AINeutralarXiv – CS AI · 10h ago6/10
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Toward Optimal Regret in Robust Pricing: Decoupling Corruption and Time
Researchers have resolved a longstanding open problem in robust dynamic pricing by developing a binary search variant that achieves decoupled regret bounds of O(C + log T) when corruption is known and O(C + log² T) when unknown, significantly improving upon the previous O(C log log T) bound from 2025.