• Corpus ID: 245650925

Online Regularization towards Always-Valid High-Dimensional Dynamic Pricing

  title={Online Regularization towards Always-Valid High-Dimensional Dynamic Pricing},
  author={ChiHua Wang and Zhanyu Wang and Will Wei Sun and Guang Cheng},
Devising dynamic pricing policy with always valid online statistical learning procedure is an important and as yet unresolved problem. Most existing dynamic pricing policy, which focus on the faithfulness of adopted customer choice models, exhibit a limited capability for adapting the online uncertainty of learned statistical model during pricing process. In this paper, we propose a novel approach for designing dynamic pricing policy based regularized online statistical learning with… 

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