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Convex Surrogate Loss Functions for Contextual Pricing with Transaction Data

Max Biggs
Max Biggs
[email protected]
https://orcid.org/0000-0002-8185-7385
Darden School of Business, University of Virginia, Charlottesville, Virginia 22902
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Max Biggs

[email protected]

https://orcid.org/0000-0002-8185-7385

Darden School of Business, University of Virginia, Charlottesville, Virginia 22902

Search for more papers by this author

Published Online:14 Jul 2026https://doi.org/10.1287/mnsc.2023.00122

Supplemental Material

mnsc.2023.00122.sm1.pdf

The replication files for this article are available HERE.

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Received:January 11, 2023
Accepted:November 17, 2025
Published Online:July 14, 2026

Copyright © 2026 The Author(s)

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Max Biggs (2026) Convex Surrogate Loss Functions for Contextual Pricing with Transaction Data. Management Science 0(0).

https://doi.org/10.1287/mnsc.2023.00122

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Acknowledgments

The authors thank Manel Baucells for detailed feedback on an earlier version of the paper and the review team for suggestions that greatly improved the paper.