A shape-constrained dynamic pricing algorithm estimates the noise distribution via isotonic regression, achieving a ~O(T^{nu} d^{alpha/(alpha+2)}) regret bound under Holder continuity.
20 Published in Transactions on Machine Learning Research (04/2025) A.4 Proof of Lemma 4.11 Let nk =|Ik| and~nk =|~Ik| and t∈E′ k
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Dynamic Pricing in the Linear Valuation Model using Shape Constraints
A shape-constrained dynamic pricing algorithm estimates the noise distribution via isotonic regression, achieving a ~O(T^{nu} d^{alpha/(alpha+2)}) regret bound under Holder continuity.