Posted Pricing and Prophet Inequalities with Inaccurate Priors.

Paul Dütting Thomas Kesselheim

Published in: EC (2019)

Keyphrases

sufficient conditions
linear inequalities
bayesian framework
financial markets
data sets
valid inequalities
planar graphs
optimal pricing
convertible bonds
prior knowledge
parametric models
prior probabilities
revenue management
distributional assumptions
learned from training data
facet defining