A semi-parametric least-squares dynamic pricing policy under s-concave demands for multi-seller competition achieves O(T^{-1/7}) convergence to Nash prices and O(T^{5/7}) regret.
L.3.2 s-CONCAVE CDF S AND SURVIVAL FUNCTIONS Let F be a CDF and ¯F = 1 − F its survival function, and let f = F ′
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Revenue Maximization Under Sequential Price Competition Via The Estimation Of s-Concave Demand Functions
A semi-parametric least-squares dynamic pricing policy under s-concave demands for multi-seller competition achieves O(T^{-1/7}) convergence to Nash prices and O(T^{5/7}) regret.