5 papers · 1 filter
Parameter-Adaptive Dynamic Pricing
Xueping Gong, Jiheng Zhang
Dynamic pricing is crucial in sectors like e-commerce and transportation, balancing exploration of demand patterns and exploitation of pricing strategies. Existing methods often re…
Minimax Optimality in Contextual Dynamic Pricing with General Valuation Models
Xueping Gong, Wei You, Jiheng Zhang
We study contextual dynamic pricing, where a decision maker posts personalized prices based on observable contexts and receives binary purchase feedback indicating whether the cust…
Stochastic Graph Bandit Learning with Side-Observations
Xueping Gong, Jiheng Zhang
In this paper, we investigate the stochastic contextual bandit with general function space and graph feedback. We propose an algorithm that addresses this problem by adapting to bo…
Efficient Transfer Learning via Causal Bounds
Xueping Gong, Wei You, Jiheng Zhang
Transfer learning seeks to accelerate sequential decision-making by leveraging offline data from related agents. However, data from heterogeneous sources that differ in observed fe…
Dual Instrumental Method for Confounded Kernelized Bandits
Xueping Gong, Jiheng Zhang
The contextual bandit problem is a theoretically justified framework with wide applications in various fields. While the previous study on this problem usually requires independenc…