Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Incentive-aware Contextual Pricing with Non-parametric Market Noise   We consider a dynamic pricing problem for repeated contextual second-price
auctions with strategic buyers whose goals are to maximize their long-term time
discounted utility. The seller has very limited information about buyers'
overall demand curves, which depends on $d$-dimensional context vectors
characterizing auctioned items, and a non-parametric market noise distribution
that captures buyers' idiosyncratic tastes. The noise distribution and the
relationship between the context vectors and buyers' demand curves are both
unknown to the seller. We focus on designing the seller's learning policy to
set contextual reserve prices where the seller's goal is to minimize his regret
for revenue. We first propose a pricing policy when buyers are truthful and
show that it achieves a $T$-period regret bound of
$\tilde{\mathcal{O}}(\sqrt{dT})$ against a clairvoyant policy that has full
information of the buyers' demand. Next, under the setting where buyers bid
strategically to maximize their long-term discounted utility, we develop a
variant of our first policy that is robust to strategic (corrupted) bids. This
policy incorporates randomized "isolation" periods, during which a buyer is
randomly chosen to solely participate in the auction. We show that this design
allows the seller to control the number of periods in which buyers
significantly corrupt their bids. Because of this nice property, our robust
policy enjoys a $T$-period regret of $\tilde{\mathcal{O}}(\sqrt{dT})$, matching
that under the truthful setting up to a constant factor that depends on the
utility discount factor.

11
The categories of this paper are: hep-lat
21
The categories of this paper are: adap-org
3
The categories of this paper are: physics
24
The categories of this paper are: dg-ga
6
The categories of this paper are: astro-ph
8
The categories of this paper are: hep-ex
30
The categories of this paper are: q-alg
12
The categories of this paper are: nucl-th
13
The categories of this paper are: quant-ph
5
The categories of this paper are: gr-qc
19
The categories of this paper are: eess
36
The categories of this paper are: cmp-lg
32
The categories of this paper are: atom-ph
35
The categories of this paper are: mtrl-th
26
The categories of this paper are: bayes-an
34
The categories of this paper are: chem-ph