4 papers
Minimax-Optimal Semiparametric Contextual Dynamic Pricing with Multimodal Revenue
Xueping Gong, Zhuoluo Zhang, Zhaowei Miao +1
We study contextual dynamic pricing with arbitrary covariate sequences and bounded, possibly nonbinary purchase quantities. Demand follows a semiparametric surplus-index model with…
Minimax Optimality in Contextual Dynamic Pricing with General Valuation Models
Xueping Gong, Wei You, Jiheng Zhang
We study contextual dynamic pricing, where a decision maker posts personalized prices based on observable contexts and receives binary purchase feedback indicating whether the cust…
Efficient Transfer Learning via Causal Bounds
Xueping Gong, Wei You, Jiheng Zhang
Transfer learning seeks to accelerate sequential decision-making by leveraging offline data from related agents. However, data from heterogeneous sources that differ in observed fe…
Parameter-Adaptive Dynamic Pricing
Xueping Gong, Jiheng Zhang
Dynamic pricing is crucial in sectors like e-commerce and transportation, balancing exploration of demand patterns and exploitation of pricing strategies. Existing methods often re…