A. Javanmard was partially supported by an Outlier Research in Business (iORB) grant from the USC Marshall School of Business, a Google Faculty Research award and the NSF CAREER award DMS-1844481.
In this work, we leverage tools from statistical learning to design a dynamic pricing policy for a setting wherein the products are described via high-dimensional features. Our policy is computationally efficient and by exploiting the structure of d…
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