No-Regret Stateful Posted Pricing.
Yuval EmekShay KuttenRon LaviRad NiazadehYangguang ShiPublished in: CoRR (2020)
Keyphrases
- online learning
- lower bound
- confidence bounds
- loss function
- dynamic pricing
- worst case
- expert advice
- financial markets
- mechanism design
- weighted majority
- upper confidence bound
- optimal pricing
- distributional assumptions
- pricing model
- bandit problems
- pricing strategies
- regret bounds
- upper bound
- profit maximization
- dynamic programming