From Confounding to Learning: Dynamic Service Fee Pricing on Third-Party Platforms
arXiv:2512. 22749v2 Announce Type: replace Abstract: We study the pricing behavior of third-party platforms facing strategic agents.
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.
arXiv:2512. 22749v2 Announce Type: replace Abstract: We study the pricing behavior of third-party platforms facing strategic agents.
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.
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.
arXiv:2608. 03142v1 Announce Type: cross Abstract: We study contextual dynamic pricing with arbitrary covariate sequences and bounded, possibly nonbinary purchase quantities.
arXiv:2607. 23987v1 Announce Type: cross Abstract: We study streaming federated learning with limited client memory, where newly generated training data incur time-varying sampling costs and must be selectively admitted and retained over time.
arXiv:2607. 17632v1 Announce Type: cross Abstract: Time series data play a pivotal role across numerous domains, including healthcare and manufacturing.
We study streaming federated learning with limited client memory, where newly generated training data incur time-varying sampling costs and must be selectively admitted and retained over time. We consider a joint server-side admission and client-side memory-management framework with the objective of minimizing the cumulative excess population risk under a sampling-cost budget and buffer constraints.
arXiv:2607. 01171v1 Announce Type: new Abstract: Sample-based generative models are increasingly used for probabilistic forecasting in high-stakes decision settings, yet their training objectives are blind to the decision maker's cost structure.
arXiv:2501. 18049v3 Announce Type: replace Abstract: We study online learning for a seller that jointly chooses per-period inventory positions and a uniform price, then fulfills realized demand through a downstream allocation.
arXiv:2606. 24955v1 Announce Type: new Abstract: Power forecasting models deployed in real-world energy markets must operate under nonstationary conditions, where data distributions continually evolve due to weather variability, infrastructure upgrades, and changing consumption behaviors.
arXiv:2405. 08921v2 Announce Type: replace Abstract: We focus on the online-based active learning (OAL) setting where an agent operates over a stream of observations and trades-off between the costly acquisition of information (labelled observations) and the cost of prediction errors.
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).