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Hauptverfasser: Lykouris, Thodoris, Nietert, Sloan, Okoroafor, Princewill, Podimata, Chara, Zimmert, Julian
Format: Preprint
Veröffentlicht: 2025
Schlagworte:
Online-Zugang:https://arxiv.org/abs/2512.09513
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author Lykouris, Thodoris
Nietert, Sloan
Okoroafor, Princewill
Podimata, Chara
Zimmert, Julian
author_facet Lykouris, Thodoris
Nietert, Sloan
Okoroafor, Princewill
Podimata, Chara
Zimmert, Julian
contents We initiate the study of contextual dynamic pricing with a heterogeneous population of buyers, where a seller repeatedly posts prices (over $T$ rounds) that depend on the observable $d$-dimensional context and receives binary purchase feedback. Unlike prior work assuming homogeneous buyer types, in our setting the buyer's valuation type is drawn from an unknown distribution with finite support size $K_{\star}$. We develop a contextual pricing algorithm based on optimistic posterior sampling with regret $\widetilde{O}(K_{\star}\sqrt{dT})$, which we prove to be tight in $d$ and $T$ up to logarithmic terms. Finally, we refine our analysis for the non-contextual pricing case, proposing a variance-aware zooming algorithm that achieves the optimal dependence on $K_{\star}$.
format Preprint
id arxiv_https___arxiv_org_abs_2512_09513
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Contextual Dynamic Pricing with Heterogeneous Buyers
Lykouris, Thodoris
Nietert, Sloan
Okoroafor, Princewill
Podimata, Chara
Zimmert, Julian
Machine Learning
We initiate the study of contextual dynamic pricing with a heterogeneous population of buyers, where a seller repeatedly posts prices (over $T$ rounds) that depend on the observable $d$-dimensional context and receives binary purchase feedback. Unlike prior work assuming homogeneous buyer types, in our setting the buyer's valuation type is drawn from an unknown distribution with finite support size $K_{\star}$. We develop a contextual pricing algorithm based on optimistic posterior sampling with regret $\widetilde{O}(K_{\star}\sqrt{dT})$, which we prove to be tight in $d$ and $T$ up to logarithmic terms. Finally, we refine our analysis for the non-contextual pricing case, proposing a variance-aware zooming algorithm that achieves the optimal dependence on $K_{\star}$.
title Contextual Dynamic Pricing with Heterogeneous Buyers
topic Machine Learning
url https://arxiv.org/abs/2512.09513