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Nonparametric Pricing Analytics with Customer Covariates
16 references·6 citing·36 second hop
Nonparametric Pricing Analytics with Customer Covariates (2021)Nonparametric Pricing Analytics with Cust…Online Decision Making with High-Dimensional Covariates (2019)Online Decision Making with H…Dynamic pricing and learning: Historical origins, current research, and new directions (2015)Dynamic pricing and learning:…Dynamic Pricing with an Unknown Demand Model: Asymptotically Optimal Semi-Myopic Policies (2014)Dynamic Pricing with an Unkno…Close the Gaps: A Learning-While-Doing Algorithm for Single-Product Revenue Management Problems (2014)Close the Gaps: A Learning-Wh…Simultaneously Learning and Optimizing Using Controlled Variance Pricing (2013)Simultaneously Learning and O…Dynamic Pricing Under a General Parametric Choice Model (2012)Dynamic Pricing Under a Gener…Analysis of Thompson Sampling for the multi-armed bandit problem (2011)Analysis of Thompson Sampling…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 …Dynamic Pricing for Nonperishable Products with Demand Learning (2009)Dynamic Pricing for Nonperish…Multi-armed bandits in metric spaces (2008)Multi-armed bandits in metric…The Epoch-Greedy Algorithm for Multi-armed Bandits with Side Information (2007)The Epoch-Greedy Algorithm fo…Improved Rates for the Stochastic Continuum-Armed Bandit Problem (2007)Improved Rates for the Stocha…Prediction, Learning, and Games (2006)Prediction, Learning, and Gam…Nearly Tight Bounds for the Continuum-Armed Bandit Problem (2004)Nearly Tight Bounds for the C…The Continuum-Armed Bandit Problem (1995)The Continuum-Armed Bandit Pr…Frontiers in Service Science: Data-Driven Revenue Management: The Interplay of Data, Model, and Decisions (2023)Frontiers in Service Science:…Context‐based dynamic pricing with online clustering (2022)Context‐based dynamic pricing…A Primal–Dual Learning Algorithm for Personalized Dynamic Pricing with an Inventory Constraint (2022)A Primal–Dual Learning Algori…Robust Dynamic Pricing with Demand Learning in the Presence of Outlier Customers (2020)Robust Dynamic Pricing with D…Intertemporal Pricing via Nonparametric Estimation: Integrating Reference Effects and Consumer Heterogeneity (2020)Intertemporal Pricing via Non…Dynamic Pricing with External Information and Inventory Constraint (2019)Dynamic Pricing with External…A Decision-Theoretic Generalization of On-Line Learning and an Application to Boosting (1997)Finite-time Analysis of the Multiarmed Bandit Problem (2002)Online Learning and Online Convex Optimization (2011)Online Learning and Online Convex Optimization (2012)Regret Analysis of Stochastic and Nonstochastic Multi-armed Bandit Problems (2012)Theory of games and economic behavior (2019)Multi-Armed Bandit Allocation Indices. (1990)An Empirical Evaluation of Thompson Sampling (2011)Thompson Sampling for Contextual Bandits with Linear Payoffs (2012)Learning to Optimize via Posterior Sampling (2014)Introduction to Multi-Armed Bandits (2019)Stochastic Estimation of the Maximum of a Regression Function (1952)Online convex programming and generalized infinitesimal gradient ascent (2003)Contextual Bandits with Similarity Information (2009)Interactively optimizing information retrieval systems as a dueling bandits problem (2009)UCB revisited: Improved regret bounds for the stochastic multi-armed bandit problem (2010)The Nonstochastic Multiarmed Bandit Problem (2002)Indexability of Restless Bandit Problems and Optimality of Whittle Index for Dynamic Multichannel Access (2010)Parallelizing Exploration-Exploitation Tradeoffs with Gaussian Process Bandit Optimization (2012)Safe Exploration for Optimization with Gaussian Processes (2015)Gambling in a rigged casino: The adversarial multi-armed bandit problem (2002)Parametric Bandits: The Generalized Linear Case (2010)Survey on Applications of Multi-Armed and Contextual Bandits (2020)Discrete Choice Analysis: Theory and Application to Travel Demand. (1987)Discrete choice analysis: Theory and application to travel demand (1988)Recent Developments in Dynamic Pricing Research: Multiple Products, Competition, and Limited Demand Information (2014)Non-Stationary Stochastic Optimization (2015)On the (Surprising) Sufficiency of Linear Models for Dynamic Pricing with Demand Learning (2015)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)Pricing and revenue optimization (2002)Pricing and Revenue Optimization (2005)Online Network Revenue Management Using Thompson Sampling (2018)Controlled Markov Processes and Viscosity Solutions (2005)Autonomous algorithmic collusion: Q‐learning under sequential pricing (2021)
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References

  • 2006Prediction, Learning, and Games3,176 cited
  • 2011Analysis of Thompson Sampling for the multi-armed bandit problem904 cited
  • 2009Dynamic Pricing Without Knowing the Demand Function: Risk Bounds and Near-Optimal Algorithms510 cited
  • 2015Dynamic pricing and learning: Historical origins, current research, and new directions434 cited
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  • 2014Close the Gaps: A Learning-While-Doing Algorithm for Single-Product Revenue Management Problems

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183 cited
  • 2007Improved Rates for the Stochastic Continuum-Armed Bandit Problem175 cited
  • Cited by

    • 2022Context‐based dynamic pricing with online clustering50 cited
    • 2022A Primal–Dual Learning Algorithm for Personalized Dynamic Pricing with an Inventory Constraint35 cited
    • 2023Frontiers in Service Science: Data-Driven Revenue Management: The Interplay of Data, Model, and Decisions23 cited
    • 2020Intertemporal Pricing via Nonparametric Estimation: Integrating Reference Effects and Consumer Heterogeneity21 cited
    • 2020Robust Dynamic Pricing with Demand Learning in the Presence of Outlier Customers18 cited
    • 2019Dynamic Pricing with External Information and Inventory Constraint17 cited