mlsanityData to 14 Oct 2026

Dynamic Pricing with Adversarially-Censored Demands

arXiv 2502.06168 ↗First posted 10 Feb 2025stat.ML cs.LG econ.EMcited by 4

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Abstract (arXiv)

We study an online dynamic pricing problem where the potential demand at each time period t=1,2,ldots, T is stochastic and dependent on the price. However, a perishable inventory is imposed at the beginning of each time t, censoring the potential demand if it exceeds the inventory level. To address this problem, we introduce a pricing algorithm based on the optimistic estimates of derivatives. We show that our algorithm achieves tildeO(√T) optimal regret even with adversarial inventory series. Our findings advance the state-of-the-art in online decision-making problems with censored feedback, offering a theoretically optimal solution against adversarial observations.

Key facts. Cited by 4 papers in the map (data through 14 Oct 2026). Builds on 20 of its 70 references that are in the map. First posted on arXiv 10 Feb 2025.

Builds on

20 of 70 references.

References · 20

  1. 2019Introduction to Online Convex Optimizationcited by 803
  2. 2014Taming the Monster: A Fast and Simple Algorithm for Contextual Banditscited by 201
  3. 2013Bandits with Knapsackscited by 164
  4. 2017Stochastic Zeroth-order Optimization in High Dimensionscited by 63
  5. 2016Dynamic Pricing in High-dimensionscited by 55
  6. 2021Policy Optimization Using Semi-parametric Models for Dynamic Pricingcited by 23
  7. 2021Logarithmic Regret in Feature-based Dynamic Pricingcited by 22
  8. 2021Distribution-free Contextual Dynamic Pricingcited by 22
  9. 2022Towards Agnostic Feature-based Dynamic Pricing: Linear Policies vs Linear Valuation with Unknown Noisecited by 21
  10. 2019Online Allocation and Pricing: Constant Regret via Bellman Inequalitiescited by 16
  11. 2019Context-Based Dynamic Pricing with Online Clusteringcited by 14
  12. 2019Incentive-aware Contextual Pricing with Non-parametric Market Noisecited by 13
8 more
  1. 2024Improved Algorithms for Contextual Dynamic Pricingcited by 11
  2. 2021On Dynamic Pricing with Covariatescited by 10
  3. 2022Doubly Fair Dynamic Pricingcited by 8
  4. 2021Fairness-aware Online Price Discrimination with Nonparametric Demand Modelscited by 7
  5. 2023Pricing with Contextual Elasticity and Heteroscedastic Valuationcited by 5
  6. 2023Utility Fairness in Contextual Dynamic Pricing with Demand Learningcited by 4
  7. 2025Online Pricing and Allocation with Demand Learning and Fulfillment Costcited by 4
  8. 2024Demand Balancing in Primal-Dual Optimization for Blind Network Revenue Managementcited by 2

Built on by

Cited by year (2026 to 14 Oct)

Citing papers per year: 2025: 1; 2026: 3.

4 papers.

  1. 2025Online Decision Making with Generative Action Setscited by 3
  2. 2026Optimal Contextual Pricing under Agnostic Non-Lipschitz Demandcited by 2
  3. 2026Learning to Allocate Resources with Censored Feedbackcited by 0
  4. 2026Optimal Nonparametric Dynamic Pricing with Censored Demand and Adversarial Inventorycited by 0