3 papers
math.OC2026
MINTS: Minimalist Thompson Sampling
Kaizheng Wang
The Bayesian paradigm offers principled tools for sequential decision-making under uncertainty, but its reliance on a probabilistic model for all parameters can hinder the incorpor…
stat.ME2026
Optimal Semiparametric Dynamic Pricing with Feature Diversity
Jinhang Chai, Yaqi Duan, Jianqing Fan +1
We study contextual dynamic pricing under a semiparametric demand model in which the purchase probability is , where captures mean utility as…
stat.ML2024
Localized exploration in contextual dynamic pricing achieves dimension-free regret
Jinhang Chai, Yaqi Duan, Jianqing Fan +1
We study the problem of contextual dynamic pricing with a linear demand model. We propose a novel localized exploration-then-commit (LetC) algorithm which starts with a pure explor…