mirror of
https://github.com/velocitatem/PHANTOM.git
synced 2026-05-31 16:43:36 +00:00
Paper lit review (#45)
* chore: updating apa citation and fixing citation in-text and parent * fixing in lit review * adjusting citations and improving schema * chore: fixed formating and adjusting other components * refined abstract * one page fitting * constrainative proposals * fix: syntax of transtion probs * refined lit review and soruces * research Objectives * adding logo graphics * chore: fixing citation completeness * updating with newly built algoerith * lit review document setup
This commit is contained in:
committed by
GitHub
parent
a9d73ccce5
commit
b5f19e04b7
@@ -26,7 +26,7 @@
|
||||
file = {PDF:/home/velocitatem/Zotero/storage/Q7J5EBEJ/3447815.pdf:application/pdf},
|
||||
}
|
||||
|
||||
@phdthesis{salassa_politecnico_nodate,
|
||||
@phdthesis{salassa_politecnico_2024,
|
||||
title = {Politecnico di {Torino} {Algorithmic} {Pricing} in the digital age "{Ethical} considerations on its economic and social implications, and an analysis of possible solutions to overcome its critical issues" {Tutor}: {Candidate}},
|
||||
abstract = {Algorithmic pricing is an emerging business practice that uses computational algorithms to determine
|
||||
the prices of products and services based on a number of dynamic factors. The aim of this thesis is to
|
||||
@@ -50,6 +50,8 @@ laws, for fair and non-discriminatory use.},
|
||||
urldate = {2025-11-12},
|
||||
school = {Politecnico di Torino},
|
||||
author = {Salassa, Fabio and Pautassi, Paolo},
|
||||
month = apr,
|
||||
year = {2024},
|
||||
file = {PDF:/home/velocitatem/Zotero/storage/L95WYQ8B/m-api-06aad998-d926-0d59-5593-82fdce5a678b.pdf:application/pdf},
|
||||
}
|
||||
|
||||
@@ -62,11 +64,12 @@ laws, for fair and non-discriminatory use.},
|
||||
file = {PDF:/home/velocitatem/Zotero/storage/IZD3C5SR/m-api-26f6207c-cc89-4aed-29b6-34629f18fe9b.pdf:application/pdf},
|
||||
}
|
||||
|
||||
@article{shahidi_coasean_nodate,
|
||||
@article{shahidi_coasean_2025,
|
||||
title = {The {Coasean} {Singularity}? {Demand}, {Supply}, and {Market} {Design} with {AI} {Agents}},
|
||||
abstract = {AI agents—autonomous systems that perceive, reason, and act on behalf of human principals—are poised to transform digital markets by dramatically reducing transaction costs. This chapter evaluates the economic implications of this transition, adopting a consumeroriented view of agents as market participants that can search, negotiate, and transact directly. From the demand side, agent adoption reflects derived demand: users trade off decision quality against effort reduction, with outcomes mediated by agent capability and task context. On the supply side, firms will design, integrate, and monetize agents, with outcomes hinging on whether agents operate within or across platforms. At the market level, agents create efficiency gains from lower search, communication, and contracting costs, but also introduce frictions such as congestion and price obfuscation. By lowering the costs of preference elicitation, contract enforcement, and identity verification, agents expand the feasible set of market designs but also raise novel regulatory challenges. While the net welfare effects remain an empirical question, the rapid onset of AI-mediated transactions presents a unique opportunity for economic research to inform real-world policy and market design.},
|
||||
language = {en},
|
||||
author = {Shahidi, Peyman and Rusak, Gili and Manning, Benjamin S and Fradkin, Andrey and Horton, John J},
|
||||
year = {2025},
|
||||
file = {PDF:/home/velocitatem/Zotero/storage/TQCAPJDP/Shahidi et al. - The Coasean Singularity Demand, Supply, and Market Design with AI Agents.pdf:application/pdf},
|
||||
}
|
||||
|
||||
@@ -84,10 +87,14 @@ laws, for fair and non-discriminatory use.},
|
||||
file = {PDF:/home/velocitatem/Zotero/storage/ZLJQ4DQ9/Byrnes - 2025 - Intro to Brain-Like-AGI Safety.pdf:application/pdf},
|
||||
}
|
||||
|
||||
@article{shannon_mathematical_nodate,
|
||||
@article{shannon_mathematical_1948,
|
||||
title = {A {Mathematical} {Theory} of {Communication}},
|
||||
volume = {27},
|
||||
language = {en},
|
||||
journal = {Bell System Technical Journal},
|
||||
author = {Shannon, C E},
|
||||
month = oct,
|
||||
year = {1948},
|
||||
file = {PDF:/home/velocitatem/Zotero/storage/FJRFRWK2/Shannon - A Mathematical Theory of Communication.pdf:application/pdf},
|
||||
}
|
||||
|
||||
@@ -96,11 +103,13 @@ laws, for fair and non-discriminatory use.},
|
||||
file = {PDF:/home/velocitatem/Zotero/storage/D3QRGY9Z/order_stats.pdf:application/pdf},
|
||||
}
|
||||
|
||||
@article{devine_nonlinear_nodate,
|
||||
@article{devine_nonlinear_2017,
|
||||
title = {Nonlinear {Pricing} with {Costly} {Information} {Acquisition}},
|
||||
