Yao Xie

Georgia Institute of Technology

Atlanta, GA 30332

United States

  • Georgia Institute of Technology

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Dynamic Pricing in an Evolving and Unknown Marketplace

Number of pages: 63 Posted: 06 Jun 2019
Yiwei Chen, Zheng Wen and Yao Xie
University of Cincinnati - Lindner College of Business, 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