{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2025,6,19]],"date-time":"2025-06-19T04:08:30Z","timestamp":1750306110863,"version":"3.41.0"},"reference-count":10,"publisher":"Association for Computing Machinery (ACM)","issue":"2","license":[{"start":{"date-parts":[[2017,2,24]],"date-time":"2017-02-24T00:00:00Z","timestamp":1487894400000},"content-version":"vor","delay-in-days":0,"URL":"https:\/\/www.acm.org\/publications\/policies\/copyright_policy#Background"}],"content-domain":{"domain":["dl.acm.org"],"crossmark-restriction":true},"short-container-title":["SIGecom Exch."],"published-print":{"date-parts":[[2017,2,24]]},"abstract":"<jats:p>\n            We study the dynamic pricing problem faced by a firm selling differentiated products. At each period, the firm receives a new product, which is described by a vector of features. The firm needs to choose prices, but it does not know a priori the market value of the different features. We first consider an algorithm that we call P\n            <jats:sc>olytope<\/jats:sc>\n            P\n            <jats:sc>ricing<\/jats:sc>\n            , but prove that it incurs worst-case regret that scales exponentially in the dimensionality of the feature space. We then consider a closely related algorithm, E\n            <jats:sc>llipsoid<\/jats:sc>\n            P\n            <jats:sc>ricing<\/jats:sc>\n            , and show it incurs low regret with regards to both the time horizon and the dimensionality of the feature space. For more details, we refer the reader to our full paper.\n          <\/jats:p>","DOI":"10.1145\/3055589.3055595","type":"journal-article","created":{"date-parts":[[2017,2,27]],"date-time":"2017-02-27T13:06:52Z","timestamp":1488200812000},"page":"40-44","update-policy":"https:\/\/doi.org\/10.1145\/crossmark-policy","source":"Crossref","is-referenced-by-count":0,"title":["Ellipsoids for contextual dynamic pricing"],"prefix":"10.1145","volume":"15","author":[{"given":"Maxime C.","family":"Cohen","sequence":"first","affiliation":[{"name":"New York University"}],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Ilan","family":"Lobel","sequence":"additional","affiliation":[{"name":"New York University"}],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Renato Paes","family":"Leme","sequence":"additional","affiliation":[{"name":"Google Research NYC"}],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"320","published-online":{"date-parts":[[2017,2,24]]},"reference":[{"volume-title":"Proceedings of ICML.","author":"Agarwal A.","key":"e_1_2_1_1_1","unstructured":"Agarwal , A. , Hsu , D. , Kale , S. , Langford , J. , Li , L. , and Schapire , R. E . 2014. Taming the monster: A fast and simple algorithm for contextual bandits . In Proceedings of ICML. Agarwal, A., Hsu, D., Kale, S., Langford, J., Li, L., and Schapire, R. E. 2014. Taming the monster: A fast and simple algorithm for contextual bandits. In Proceedings of ICML."},{"volume-title":"Proceedings of NIPS. 622--630","author":"Amin K.","key":"e_1_2_1_2_1","unstructured":"Amin , K. , Rostamizadeh , A. , and Syed , U . 2014. Repeated contextual auctions with strategic buyers . In Proceedings of NIPS. 622--630 . Amin, K., Rostamizadeh, A., and Syed, U. 2014. Repeated contextual auctions with strategic buyers. In Proceedings of NIPS. 622--630."},{"key":"e_1_2_1_3_1","doi-asserted-by":"publisher","DOI":"10.5555\/944919.944941"},{"key":"e_1_2_1_4_1","doi-asserted-by":"crossref","unstructured":"Cohen M. Lobel I. and Leme R. P. 2016. Feature-based dynamic pricing. Working paper New York University.  Cohen M. Lobel I. and Leme R. P. 2016. Feature-based dynamic pricing. Working paper New York University.","DOI":"10.1145\/2940716.2940728"},{"key":"e_1_2_1_5_1","doi-asserted-by":"crossref","unstructured":"Javanmard A. and Nazerzadeh H. 2016. Dynamic pricing in high-dimensions. Working paper University of Southern California.  Javanmard A. and Nazerzadeh H. 2016. Dynamic pricing in high-dimensions. Working paper University of Southern California.","DOI":"10.2139\/ssrn.2855843"},{"key":"e_1_2_1_6_1","first-page":"1093","article-title":"A polynomial algorithm in linear programming","volume":"244","author":"Khachiyan L. G.","year":"1979","unstructured":"Khachiyan , L. G. 1979 . A polynomial algorithm in linear programming . Doklady Akademii Nauk SSSR 244 , 1093 -- 1096 . Khachiyan, L. G. 1979. A polynomial algorithm in linear programming. Doklady Akademii Nauk SSSR 244, 1093--1096.","journal-title":"Doklady Akademii Nauk SSSR"},{"volume-title":"Proceedings of FOCS. 594--605","author":"Kleinberg R.","key":"e_1_2_1_7_1","unstructured":"Kleinberg , R. and Leighton , T . 2003. The value of knowing a demand curve: Bounds on regret for online posted-price auctions . In Proceedings of FOCS. 594--605 . Kleinberg, R. and Leighton, T. 2003. The value of knowing a demand curve: Bounds on regret for online posted-price auctions. In Proceedings of FOCS. 594--605."},{"key":"e_1_2_1_8_1","doi-asserted-by":"crossref","unstructured":"Lobel I. Leme R. P. and Vladu A. 2016. Multidimensional binary search for contextual decision-making. Working paper New York University.  Lobel I. Leme R. P. and Vladu A. 2016. Multidimensional binary search for contextual decision-making. Working paper New York University.","DOI":"10.1145\/3033274.3085100"},{"key":"e_1_2_1_9_1","doi-asserted-by":"crossref","unstructured":"Qiang S. and Bayati M. 2016. Dynamic pricing with demand covariates. Working Paper Stanford University.  Qiang S. and Bayati M. 2016. Dynamic pricing with demand covariates. Working Paper Stanford University.","DOI":"10.2139\/ssrn.2765257"},{"volume-title":"The Algebraic Eigenvalue Problem","author":"Wilkinson J. H.","key":"e_1_2_1_10_1","unstructured":"Wilkinson , J. H. 1965. The Algebraic Eigenvalue Problem . Vol. 87 . Clarendon Press Oxford . Wilkinson, J. H. 1965. The Algebraic Eigenvalue Problem. Vol. 87. Clarendon Press Oxford."}],"container-title":["ACM SIGecom Exchanges"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/dl.acm.org\/doi\/10.1145\/3055589.3055595","content-type":"unspecified","content-version":"vor","intended-application":"text-mining"},{"URL":"https:\/\/dl.acm.org\/doi\/pdf\/10.1145\/3055589.3055595","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2025,6,18]],"date-time":"2025-06-18T03:36:20Z","timestamp":1750217780000},"score":1,"resource":{"primary":{"URL":"https:\/\/dl.acm.org\/doi\/10.1145\/3055589.3055595"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2017,2,24]]},"references-count":10,"journal-issue":{"issue":"2","published-print":{"date-parts":[[2017,2,24]]}},"alternative-id":["10.1145\/3055589.3055595"],"URL":"https:\/\/doi.org\/10.1145\/3055589.3055595","relation":{},"ISSN":["1551-9031"],"issn-type":[{"type":"electronic","value":"1551-9031"}],"subject":[],"published":{"date-parts":[[2017,2,24]]},"assertion":[{"value":"2017-02-24","order":2,"name":"published","label":"Published","group":{"name":"publication_history","label":"Publication History"}}]}}