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Multi-Modal Dynamic Pricing
16 references·4 citing·40 second hop
Multi-Modal Dynamic Pricing (2019)Multi-Modal Dynamic PricingOnline Decision Making with High-Dimensional Covariates (2019)Online Decision Making with H…Online Network Revenue Management Using Thompson Sampling (2018)Online Network Revenue Manage…Hyperband: A Novel Bandit-Based Approach to Hyperparameter Optimization (2016)Hyperband: A Novel Bandit-Bas…On the (Surprising) Sufficiency of Linear Models for Dynamic Pricing with Demand Learning (2015)On the (Surprising) Sufficien…Preprint repository arXiv achieves milestone million uploads (2014)Preprint repository arXiv ach…Dynamic Pricing with an Unknown Demand Model: Asymptotically Optimal Semi-Myopic Policies (2014)Dynamic Pricing with an Unkno…Dynamic Pricing Under a General Parametric Choice Model (2012)Dynamic Pricing Under a Gener…Multi‐Armed Bandit Allocation Indices (2011)Multi‐Armed Bandit Allocation…Convergence rates of efficient global optimization algorithms (2011)Convergence rates of efficien…Contextual Bandits with Linear Payoff Functions (2011)Contextual Bandits with Linea…Linearly Parameterized Bandits (2010)Linearly Parameterized BanditsDynamic Pricing Without Knowing the Demand Function: Risk Bounds and Near-Optimal Algorithms (2009)Dynamic Pricing Without Knowi…Online convex optimization in the bandit setting: gradient descent without a gradient (2004)Online convex optimization in…Using confidence bounds for exploitation-exploration trade-offs (2003)Using confidence bounds for e…On the Gittins Index for Multiarmed Bandits (1992)On the Gittins Index for Mult…Multi-Armed Bandits and the Gittins Index (1980)Multi-Armed Bandits and the G…Effective Adaptive Exploration of Prices and Promotions in Choice-Based Demand Models (2024)Effective Adaptive Exploratio…Distribution-Free Contextual Dynamic Pricing (2023)Distribution-Free Contextual …Bandit-based inventory optimisation: Reinforcement learning in multi-echelon supply chains (2022)Bandit-based inventory optimi…The Nonstationary Newsvendor: Data-Driven Nonparametric Learning (2021)The Nonstationary Newsvendor:…Finite-time Analysis of the Multiarmed Bandit Problem (2002)The Nonstochastic Multiarmed Bandit Problem (2002)Stochastic Linear Optimization Under Bandit Feedback (2008)Unbiased offline evaluation of contextual-bandit-based news article recommendation algorithms (2011)Thompson Sampling for Contextual Bandits with Linear Payoffs (2012)Collaborative Filtering Bandits (2016)Bandit Processes and Dynamic Allocation Indices (1979)Extensions of the multiarmed bandit problem: The discounted case (1985)The Multi-Armed Bandit Problem: Decomposition and Computation (1987)KULLBACK-LEIBLER UPPER CONFIDENCE BOUNDS FOR OPTIMAL SEQUENTIAL ALLOCATION (2013)Exponentiated Gradient versus Gradient Descent for Linear Predictors (1997)Online convex programming and generalized infinitesimal gradient ascent (2003)Nearly Tight Bounds for the Continuum-Armed Bandit Problem (2004)Multi-armed bandits in metric spaces (2008)Introduction to Stochastic Programming (2011)A Stochastic Approximation Method (1951)Some aspects of the sequential design of experiments (1952)Combinatorial Network Optimization With Unknown Variables: Multi-Armed Bandits With Linear Rewards and Individual Observations (2012)An Information-Theoretic Analysis of Thompson Sampling (2014)A Tutorial on Thompson Sampling (2018)Optimal Dynamic Pricing of Inventories with Stochastic Demand over Finite Horizons (1994)Dynamic Pricing in the Presence of Inventory Considerations: Research Overview, Current Practices, and Future Directions (2003)The Theory and Practice of Revenue Management (2004)Dynamic pricing and learning: Historical origins, current research, and new directions (2015)Pricing and revenue optimization (2002)Pricing and Revenue Optimization (2005)Non-Stationary Stochastic Optimization (2015)Design and Analysis of Computer Experiments (1989)A Tutorial on Bayesian Optimization of Expensive Cost Functions, with Application to Active User Modeling and Hierarchical Reinforcement Learning (2010)Information-Theoretic Regret Bounds for Gaussian Process Optimization in the Bandit Setting (2012)Bayesian Optimization in a Billion Dimensions via Random Embeddings (2016)Constrained Bayesian Optimization with Noisy Experiments (2018)Bayesian optimization with safety constraints: safe and automatic parameter tuning in robotics (2021)Improved Algorithms for Linear Stochastic Bandits (2011)Introduction to Multi-Armed Bandits (2019)Bandit Algorithms (2020)Learning to Optimize via Posterior Sampling (2014)A unified framework for stochastic optimization (2018)Survey on Applications of Multi-Armed and Contextual Bandits (2020)Option Return Predictability with Machine Learning and Big Data (2023)
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References

  • 2016Hyperband: A Novel Bandit-Based Approach to Hyperparameter Optimization1,368 cited
  • 2003Using confidence bounds for exploitation-exploration trade-offs1,189 cited
  • 2011Multi‐Armed Bandit Allocation Indices685 cited
  • 2011Contextual Bandits with Linear Payoff Functions599 cited
  • 2004Online convex optimization in the bandit setting: gradient descent without a gradient599 cited
  • 1980Multi-Armed Bandits and the Gittins Index515 cited
  • 2009Dynamic Pricing Without Knowing the Demand Function: Risk Bounds and Near-Optimal Algorithms510 cited
  • 2011Convergence rates of efficient global optimization algorithms454 cited
  • 2010Linearly Parameterized Bandits428 cited
  • 2014Dynamic Pricing with an Unknown Demand Model: Asymptotically Optimal Semi-Myopic Policies302 cited
  • 2014Preprint repository arXiv achieves milestone million uploads302 cited
  • 2012Dynamic Pricing Under a General Parametric Choice Model275 cited
  • 2019Online Decision Making with High-Dimensional Covariates264 cited
  • 1992On the Gittins Index for Multiarmed Bandits259 cited
  • 2018Online Network Revenue Management Using Thompson Sampling243 cited

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  • 2015On the (Surprising) Sufficiency of Linear Models for Dynamic Pricing with Demand Learning225 cited
  • Cited by

    • 2023Distribution-Free Contextual Dynamic Pricing35 cited
    • 2022Bandit-based inventory optimisation: Reinforcement learning in multi-echelon supply chains18 cited
    • 2021The Nonstationary Newsvendor: Data-Driven Nonparametric Learning13 cited
    • 2024Effective Adaptive Exploration of Prices and Promotions in Choice-Based Demand Models11 cited