We study a family of stylized dynamic assortment planning problems, where for each arriving customer, the seller offers an assortment of substitutable products and customer makes the purchase among offered products according to a discrete choice model. This paper considers two popular choice...

This paper studies the dynamic pricing problem under model mis-specifi cation settings. To characterize the model mis-specification, we extend the "eps-contamination model | the most fundamental model in robust statistics and machine learning, to the online setting. In particular, for a selling...

The prevalence of e-commerce has made detailed customers’ personal information readily accessible to retailers, and this information has been widely used in pricing decisions. When involving personalized information, how to protect the privacy of such information becomes a critical issue in...

We consider a non-stationary sequential stochastic optimization problem, in which the underlying cost functions change over time under a variation budget constraint. We propose an $L_{p,q}$-variation functional to quantify the change, which yields less variation for dynamic function sequences...