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Preprint Sep 2026

Scalable Dynamic Pricing of Substitutable Products through Structure-Guided Policy Learning

Problem definition: We study dynamic pricing of substitutable products with finite, product-specific inventories. Customer substitution couples pricing decisions across products, while the inventory state makes exact dynamic programming intractable at realistic scale. Methodology / results: We develop two MNL-guided po...

Yue Su, Antoine Désir, Axel Parmentier · 0 citations

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