Source-Aware Dynamic Pricing with Strategic Buyers
In modern commerce, firms and platforms typically use customer features from different sources to personalize prices: some features are verified using seller records or third-party data, while others are self-reported and may be strategically manipulated by buyers seeking lower prices. We therefore introduce a novel source-aware framework for contextual dynamic pricing with strategic buyers in a high-dimensional semiparametric setting, where buyer valuations follow a sparse linear model with an unknown noise distribution. To account for differences in manipulability across feature sources while enabling effective valuation learning, we develop the Source-Aware Localized exploration and ca...
| Authors | Jinjiang Zou, Yang Li, Zemin Zheng |
|---|---|
| Primary category | stat.ML |
| Published | 15 October 2026 |
| Last updated at source | 15 October 2026 |
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