abstract = {This paper examines a nonlinear pricing model where the firm can choose to acquire costly information prior to offering contract menus to consumers; such as paying a consultant or investing in machine learning technologies. Information provides the firm with a signal about consumers types, whose accuracy increases as the firm acquires larger amounts of information. We show that the firm chooses to acquire information, only if it can purchase a sufficient amount that could alter its initial prior beliefs. Relative to standard settings where firms cannot acquire information, we identify how information acquisition changes optimal contract offers, equilibrium profits, information rents, and welfare. A better-informed firm increases its expected profits, but it can also increase expected utility when the cost of information is intermediate. Our results recommend balanced online privacy laws.},
|
||||
language = {en},
|
||||
author = {Devine, Brett R and Munoz-Garcia, Felix},
|
||||
month = nov,
|
||||
year = {2017},
|
||||
file = {PDF:/home/velocitatem/Zotero/storage/GQ28KVBF/Devine and Munoz-Garcia - Nonlinear Pricing with Costly Information Acquisition.pdf:application/pdf},
|
||||
}
|
||||
|
||||
@@ -202,10 +211,11 @@ laws, for fair and non-discriminatory use.},
|
||||
file = {PDF:/home/velocitatem/Zotero/storage/U7A5Q78V/Karten et al. - 2025 - LLM Economist Large Population Models and Mechanism Design in Multi-Agent Generative Simulacra.pdf:application/pdf},
|
||||
}
|
||||
|
||||
@techreport{mullapudi_reinforcement_nodate,
|
||||
@techreport{mullapudi_reinforcement_2025,
|
||||
title = {A {Reinforcement} {Learning} {Approach} to {Dynamic} {Pricing}},
|
||||
abstract = {Dynamic pricing represents a critical strategic challenge in modern e-commerce, where firms must navigate fluctuating demand, inventory constraints, and aggressive competitor actions. Traditional static and heuristic-based pricing models often fail to capture the complex, non-linear dynamics of competitive digital markets, leading to suboptimal profitability. This paper proposes a model-free reinforcement learning (RL) framework to address this challenge. Specifically, we design, implement, and evaluate a Q-learning agent capable of learning an optimal, state-dependent pricing policy. The agent is trained and evaluated within a simulated market environment constructed from the publicly available "Retail Price Optimization" dataset from Kaggle, which provides a rich feature set including historical sales, product characteristics, seasonality, and, crucially, competitor pricing data. The problem is formulated as a Markov Decision Process (MDP), where the agent's state incorporates its price position relative to competitors, competitor price trends, and seasonal factors. The agent's performance is benchmarked against three baseline strategies: static pricing, a reactive "follow-the-leader" heuristic, and random pricing. The results demonstrate that the Q-learning agent achieves a substantial increase in total cumulative profit over the evaluation period, outperforming all baselines by learning a nuanced policy that strategically balances price adjustments in response to market conditions. This work provides a practical and reproducible blueprint for applying reinforcement learning to optimize pricing decisions in a simulated yet realistic competitive retail environment, highlighting the potential of RL to automate complex strategic decision-making.},
|
||||
author = {Mullapudi, Pavan},
|
||||
year = {2025},
|
||||
note = {Publication Title: International Journal on Science and Technology (IJSAT) IJSAT25049558
|
||||
Volume: 16
|
||||
Issue: 4},
|
||||
@@ -294,10 +304,11 @@ Issue: 4},
|
||||
file = {PDF:/home/velocitatem/Zotero/storage/S8635QX6/varian95a.pdf:application/pdf},
|
||||
}
|
||||
|
||||
@book{russell_artificial_nodate,
|
||||
@book{russell_artificial_2021,
|
||||
title = {Artificial {Intelligence} {A} {Modern} {Approach} {Fourth} {Edition} {Global} {Edition}},
|
||||
isbn = {978-1-292-40117-1},
|
||||
author = {Russell, Stuart and Norvig, Peter},
|
||||
year = {2021},
|
||||
file = {PDF:/home/velocitatem/Zotero/storage/6B8W8S27/efdd4d1d4c2087fe1cbe03d9ced67f34.pdf:application/pdf},
|
||||
}
|
||||
|
||||
@@ -312,10 +323,11 @@ Volume: 21},
|
||||
file = {PDF:/home/velocitatem/Zotero/storage/N9JNXFJW/live-1333-2265-jair.pdf:application/pdf},
|
||||
}
|
||||
|
||||
@techreport{shoham_multiagent_nodate,
|
||||
@techreport{shoham_multiagent_2009,
|
||||
title = {Multiagent {Systems}: {Algorithmic}, {Game}-{Theoretic}, and {Logical} {Foundations}},
|
||||
url = {http://www.masfoundations.org.},
|
||||
author = {Shoham, Yoav and Leyton-Brown, Kevin},
|
||||
year = {2009},
|
||||
