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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…