Personalized Dynamic Pricing with Machine Learning: High-Dimensional Features and Heterogeneous Elasticity

Dynamic Procurement of New Products with Covariate Information: The Residual Tree Method

(2018) Gah-Yi Ban et al.   M&SOM-Manufacturing & Service Operations Management

Online Network Revenue Management Using Thompson Sampling

(2018) Kris Johnson Ferreira et al.   OPERATIONS RESEARCH

The Big Data Newsvendor: Practical Insights from Machine Learning

(2018) Gah-Yi Ban et al.   OPERATIONS RESEARCH

Chasing Demand: Learning and Earning in a Changing Environment

(2017) N. Bora Keskin et al.   MATHEMATICS OF OPERATIONS RESEARCH

Technical Note—Dynamic Pricing and Demand Learning with Limited Price Experimentation

(2017) Wang Chi Cheung et al.   OPERATIONS RESEARCH

Analytics for an Online Retailer: Demand Forecasting and Price Optimization

(2016) Kris Johnson Ferreira et al.   M&SOM-Manufacturing & Service Operations Management

Dynamic Pricing with an Unknown Demand Model: Asymptotically Optimal Semi-Myopic Policies

(2014) N. Bora Keskin et al.   OPERATIONS RESEARCH

Least squares after model selection in high-dimensional sparse models

(2013) Alexandre Belloni et al.   BERNOULLI

Simultaneously Learning and Optimizing Using Controlled Variance Pricing

(2013) Arnoud V. den Boer et al.   MANAGEMENT SCIENCE

Dynamic Pricing Under a General Parametric Choice Model

(2012) Josef Broder et al.   OPERATIONS RESEARCH

Bayesian Dynamic Pricing Policies: Learning and Earning Under a Binary Prior Distribution

(2011) J. Michael Harrison et al.   MANAGEMENT SCIENCE

Dynamic Pricing for Nonperishable Products with Demand Learning

(2009) Victor F. Araman et al.   OPERATIONS RESEARCH

Dynamic Pricing Without Knowing the Demand Function: Risk Bounds and Near-Optimal Algorithms

(2009) Omar Besbes et al.   OPERATIONS RESEARCH

Dynamic Pricing with a Prior on Market Response

(2009) Vivek F. Farias et al.   OPERATIONS RESEARCH