Dynamic Pricing

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Overview

Dynamic pricing studies how to choose prices over time when demand is uncertain or changing, and when decisions affect inventory, customer choices, or competitors. Common approaches include online bandits such as UCB, contextual and nonparametric demand learning, forecasting followed by constrained optimization, and reinforcement learning for competitive markets. Regret analysis provides guarantees for settings such as censored demand, limited inventory, and nonstationary markets, while deployed systems also combine pricing with assortment, advertising, or resource allocation. A central tension is how to learn prices that are profitable and feasible without causing unfair outcomes or encouraging supra-competitive behavior.

Latest papers

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50 papers6 papers in the last four weeks, up 20% on the four weeks before. 0.0% of all new papers.

  1. Source-Aware Dynamic Pricing with Strategic Buyers

    Oct 15, 2026Jinjiang Zou, Yang Li, Zemin ZhengDynamic Pricing

    School of Management, University of Science and Technology of China, Hefei 230026, China

  2. How language model agents reshape price competition

    Oct 15, 2026Martin Bichler, Philip Hierhager, Kassian Köck +1Algorithmic CollusionDynamic Pricing

    School of Computation, Information and Technology, Technical University of Munich, Germany.

  3. GREAT-ESDD: Graph Edge Attention Network for Effectively Steered Delivery Decisions

    Oct 10, 2026Attila Lischka, Ze Zhou, Xuegang +2Operations ResearchVehicle Routing

    Jeff · Civil and Environmental Engineering, University of Washington, Seattle, USA · Electrical Engineering, Chalmers University of Technology, Gothenburg, Sweden

  4. Marrying Pricing and Advertising with LLMs

    Oct 7, 2026Alessandro Barro, Francesco Bacchiocchi, Francesco Emanuele Stradi +1Dynamic PricingRL for Language Models

    Politecnico di Milano

  5. Learning to Price Electricity for Optimal Demand Response

    Sep 30, 2026Jing Shang, Mohammad Mehrabi, Xinyang Zhou +3Demand ResponseDynamic Pricing

    Stanford University · National Laboratory of the Rockies · Prime Coalition +1

  6. Persistent Partners Raise Prices Among Learning Agents

    Sep 28, 2026Paul-Peter Arslan, Yubin Kim, Xiao XiaoAlgorithmic CollusionMulti-Agent Systems

    Institute For Future Technologies Devinci Higher Education · Massachusetts Institute of Technology

  7. Optimal Nonparametric Dynamic Pricing with Censored Demand and Adversarial Inventory

    Sep 26, 2026Mengxiao Zhang, Yingfei Wang, Haipeng LuoDynamic PricingMinimax Regret

    University of Iowa · University of Washington · University of Southern California

  8. Learnable Randomization as Commitment Against Adaptive Optimizers

    Sep 26, 2026Zihan Deng, Chuanzhi Xu, Xiaozhen Zhong +2Policy OptimizationStackelberg Games

    The University of Hong Kong · The University of Sydney · University of Electronic Science and Technology of China +1

  9. Learning to Price and Stock Under Contextual and Censored Demand

    Sep 5, 2026Zean Han, Zezhen Ding, Jiheng ZhangDynamic PricingSupply Chain Management

    The Hong Kong University of Science and Technology

  10. Reinforcement Learning and Rule-Based Peer-to-Peer Pricing in Residential PV-BES Communities

    Sep 1, 2026Pablo Benalcazar, Maciej Kalka, Wilian Guamán +1Reinforcement LearningDynamic Pricing

    Division of Energy Economics, Mineral and Energy Economy Research Institute, Polish Academy of Sciences, Kraków, Poland · GITEA, Escuela Superior Politécnica de Chimborazo (ESPOCH), Riobamba, Ecuador

  11. Prediction-Assisted Pricing and Admission for LLM APIs with Stochastic Token Consumption

    Sep 1, 2026Patrick WongLLM ServingLearning-Augmented Algorithms

  12. Minimax-Optimal Semiparametric Contextual Dynamic Pricing with Multimodal Revenue

    Aug 4, 2026Xueping Gong, Zhuoluo Zhang, Zhaowei Miao +1Contextual BanditsDynamic Pricing

    School of Management, Xiamen University · Department of Industrial Engineering and Decision Analytics, The Hong Kong University of Science and Technology

  13. On Non-Stationary Dynamic Pricing: Adaptivity and Optimality

    Jul 27, 2026Feiyu Jiang, Zifeng ZhaoNon-Stationary BanditsDynamic Pricing

    School of Management, Fudan University · Mendoza College of Business, University of Notre Dame

  14. Counterfactual Optimal Action Trees (COAT): Interpretable Prescriptive Policies from Observational Data

    Jul 15, 2026Youssef Drissi, Markus Ettl, Shivaram Subramanian +2Decision Tree LearningDynamic Pricing

    IBM Research

  15. Optimizing ARDL Models for Retail Sales Forecasting and Fair Pricing

    Jul 10, 2026Sujay Uday RittikarTime Series ForecastingAlgorithmic Fairness

    Department of Applied Computer Science The University of Winnipeg Winnipeg, MB, Canada

  16. Quota Marketplace: Dynamic Pricing for Efficient Allocation of ML Training Resources

    Jul 9, 2026Balasubramanian Sivan, Renato Paes Leme, Mihai Tiuca +6Fair Resource AllocationDynamic Pricing

