Toward Optimal Regret in Robust Pricing: Decoupling Corruption and Time

arXiv:2605.08290v1 Announce Type: cross Abstract: We design the first regret guarantees for robust dynamic pricing that decouple the dependence on the corruption $C$ and the time horizon $T$. In dynamic pricing, a seller with unlimited supply of a good interacts with a stream of buyers over \( T \)...