Introduces pessimistic and opportunistic policies for offline dynamic pricing under no price coverage via partial identification from demand monotonicity, with finite-sample regret bounds that recover standard rates when coverage exists.
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A Tale of Two Cities: Pessimism and Opportunism in Offline Dynamic Pricing
Introduces pessimistic and opportunistic policies for offline dynamic pricing under no price coverage via partial identification from demand monotonicity, with finite-sample regret bounds that recover standard rates when coverage exists.