6 papers · 1 filter
Marrying Pricing and Advertising with LLMs
Alessandro Barro, Francesco Bacchiocchi, Francesco Emanuele Stradi +1
We study a sequential pricing problem in which a seller jointly posts a price and an advertisement generated by a large language model (LLM). The seller aims to maximize revenue un…
Optimal Regret for Online Market Making with Limit Order Book
Maria Elena Vischi, Francesco Emanuele Stradi, Alberto Marchesi
We study online learning in market making, where, at each round, a market maker posts bid and ask prices before observing the market price and the private valuation of an incoming…
Online Resource Allocation with Replenishable Budgets
Eleonora Fidelia Chiefari, Francesco Emanuele Stradi, Alberto Marchesi
Online Resource Allocation (ORA) is a fundamental framework for sequential decision-making problems under budget constraints. Classical ORA models typically assume that resources a…
Decoupling Corruption and Horizon in Robust Contextual Pricing
Matteo Castiglioni, Francesco Emanuele Stradi
We study robust repeated contextual pricing, where valuations depends linearly on the features. At each round , a seller observes a context, posts a price, and receives on…
Online Resource Allocation With General Constraints
Eleonora Fidelia Chiefari, Francesco Emanuele Stradi, Matteo Castiglioni +1
Online resource allocation (ORA) is a fundamental framework for sequential decision-making problems under budget constraints, with applications ranging from online advertising to r…
Markov Persuasion Processes: Learning to Persuade from Scratch
Francesco Bacchiocchi, Francesco Emanuele Stradi, Matteo Castiglioni +2
In Bayesian persuasion, an informed sender strategically discloses information to a receiver so as to persuade them to undertake desirable actions. Recently, a growing attention ha…