Pangpang Liu, Zhuoran Yang, Zhaoran Wang, Will Wei Sun
TL;DR个性化定价策略探讨了与策略性购买者的上下文动态定价问题，并提出了一个战略动态定价策略，该策略能够最大化卖方的累积收入，并能同时估计估值参数和成本参数，从而达到 O (sqrt (T)) 的遗憾上界。
Abstract
personalized pricing, which involves tailoring prices based on individual
characteristics, is commonly used by firms to implement a consumer-specific
pricing policy. In this process, buyers can also strategically manipulate their
feature data to obtain a lower price, incurring certain
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。