3 papers
cs.GT2025
Robust Optimality of Bundling Goods Beyond Finite Variance
Tim S. G. van Eck, Pieter Kleer, Johan S. H. van Leeuwaarden
When selling many goods with independent valuations, we develop a distributionally robust framework, consisting of a two-player game between seller and nature. The seller has only…
math.OC2025
Robust Competitive Ratio for Deterministic Monopoly Pricing
Tim S. G. van Eck, Pieter Kleer, Johan S. H. van Leeuwaarden
We study deterministic monopoly pricing under partial knowledge of the market, where the seller has access only to summary statistics of the valuation distribution, such as the mea…
math.OC2024
Distribution-free expectation operators for robust pricing and stocking with heavy-tailed demand
Pieter Kleer, Johan S. H. van Leeuwaarden, Bas Verseveldt
We obtain distribution-free bounds for various fundamental quantities used in probability theory by solving optimization problems that search for extreme distributions among all di…