Harnessing Unimodality in Semiparametric Contextual Pricing via Oracle Price Map Learning

Yingying Fan, Yuxuan Han, Jinchi Lv +2

We study contextual dynamic pricing in a semiparametric scalar-index valuation model where the latent value is $v_t=\hat{I}{¼}_{\ast }({\mathsf{c}}_t)+\hat{I}{¾}_t$, with an unknown utility map $μ_\ast…