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Bayesian Dynamic Pricing Policies: Learning and Earning Under a Binary Prior Distribution
8 references·16 citing·31 second hop
Bayesian Dynamic Pricing Policies: Learning and Earning Under a Binary Prior Distribution (2011)Bayesian Dynamic Pricing Policies: Learni…Dynamic Pricing Without Knowing the Demand Function: Risk Bounds and Near-Optimal Algorithms (2009)Dynamic Pricing Without Knowi…Dynamic Pricing with a Prior on Market Response (2009)Dynamic Pricing with a Prior …Pricing and Revenue Optimization (2005)Pricing and Revenue Optimizat…The Theory and Practice of Revenue Management (2004)The Theory and Practice of Re…Pricing and revenue optimization (2002)Pricing and revenue optimizat…Bandit Processes and Dynamic Allocation Indices (1979)Bandit Processes and Dynamic …A two-armed bandit theory of market pricing (1974)A two-armed bandit theory of …Some aspects of the sequential design of experiments (1952)Some aspects of the sequentia…Privacy-Preserving Dynamic Personalized Pricing with Demand Learning (2021)Privacy-Preserving Dynamic Pe…Personalized Dynamic Pricing with Machine Learning: High-Dimensional Features and Heterogeneous Elasticity (2021)Personalized Dynamic Pricing …Nonparametric Learning Algorithms for Joint Pricing and Inventory Control with Lost Sales and Censored Demand (2021)Nonparametric Learning Algori…Meta Dynamic Pricing: Transfer Learning Across Experiments (2021)Meta Dynamic Pricing: Transfe…Feature-Based Dynamic Pricing (2020)Feature-Based Dynamic PricingTechnical Note—Dynamic Pricing and Demand Learning with Limited Price Experimentation (2017)Technical Note—Dynamic Pricin…Dynamic Pricing with Demand Learning and Reference Effects (2017)Dynamic Pricing with Demand L…Dynamic Pricing with Demand Covariates (2016)Dynamic Pricing with Demand C…Chasing Demand: Learning and Earning in a Changing Environment (2016)Chasing Demand: Learning and …Real-Time Dynamic Pricing with Minimal and Flexible Price Adjustment (2015)Real-Time Dynamic Pricing wit…Learning and Pricing with Models That Do Not Explicitly Incorporate Competition (2015)Learning and Pricing with Mod…Joint Inventory and Markdown Management for Perishable Goods with Strategic Consumer Behavior (2015)Joint Inventory and Markdown …Dynamic Pricing and Learning with Finite Inventories (2015)Dynamic Pricing and Learning …Reoptimization and Self-Adjusting Price Control for Network Revenue Management (2014)Reoptimization and Self-Adjus…Dynamic Pricing and Demand Learning with Limited Price Experimentation (2014)Dynamic Pricing and Demand Le…Close the Gaps: A Learning-While-Doing Algorithm for Single-Product Revenue Management Problems (2014)Close the Gaps: A Learning-Wh…A Stochastic Approximation Method (1951)Information-Theoretic Regret Bounds for Gaussian Process Optimization in the Bandit Setting (2012)The Economics of Information (1961)A model of price adjustment (1971)Micro-Economic Foundations of Employment and Inflation Theory. (1972)Bargains and Ripoffs: A Model of Monopolistically Competitive Price Dispersion (1977)Chapter 15 Job search and labor market analysis (1986)Trust as a commodity (1988)Optimal Dynamic Pricing of Inventories with Stochastic Demand over Finite Horizons (1994)The Nonstochastic Multiarmed Bandit Problem (2002)Joint Dynamic Pricing and Order Fulfillment for E-commerce Retailers (2018)Point Processes and Queues (1981)Optimal Dynamic Assortment Planning with Demand Learning (2013)Dynamic Pricing in the Presence of Inventory Considerations: Research Overview, Current Practices, and Future Directions (2003)Dynamic Pricing with an Unknown Demand Model: Asymptotically Optimal Semi-Myopic Policies (2014)Dynamic pricing and learning: Historical origins, current research, and new directions (2015)Introduction to Multi-Armed Bandits (2019)Applied Statistical Decision Theory (1962)Applied Statistical Decision Theory. (1962)Restless bandits: activity allocation in a changing world (1988)Legislative leviathan: party government in the House (1993)Regret Analysis of Stochastic and Nonstochastic Multi-armed Bandit Problems (2012)Analytics for an Online Retailer: Demand Forecasting and Price Optimization (2015)The Big Data Newsvendor: Practical Insights from Machine Learning (2018)Data-Driven Dynamic Pricing and Ordering with Perishable Inventory in a Changing Environment (2022)Supply Chain Resilience: A Critical Review of Risk Mitigation, Robust Optimisation, and Technological Solutions and Future Research Directions (2025)Customer Behavior Modeling in Revenue Management and Auctions: A Review and New Research Opportunities (2007)Demand Functions in Decision Modeling: A Comprehensive Survey and Research Directions (2013)Perspectives in supply chain risk management (2006)Robust strategies for mitigating supply chain disruptions (2006)Intertemporal Pricing with Strategic Customer Behavior (2007)
this work references cited by second hop

References

  • 2004The Theory and Practice of Revenue Management2,238 cited
  • 1952Some aspects of the sequential design of experiments2,183 cited
  • 1979Bandit Processes and Dynamic Allocation Indices1,488 cited
  • 1974A two-armed bandit theory of market pricing617 cited
  • 2005Pricing and Revenue Optimization602 cited
  • 2009Dynamic Pricing Without Knowing the Demand Function: Risk Bounds and Near-Optimal Algorithms510 cited
  • 2002Pricing and revenue optimization509 cited
  • 2009Dynamic Pricing with a Prior on Market Response211 cited

Cited by

  • 2021Personalized Dynamic Pricing with Machine Learning: High-Dimensional Features and Heterogeneous Elasticity202 cited
  • 2014Close the Gaps: A Learning-While-Doing Algorithm for Single-Product Revenue Management Problems183 cited
  • 2017Technical Note—Dynamic Pricing and Demand Learning with Limited Price Experimentation149 cited
  • 2016Chasing Demand: Learning and Earning in a Changing Environment139 cited
  • 2020Feature-Based Dynamic Pricing128 cited
  • 2014Reoptimization and Self-Adjusting Price Control for Network Revenue Management104 cited
  • 2017Dynamic Pricing with Demand Learning and Reference Effects

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96 cited
  • 2015Dynamic Pricing and Learning with Finite Inventories90 cited
  • 2015Real-Time Dynamic Pricing with Minimal and Flexible Price Adjustment89 cited
  • 2021Privacy-Preserving Dynamic Personalized Pricing with Demand Learning86 cited
  • 2021Nonparametric Learning Algorithms for Joint Pricing and Inventory Control with Lost Sales and Censored Demand85 cited
  • 2016Dynamic Pricing with Demand Covariates83 cited
  • 2015Learning and Pricing with Models That Do Not Explicitly Incorporate Competition78 cited
  • 2021Meta Dynamic Pricing: Transfer Learning Across Experiments78 cited
  • 2014Dynamic Pricing and Demand Learning with Limited Price Experimentation75 cited
  • 2015Joint Inventory and Markdown Management for Perishable Goods with Strategic Consumer Behavior71 cited