Zheng Wen

Adobe Research

321 Park Avenue

San Jose, CA 95113

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Dynamic Pricing in an Evolving and Unknown Marketplace

Number of pages: 74 Posted: 06 Jun 2019 Last Revised: 26 Jul 2021
Yiwei Chen, Zheng Wen and Yao Xie
Temple University - Fox School of Business and Management, Adobe Research and Georgia Institute of Technology
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Abstract:

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revenue management, dynamic pricing, online learning, multi-armed bandit, change-point detection, asymptotic optimality