arXiv Machine Learning

Learning to Price with Persuasion

arXiv:2608. 16699v1 Announce Type: cross Abstract: Motivated by modern marketplaces, where the platform or the seller routinely gathers detailed user profiles, we study a novel learning theoretic model that simultaneously involves information and mechanism design.

arXiv Machine Learning
1d ago

Dynamic Pricing and Advertising with Demand Learning

arXiv:2304. 14385v4 Announce Type: replace-cross Abstract: We consider a novel pricing and advertising framework in which a seller not only sets the product price but also designs flexible advertising schemes to influence customers' valuations of the product.

By Shipra Agrawal, Yiding Feng, Wei Tang
arXiv Machine Learning
Jun 8

Learning Fair Demand Models

arXiv:2606. 06830v1 Announce Type: cross Abstract: Data-driven pricing is increasingly prevalent in sectors such as airlines, lending, insurance, and retail.

By Adam N. Elmachtoub, Hyemi Kim, Jonathan Y. Tan
arXiv Machine Learning
Jun 3

Human-in-the-Loop Contextual Bandits for Short-Term Rental Dynamic Pricing: Structural Equivalence of Historical Warm-Up and Approval-Gated Live Learning

arXiv:2606. 02595v1 Announce Type: new Abstract: Dynamic pricing in short-term rental (STR) markets presents a distinctive challenge for online learning algorithms: pricing decisions carry significant financial risk, operators require explainability, and market feedback is sparse (one booking outcome per listed night).

By Oleg Miroshnichenko
arXiv Machine Learning
6d ago

When Offline Evaluation Misleads: A Diagnostic Protocol for Reward and Policy Selection in Delayed-Feedback Contextual Bandits

arXiv:2608. 11560v1 Announce Type: new Abstract: Personalizing marketing messages with contextual multi-armed bandits (CMABs) drives real business value, yet the objective that ultimately matters - a downstream conversion - is observed only weeks later, too late to drive online learning.

By Sang Su Lee, Vineeth Loganathan, Shishir Dash, Vijay Raghavan
arXiv Machine Learning
6d ago

Diffusion-Based Data-Driven Assortment Optimization

arXiv:2608. 11419v1 Announce Type: new Abstract: Assortment optimization is a fundamental problem in revenue management, typically addressed using parametric choice models such as the multinomial logit (MNL) and its variants.

By Junyi Liao, Xiaohui Jiang, Zhengwei Tong, Ethan X. Fang, Vahid Tarokh