Toward Optimal Regret in Robust Pricing: Decoupling Corruption and Time
We design the first regret guarantees for robust dynamic pricing that decouple the dependence on the corruption $C$ and the time horizon $T$. In dynamic pricing, a seller with unlimited supply of a good interacts with a stream of buyers over \( T \) rounds, with the goal of maximizing revenue. At each round $t$, the seller posts a price $p_t$, and the buyer purchases the good only if their unknown valuation $v^\star$ exceeds this price. The seller observes only the binary feedback $\mathbb{I} \left\{ p_t \leq v^\star \right\}$, indicating whether a sale occurred. In the \emph{robust} pricing setting, a malicious adversary is allowed to corrupt this feedback in at most $C$ rounds. Even if ...
| Authors | Kalana Kalupahana, Francesco Emanuele Stradi, Matteo Castiglioni et al. |
|---|---|
| Primary category | cs.LG |
| Published | 8 May 2026 |
| Last updated at source | 8 May 2026 |
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