We study the problem of learning shared structure across a sequence of dynamic pricing experiments for related products. We consider a practical formulation where the unknown demand parameters for each product come from an unknown distribution (prior) that is shared across products. We then...

We study learning in a dynamic setting where identical copies of a good are sold over time through a sequence of second price auctions. Each agent in the market has an 'unknown' independent private valuation which determines the distribution of the reward she obtains from the good; for example,...