基于多臂赌博机实验的不完全信息动态在线定价

Dynamic Online Pricing with Incomplete Information Using Multiarmed Bandit Experiments

Marketing Science · 2019
被引 177 · 同刊同年前 7%
FT 50UTD 24ABS 4★

中文导读

提出一种将多臂赌博机算法与微观经济选择理论结合的动态定价实验策略,用于在不完全信息下优化在线定价。

Abstract

We propose an alternative dynamic price experimentation policy that extends multiarmed bandit (MAB) algorithms from statistical machine learning to include microeconomic choice theory.

动态定价多臂赌博机微观经济学机器学习实验经济学