Learning to Price Against a Moving Target

           Renato Paes Leme 1 Balasubramanian Sivan 1 Yifeng Teng 2 Pratik Worah 1

              Abstract               parametric noise (Shah et al., 2019; Krishnamurthy et al.,
                                2020). All those models are stationary in the sense that the
    In the Learning to Price setting, a seller posts    buyer’s model is i.i.d. across time. The exceptions to this
    prices over time with the goal of maximizing rev-    are algorit ...