Optimal Semiparametric Dynamic Pricing with Feature Diversity (opens in new tab)

We study contextual dynamic pricing under a semiparametric demand model in which the purchase probability is $1-F(p-m(\mathbf{x}))$, where $m(\mathbf{x})$ captures mean utility as a function of product features and buyer covariates, and $F$ is an unknown market-noise distribution. Existing methods either incur suboptimal regret or rely on restrictive structural assumptions. We propose a stagewise greedy pricing algorithm that iteratively refines...