14 search results - page 1 / 3 » Dynamic Pricing with a Prior on Market Response |
IOR
2010
13 years 3 months ago
2010
We study a problem of dynamic pricing faced by a vendor with limited inventory, uncertain about demand, aiming to maximize expected discounted revenue over an infinite time horiz...
ATAL
2008
Springer
13 years 6 months ago
2008
Springer
This paper studies price properties in continuous double-auction markets in the presence of marketmakers, agents with special responsibilities for maintaining liquidity and orderl...
SIGECOM
2004
ACM
13 years 10 months ago
2004
ACM
I develop a new mechanism for risk allocation and information speculation called a dynamic pari-mutuel market (DPM). A DPM acts as hybrid between a pari-mutuel market and a contin...
SODA
2012
ACM
11 years 7 months ago
2012
ACM
A Nash Equilibrium is a joint strategy profile at which each agent myopically plays a best response to the other agents’ strategies, ignoring the possibility that deviating fro...
IOR
2011
12 years 11 months ago
2011
We consider a pricing problem in an environment where the customers’ willingness-to-pay (WtP) distribution may change at some point over the selling horizon. Customers arrive se...