Dynamic Pricing with Finitely Many Unknown Valuations

Nicolò Cesa-Bianchi; Tommaso Cesari; Vianney Perchet

Dynamic Pricing with Finitely Many Unknown Valuations

Nicolò Cesa-Bianchi
, Tommaso Cesari
, Vianney Perchet

University of Milano
ENS Paris-Saclay

Résultats de recherche: Contribution à un journal › Article de conférence › Revue par des pairs

Résumé

Motivated by posted price auctions where buyers are grouped in an unknown number of latent types characterized by their private values for the good on sale, we investigate regret minimization in stochastic dynamic pricing when the distribution of buyers’ private values is supported on an unknown set of points in [0, 1] of unknown cardinality K.

langue originale	Anglais
Pages (de - à)	247-273
Nombre de pages	27
journal	Proceedings of Machine Learning Research
Volume	98
état	Publié - 1 janv. 2019
Modification externe	Oui
Evénement	30th International Conference on Algorithmic Learning Theory, ALT 2019 - Chicago, États-Unis Durée: 22 mars 2019 → 24 mars 2019

Contient cette citation

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title = "Dynamic Pricing with Finitely Many Unknown Valuations",

abstract = "Motivated by posted price auctions where buyers are grouped in an unknown number of latent types characterized by their private values for the good on sale, we investigate regret minimization in stochastic dynamic pricing when the distribution of buyers{\textquoteright} private values is supported on an unknown set of points in [0, 1] of unknown cardinality K.",

keywords = "Posted price auction, dynamic pricing, multiarmed bandits, regret minimization",

author = "Nicol{\`o} Cesa-Bianchi and Tommaso Cesari and Vianney Perchet",

note = "Publisher Copyright: {\textcopyright} 2019 Proceedings of Machine Learning Research. All rights reserved.; 30th International Conference on Algorithmic Learning Theory, ALT 2019 ; Conference date: 22-03-2019 Through 24-03-2019",

year = "2019",

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AU - Cesa-Bianchi, Nicolò

AU - Cesari, Tommaso

AU - Perchet, Vianney

PY - 2019/1/1

Y1 - 2019/1/1

N2 - Motivated by posted price auctions where buyers are grouped in an unknown number of latent types characterized by their private values for the good on sale, we investigate regret minimization in stochastic dynamic pricing when the distribution of buyers’ private values is supported on an unknown set of points in [0, 1] of unknown cardinality K.

AB - Motivated by posted price auctions where buyers are grouped in an unknown number of latent types characterized by their private values for the good on sale, we investigate regret minimization in stochastic dynamic pricing when the distribution of buyers’ private values is supported on an unknown set of points in [0, 1] of unknown cardinality K.

KW - Posted price auction

KW - dynamic pricing

KW - multiarmed bandits

KW - regret minimization

M3 - Conference article

AN - SCOPUS:85132482937

SN - 2640-3498

VL - 98

SP - 247

EP - 273

JO - Proceedings of Machine Learning Research

JF - Proceedings of Machine Learning Research

T2 - 30th International Conference on Algorithmic Learning Theory, ALT 2019

Y2 - 22 March 2019 through 24 March 2019

ER -

Dynamic Pricing with Finitely Many Unknown Valuations

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