3 papers
cs.DS2026
Personalised versus Posted Pricing from Samples
Pieter Kleer, Johan van Leeuwaarden, Daan Noordenbos
Personalised pricing maximises expected revenue from a market but requires detailed information about individual customers. How much of this revenue can be recovered using a simple…
math.OC2026
Sample-Based Prophet Inequalities for Random Walks
Pieter Kleer, Johan van Leeuwaarden, Daan Noordenbos
We study prophet inequalities for a random walk reward stopping problem with sample-based information. The goal is to stop as close as possible to the maximum of a random walk with…
math.OC2025
Bayesian Optimal Stopping with Maximum Value Knowledge
Pieter Kleer, Daan Noordenbos
We consider an optimal stopping problem with n correlated offers where the goal is to design a (randomized) stopping strategy that maximizes the expected value of the offer in the…