3 papers
cs.LG2025
Contextual Dynamic Pricing: Algorithms, Optimality, and Local Differential Privacy Constraints
Zifeng Zhao, Feiyu Jiang, Yi Yu
We study contextual dynamic pricing problems where a firm sells products to sequentially-arriving consumers, behaving according to an unknown demand model. The firm aims to min…
stat.ML2025
Locally Private Nonparametric Contextual Multi-armed Bandits
Yuheng Ma, Feiyu Jiang, Zifeng Zhao +2
Motivated by privacy concerns in sequential decision-making on sensitive data, we address the challenge of nonparametric contextual multi-armed bandits (MAB) under local differenti…
cs.LG2025
Transfer Learning for Nonparametric Contextual Dynamic Pricing
Fan Wang, Feiyu Jiang, Zifeng Zhao +1
Dynamic pricing strategies are crucial for firms to maximize revenue by adjusting prices based on market conditions and customer characteristics. However, designing optimal pricing…