arXiv:2607. 24115v1 Announce Type: cross Abstract: We study the contextual dynamic pricing problem under non-stationarity, where a firm sells products to $T$ sequentially arriving consumers that behave according to an unknown demand model that can change over time.
By Feiyu Jiang, Zifeng Zhao
arXiv:2512. 22749v2 Announce Type: replace Abstract: We study the pricing behavior of third-party platforms facing strategic agents.
By Rui Ai, David Simchi-Levi, Feng Zhu
arXiv:2606. 17805v1 Announce Type: new Abstract: Data acquisition is a major bottleneck for learning in real-time streams: analysts must decide on the fly which labels to purchase while respecting a rolling budget.
By Xiwen Huang, Pierre Pinson
arXiv:2606. 03736v1 Announce Type: cross Abstract: Resource-constrained pricing controllers can make fixed-price inference impossible: the controller's resource state may remove the target price neighborhood from the feasible set, even when every realized action has a known positive density.
By Ruicheng Ao, Jiashuo Jiang, David Simchi-Levi
arXiv:2604. 05845v2 Announce Type: replace-cross Abstract: Auto-bidding services optimize real-time bidding strategies for advertisers under key performance indicator (KPI) constraints such as target return on investment and budget.
By Linghui Meng, Chun Gan, Shengsheng Niu, Chengcheng Zhang, Chenchen Li, Chuan Yang, Yi Mao, Xin Zhu, Jie He, Zhangang Lin, Ching Law
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:2606. 15369v1 Announce Type: new Abstract: We study repeated bilateral trade from a fairness perspective.
By Fran\c{c}ois Bachoc, Roberto Colomboni, Emilie Kaufmann
We study repeated bilateral trade from a fairness perspective. At each round, a fresh seller-buyer pair arrives, and the platform posts a price before observing the traders' valuations.
arXiv:2605. 09448v2 Announce Type: replace Abstract: We study the operational problem of automated bidding in repeated first-price auctions under budget and return-on-spend (RoS) constraints.
By Zihao Hu, Yuxiao Wen, Yuan Yao, Jiheng Zhang, Zhengyuan Zhou
arXiv:2606. 29252v1 Announce Type: new Abstract: We study repeated bidding in multi-unit discriminatory (pay-as-bid) auctions for a single bidder with per-round utility equal to value minus $\alpha$ times payment, where $\alpha\in[0,1]$ is a cost-of-capital parameter.
By Negin Golrezaei, Sourav Sahoo
We study repeated bidding in multi-unit discriminatory (pay-as-bid) auctions for a single bidder with per-round utility equal to value minus $α$ times payment, where $α\in[0,1]$ is a cost-of-capital parameter. The bidder aims to maximize cumulative utility over $T$ rounds subject to a total budget $B$.
arXiv:2606. 05606v1 Announce Type: new Abstract: LLM post-training often relies on reinforcement learning methods that sample multiple rollouts per prompt, yet most existing approaches use a fixed rollout budget for every prompt, despite large differences in the training signal different prompts provide.
By Yiming Zong, Yige Wang, Jiashuo Jiang