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math.OC2024
The Blessing of Strategic Customers in Personalized Pricing
Zhi Chen, Bradley Sturt, Weijun Xie
We consider a feature-based personalized pricing problem in which the buyer is strategic: given the seller's pricing policy, the buyer can augment the features that they reveal to…
math.OC2024
A Max-Min-Max Algorithm for Large-Scale Robust Optimization
Kai Tu, Zhi Chen, Man-Chung Yue
Robust optimization (RO) is a powerful paradigm for decision making under uncertainty. Existing algorithms for solving RO, including the reformulation approach and the cutting-plan…