Privacy-Preserving Dynamic Personalized Pricing with Demand Learning

@article{Chen2020PrivacyPreservingDP,
  title={Privacy-Preserving Dynamic Personalized Pricing with Demand Learning},
  author={Xi Chen and David Simchi-Levi and Yining Wang},
  journal={ArXiv},
  year={2020},
  volume={abs/2009.12920}
}
The prevalence of e-commerce has made detailed customers' personal information readily accessible to retailers, and this information has been widely used in pricing decisions. When involving personalized information, how to protect the privacy of such information becomes a critical issue in practice. In this paper, we consider a dynamic pricing problem over $T$ time periods with an \emph{unknown} demand function of posted price and personalized information. At each time $t$, the retailer… 

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