arXiv stat.ML
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Minimax-Optimal Semiparametric Contextual Dynamic Pricing with Multimodal Revenue
arXiv:2608.03142v1 Announce Type: new Abstract: We study contextual dynamic pricing with arbitrary covariate sequences and bounded, possibly nonbinary purchase quantities. Demand follows a semiparametric surplus-index model with an unknown linear valuation parameter and an unknown H"older-smooth response. We impose ne