Strategic Buying Agents
arXiv:2607. 04708v1 Announce Type: cross Abstract: Agentic AI is shifting online shopping from search toward delegated purchasing, where autonomous buying agents monitor markets and decide when to buy on a consumer's behalf.
Agentic AI is shifting online shopping from search toward delegated purchasing, where autonomous buying agents monitor markets and decide when to buy on a consumer's behalf. We study the design of such strategic buying agents, which must decide when to purchase within a finite shopping window, translating price observations, the remaining time horizon, and beliefs about future price changes into a purchase policy.
arXiv:2607. 04708v1 Announce Type: cross Abstract: Agentic AI is shifting online shopping from search toward delegated purchasing, where autonomous buying agents monitor markets and decide when to buy on a consumer's behalf.
arXiv:2601. 01279v3 Announce Type: replace-cross Abstract: When competing sellers delegate pricing to a shared AI model, such as a large language model, correlated recommendations combined with performance-driven updates aggregating seller feedback raise a key question: can standard AI deployment practices inadvertently produce supracompetitive pricing?
arXiv:2512. 09850v2 Announce Type: replace Abstract: We introduce Conformal Bandits, a novel framework integrating Conformal Prediction (CP) into bandit problems, a classic paradigm for sequential decision-making under uncertainty.
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).
arXiv:2602. 17086v2 Announce Type: replace-cross Abstract: Dynamic decision-making under model uncertainty is central to many economic environments, yet existing bandit and reinforcement learning algorithms rely on the assumption of correct model specification.
arXiv:2605. 00369v4 Announce Type: replace-cross Abstract: We study how large language models can be used to generate inventory policies in online settings with non-stationary demand.
arXiv:2603. 16453v3 Announce Type: replace Abstract: Large language model (LLM) agents have made rapid progress on short-horizon, well-scoped tasks, yet their ability to sustain coherent decisions in dynamic long-horizon environments remains uncertain.
arXiv:2606. 15862v1 Announce Type: new Abstract: Large language model (LLM) agents have made rapid progress on short-horizon, well-scoped tasks, yet their ability to sustain coherent decisions in dynamic long-horizon environments remains uncertain.
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.
arXiv:2602. 05799v2 Announce Type: replace-cross Abstract: We study non-stationary single-item, periodic-review inventory control problems in which the demand distribution is unknown and may change over time.
arXiv:2608. 04832v1 Announce Type: new Abstract: Control policies optimized in simulation can perform poorly in the real system when the parameters $x$ of the simulator are estimated from limited data but the resulting parameter uncertainty is not represented inside the simulation.
arXiv:2607. 10207v1 Announce Type: cross Abstract: Data-driven optimization often requires collecting data to estimate uncertain model parameters before solving the underlying decision problem.