Learning to Price Against a Moving Target
Renato Paes Leme 1 Balasubramanian Sivan 1 Yifeng Teng 2 Pratik Worah 1
Abstract parametric noise (Shah et al., 2019; Krishnamurthy et al.,
2020). All those models are stationary in the sense that the
In the Learning to Price setting, a seller posts buyer’s model is i.i.d. across time. The exceptions to this
prices over time with the goal of maximizing rev- are algorit ...


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