139/ssrn.3686518.Google Scholar
- (2012) Optimal markdown pricing strategy with demand learning. Probab. Engrg. Inform. Sci. 26(1):77–104.Crossref, Google Scholar
- (2023) Privacy-preserving personalized revenue management. Management Sci. ePub ahead of print September 22, https://doi.org/10.1287/mnsc.2023.4925.Google Scholar
- (2021) UCB-type learning algorithms for lost-sales inventory models with lead times. Preprint, submitted October 18, http://dx.doi.org/10.2139/ssrn.3944354.Google Scholar
- (2011) Learning about the arrival of sales. J. Econom. Theory 146(4):1699–1711.Crossref, Google Scholar
- (2020) Nonstationary bandits with habituation and recovery dynamics. Oper. Res. 68(5):1493–1516.Link, Google Scholar
- (2017) Capacity investment with demand learning. Oper. Res. 65(1):145–164.Link, Google Scholar
- (2022) Fed could weigh historic 100 basis-point hike after inflation scorcher. Accessed July 13, 2022, https://www.bloomberg.com/news/articles/2022-07-13/fed-could-weigh-historic-100-basis-point-hike-after-cpi-scorcher#xj4y7vzkg.Google Scholar
- (2020) Closing the gaps: An online learning algorithm for lost-sales inventory systems with lead times. Management Sci. 66(5):1962–1980.Link, Google Scholar
- (2006) Bayesian solution to pricing and inventory control under unknown demand distribution. Oper. Res. Lett. 34(5):517–524.Crossref, Google Scholar
- (2022) Data-driven pricing for a new product. Oper. Res. 70(2):847–866.Link, Google Scholar

