5 citations · 20 across the 13 of their papers we have counts for
7 papers · 1 filter
Optimal Contextual Pricing under Agnostic Non-Lipschitz Demand
Jianyu Xu, Yu-Xiang Wang
We study contextual dynamic pricing with linear valuations and bounded-support agnostic noise, whose induced demand curve may be non-Lipschitz with arbitrary jumps and atoms. Such…
Online Decision Making with Generative Action Sets
Jianyu Xu, Vidhi Jain, Bryan Wilder +1
With advances in generative AI, decision-making agents can now dynamically create new actions during online learning, but action generation typically incurs costs that must be bala…
Online Pricing and Allocation with Demand Learning and Fulfillment Cost
Jianyu Xu, Xuan Wang, Yu-Xiang Wang +1
We study online learning for a seller that jointly chooses per-period inventory positions and a uniform price, then fulfills realized demand through a downstream allocation. The ma…
Pricing with Contextual Elasticity and Heteroscedastic Valuation
Jianyu Xu, Yu-Xiang Wang
We study an online contextual dynamic pricing problem, where customers decide whether to purchase a product based on its features and price. We introduce a novel approach to modeli…
Doubly Fair Dynamic Pricing
Jianyu Xu, Dan Qiao, Yu-Xiang Wang
We study the problem of online dynamic pricing with two types of fairness constraints: a "procedural fairness" which requires the proposed prices to be equal in expectation among d…
Towards Agnostic Feature-based Dynamic Pricing: Linear Policies vs Linear Valuation with Unknown Noise
Jianyu Xu, Yu-Xiang Wang
In feature-based dynamic pricing, a seller sets appropriate prices for a sequence of products (described by feature vectors) on the fly by learning from the binary outcomes of prev…
Logarithmic Regret in Feature-based Dynamic Pricing
Jianyu Xu, Yu-Xiang Wang
Feature-based dynamic pricing is an increasingly popular model of setting prices for highly differentiated products with applications in digital marketing, online sales, real estat…