• Corpus ID: 237513897

Distribution-free Contextual Dynamic Pricing

  title={Distribution-free Contextual Dynamic Pricing},
  author={Yiyun Luo and Will Wei Sun and Yufeng Liu},
  • Yiyun Luo, W. Sun, Yufeng Liu
  • Published 15 September 2021
  • Mathematics, Computer Science
  • ArXiv
Contextual dynamic pricing aims to set personalized prices based on sequential interactions with customers. At each time period, a customer who is interested in purchasing a product comes to the platform. The customer’s valuation for the product is a linear function of contexts, including product and customer features, plus some random market noise. The seller does not observe the customer’s true valuation, but instead needs to learn the valuation by leveraging contextual information and… 
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