Two-Sided Pricing and Learning with Buyer Choice: A Generalized SGD Method

Meichun Lin
Corresponding Author
Meichun Lin
[email protected]
https://orcid.org/0000-0003-2027-0166
Lee Kong Chian School of Business, Singapore Management University, Singapore 178899
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Woonghee Tim Huh
Woonghee Tim Huh
[email protected]
https://orcid.org/0000-0001-7429-8477
Sauder School of Business, The University of British Columbia, Vancouver, British Columbia V6T 1Z4, Canada
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Corresponding Author

Meichun Lin

[email protected]

https://orcid.org/0000-0003-2027-0166

Lee Kong Chian School of Business, Singapore Management University, Singapore 178899

Search for more papers by this author

,

Woonghee Tim Huh

Woonghee Tim Huh

[email protected]

https://orcid.org/0000-0001-7429-8477

Sauder School of Business, The University of British Columbia, Vancouver, British Columbia V6T 1Z4, Canada

Search for more papers by this author

Published Online:24 Sep 2026https://doi.org/10.1287/opre.2025.1786

Supplemental Material

opre.2025.1786.sm1.pdf

cover image Operations Research

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Received:March 12, 2025
Accepted:August 19, 2026
Published Online:September 24, 2026

Copyright © 2026, INFORMS

Cite as

Meichun Lin, Woonghee Tim Huh (2026) Two-Sided Pricing and Learning with Buyer Choice: A Generalized SGD Method. Operations Research 0(0).

https://doi.org/10.1287/opre.2025.1786

Keywords

Acknowledgments

The authors thank Harish Krishnan for bringing this problem to their attention and for engaging in helpful discussions during the early stages of this project. The authors also thank the department editor, associate editor, and two anonymous reviewers for constructive feedback that significantly improved the paper.