LEGO: Optimal Online Learning Under Sequential Price Competition
Published Online:3 Jun 2026https://doi.org/10.1287/opre.2024.1085
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- Received:June 04, 2024
- Accepted:April 30, 2026
- Published Online:June 03, 2026
Copyright © 2026, INFORMS
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Shukai Li, Cong Shi, Sanjay Mehrotra (2026) LEGO: Optimal Online Learning Under Sequential Price Competition. Operations Research 0(0).
https://doi.org/10.1287/opre.2024.1085
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The authors thank area editor Professor Xi Chen, the associate editor, and two anonymous referees for their careful reading and constructive comments, which led to several substantial improvements to the paper. Shukai Li and Sanjay Mehrotra acknowledge support from the National Science Foundation [Grant CMMI-1763035]. Cong Shi acknowledges support from an Amazon Research Award and a Provost Research Award from the University of Miami.
