Harnessing Unimodality in Semiparametric Contextual Pricing via Oracle Price Map Learning
arXiv:2605.15411v1 Announce Type: new Abstract: We study contextual dynamic pricing in a semiparametric scalar-index valuation model where the latent value is $v_t=mu_ast(mathsf c_t)+xi_t$, with an unknown utility map $mu_ast$ and an unknown additive noise distribution. The key decision object is the one-dimensional oracle price map $umapsto p^ast(u)$ induced by the scalar index $u=mu_ast(mathsf c)$ and the noise tail. Under the $beta$-H”older smoothness of the tail function for $betageq 2$ and a revenue-geometry condition that gives a unique, stable, […]