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’ private values is supported on an unknown set of points in $[0,1]$ of unknown cardinality $K$.
Cite
Text
Cesa-Bianchi et al. "Dynamic Pricing with Finitely Many Unknown Valuations." Proceedings of the 30th International Conference on Algorithmic Learning Theory, 2019.Markdown
[Cesa-Bianchi et al. "Dynamic Pricing with Finitely Many Unknown Valuations." Proceedings of the 30th International Conference on Algorithmic Learning Theory, 2019.](https://mlanthology.org/alt/2019/cesabianchi2019alt-dynamic/)BibTeX
@inproceedings{cesabianchi2019alt-dynamic,
title = {{Dynamic Pricing with Finitely Many Unknown Valuations}},
author = {Cesa-Bianchi, Nicolò and Cesari, Tommaso and Perchet, Vianney},
booktitle = {Proceedings of the 30th International Conference on Algorithmic Learning Theory},
year = {2019},
pages = {247-273},
volume = {98},
url = {https://mlanthology.org/alt/2019/cesabianchi2019alt-dynamic/}
}