contextual dynamic pricing aims to set personalized prices based on
sequential interactions with customers. At each time period, a customer who is
interested in purchasing a product comes to the platform. The customer's
valuation for the product is a linear function of contexts, includ
我们研究了一种在线上下文动态定价问题，介绍了一种以特征为基础的价格弹性建模方法，提出了一种高效的算法 “Pricing with Perturbation (PwP)”，并证明了其在任意敌对背景输入序列下的最佳性及相应的复杂度。该研究结果揭示了上下文弹性与异方差性估价之间的关系，为有效和实用的定价策略提供了启示。