    Google · Drexel University

  17. Relational Multi-Agent Reinforcement Learning for Dynamic Pricing in High-Speed Railway Markets

    Jul 6, 2026Enrique Adrian Villarrubia-Martin, David Muñoz-Valero, Luis Rodriguez-Benitez +2Multi-Agent System OptimizationIntelligent Transportation Systems

    Department of Technologies and Information Systems, Universidad de Castilla-La Mancha, Paseo de la Universidad 4, Ciudad Real, 13071, Spain · Department of Technologies and Information Systems, Universidad de Castilla-La Mancha, Avenida Carlos III, s/n, Toledo, 45071, Spain · Warwick Manufacturing Group, University of Warwick, Gibbet Hill Road, Coventry, CV4 7AL, UK

  18. Congestion-Based Slot Pricing in a Railway Auction Game

    Jul 2, 2026Bill Roungas, Sebastiaan MeijerMechanism DesignGame-Playing Agents

    Panteion University, Athens, Greece · Institute of Communication and Computer Systems, Athens, Greece · KTH Royal Institute of Technology, Stockholm, Sweden

  19. AIGP: An LLM-Based Framework for Long-Term Value Alignment in E-Commerce Pricing

    Jun 25, 2026Chennan Ma, Yanning Zhang, Siqi Hong +3LLM AlignmentDynamic Pricing

    Taobao & Tmall Group of Alibaba Hangzhou, Zhejiang, China

  20. When Agents Meet Electric Bus Fleet Operations: Pricing Behavior, Trade-offs, and Policy Implications in an Aggregator Framework

    Jun 24, 2026Jônatas Augusto Manzolli, Ali Eslami, Luis Miranda-Moreno +1Multi-Agent OrchestrationDynamic Pricing

    Department of Civil Engineering, McGill University, Montreal, Quebec, Canada · INESC Coimbra, University of Coimbra, Coimbra, Portugal

  21. Dynamic multi-agent deep reinforcement learning-based pricing and incentivization approach in multimodal transportation networks

    Jun 22, 2026Khadidja Kadem, Mostafa Ameli, Carlos Lima Azevedo +2Multi-Agent CoordinationIntelligent Transportation Systems

    aCOSYS-GRETTIA, Univ Gustave Eiffel, Marne-la-Vallée, France · bDepartment of Electrical Engineering and Computer Sciences, University of California, Berkeley, Berkeley, USA · cDepartment of Technology, Management and Economics, Technical University of Denmark, Denmark

  22. Public transit gains and spatially uneven travel demand changes after NYC congestion pricing

    Jun 16, 2026Donghang Li, Dingyi Zhuang, Yunlin Li +5Counterfactual EvaluationCausal Effect Estimation

    Department of Civil and Environmental Engineering, Massachusetts Institute of Technology, Cambridge, MA, USA · Department of Urban Studies and Planning, Massachusetts Institute of Technology, Cambridge, MA, USA · Center for Computational Science and Engineering, Massachusetts Institute of Technology, Cambridge, MA, USA +4

  23. LLM-Powered Virtual Population for Demand Simulation and Pricing

    Jun 15, 2026Chengpiao Huang, Kaizheng WangUser ModelingDynamic Pricing

    Department of Industrial Engineering and Operations Research, Columbia University. · Department of Industrial Engineering and Operations Research and Data Science Institute, Columbia University.

  24. High-Frequency Pricing at Scale for E-Commerce

    Jun 11, 2026Stefan Birr, Tobias Huelden, Mones Raslan +7E-CommerceDynamic Pricing

    Zalando SE∗ · Zalando SE · Databricks†

  25. Learning Fair Demand Models

    Jun 5, 2026Adam N. Elmachtoub, Hyemi Kim, Jonathan Y. TanGroup FairnessDynamic Pricing

    Department of Industrial Engineering and Operations Research and Data Science Institute, Columbia University, New York, NY 10027 · Department of Industrial Engineering and Operations Research, Columbia University, New York, NY 10027

  26. Oblivious Learning and Collusive Pricing

    Jun 3, 2026Yuhang Wu, Assaf ZeeviExploration-Exploitation TradeoffGame Theory

    Columbia Business School

  27. Resource-Constrained Adaptive Inference for Sequential Pricing

    Jun 2, 2026Ruicheng Ao, Jiashuo Jiang, David Simchi-LeviAdaptive InferenceCost-Aware Inference

    Institute for Data, Systems, and Society, Massachusetts Institute of Technology, Cambridge, MA 02139 · Department of Industrial Engineering and Decision Analytics, Hong Kong University of Science and Technology, Hong Kong · Department of Civil and Environmental Engineering and Operations Research Center, Massachusetts Institute of Technology, Cambridge, MA 02139

  28. Human-in-the-Loop Contextual Bandits for Short-Term Rental Dynamic Pricing: Structural Equivalence of Historical Warm-Up and Approval-Gated Live Learning

    May 22, 2026Oleg MiroshnichenkoContextual BanditsDynamic Pricing

  29. Support-aware offline policy selection for advertising marketplaces

    May 20, 2026Prashant Shekhar, Caroline HowardOff-Policy EvaluationOnline Advertising

    Department of Mathematics Embry-Riddle Aeronautical University, Daytona Beach, FL, USA

  30. Nonparametric Learning and Earning with One-Point Feedback under Nonstationarity

    May 20, 2026Xiangyu Yang, Feng Xu, Jian-Qiang Hu +1Non-Stationary BanditsDynamic Pricing

    School of Management, Shandong University · School of Management, Fudan University · Department of Applied Mathematics and Statistics, Stony Brook University