keywords = {algorithms, auctions, communication, competition, cooperation, distributed problem solving, game theory, learning, logic, mechanism design, social choice},
|
||||
file = {PDF:/home/velocitatem/Zotero/storage/QZVYS7V9/shoham09a.pdf:application/pdf},
|
||||
}
|
||||
@@ -331,11 +343,13 @@ Volume: 21},
|
||||
file = {PDF:/home/velocitatem/Zotero/storage/H8IS64AW/2411.13768v2.pdf:application/pdf},
|
||||
}
|
||||
|
||||
@techreport{xie_osworld_nodate,
|
||||
@techreport{xie_osworld_2024,
|
||||
title = {{OSWORLD}: {Benchmarking} {Multimodal} {Agents} for {Open}-{Ended} {Tasks} in {Real} {Computer} {Environments}},
|
||||
url = {https://os-world.github.io},
|
||||
abstract = {Autonomous agents that accomplish complex computer tasks with minimal human interventions have the potential to transform human-computer interaction, significantly enhancing accessibility and productivity. However, existing benchmarks either lack an interactive environment or are limited to environments specific to certain applications or domains, failing to reflect the diverse and complex nature of real-world computer use, thereby limiting the scope of tasks and agent scalability. To address this issue, we introduce OSWORLD, the first-of-its-kind scalable, real computer environment for multimodal agents, supporting task setup, execution-based evaluation, and interactive learning across various operating systems such as Ubuntu, Windows, and macOS. OSWORLD can serve as a unified, integrated computer environment for assessing open-ended computer tasks that involve arbitrary applications. Building upon OSWORLD, we create a benchmark of 369 computer tasks involving real web and desktop apps in open domains, OS file I/O, and workflows spanning multiple applications. Each task example is derived from real-world computer use cases and includes a detailed initial state setup configuration and a custom execution-based evaluation script for reliable, reproducible evaluation. Extensive evaluation of state-of-the-art LLM/VLM-based agents on OSWORLD reveals significant deficiencies in their ability to serve as computer assistants. While humans can accomplish over 72.36\% of the tasks, the best model achieves only 12.24\% success, primarily struggling with GUI grounding and operational knowledge. Comprehensive analysis using OSWORLD provides valuable insights for developing multimodal generalist agents that were not possible with previous benchmarks. Our code, environment, baseline models, and data are publicly available at https://os-world.github.io.},
|
||||
author = {Xie, Tianbao and Zhang, Danyang and Chen, Jixuan and Li, Xiaochuan and Zhao, Siheng and Cao, Ruisheng and Jing Hua, Toh and Cheng, Zhoujun and Shin, Dongchan and Lei, Fangyu and Liu, Yitao and Xu, Yiheng and Zhou, Shuyan and Savarese, Silvio and Xiong, Caiming and Zhong, Victor and Yu, Tao},
|
||||
month = may,
|
||||
year = {2024},
|
||||
note = {arXiv: 2404.07972v2},
|
||||
file = {PDF:/home/velocitatem/Zotero/storage/LLRKXIC7/full-text.pdf:application/pdf},
|
||||
}
|
||||
@@ -364,17 +378,21 @@ Volume: 21},
|
||||
file = {PDF:/home/velocitatem/Zotero/storage/QNXZJLRM/S2444883425000038.pdf:application/pdf},
|
||||
}
|
||||
|
||||
@misc{ghaffary_amazon_nodate,
|
||||
@misc{ghaffary_amazon_2025,
|
||||
title = {Amazon {Sues} to {Stop} {Perplexity} {From} {Using} {AI} {Tool} to {Buy} {Stuff}},
|
||||
url = {https://www.bloomberg.com/news/articles/2025-11-04/amazon-demands-perplexity-stop-ai-agent-from-making-purchases},
|
||||
author = {Ghaffary, Shirin and Day, Matt},
|
||||
month = nov,
|
||||
year = {2025},
|
||||
file = {PDF:/home/velocitatem/Zotero/storage/IQL6FPWE/Amazon Sues to Stop Perplexity From Using AI Tool to Buy Stuff - Bloomberg.pdf:application/pdf},
|
||||
}
|
||||
|
||||
@techreport{besbes_dynamic_nodate,
|
||||
@techreport{besbes_dynamic_2007,
|
||||
title = {Dynamic {Pricing} {Without} {Knowing} the {Demand} {Function}: {Risk} {Bounds} and {Near}-{Optimal} {Algorithms} *},
|
||||
abstract = {We consider a single product revenue management problem where, given an initial inventory, the objective is to dynamically adjust prices over a finite sales horizon to maximize expected revenues. Realized demand is observed over time, but the underlying functional relationship between price and mean demand rate that governs these observations (otherwise known as the demand function or demand curve), is not known. We consider two instances of this problem: i.) a setting where the demand function is assumed to belong to a known parametric family with unknown parameter values; and ii.) a setting where the demand function is assumed to belong to a broad class of functions that need not admit any parametric representation. In each case we develop policies that learn the demand function "on the fly," and optimize prices based on that. The performance of these algorithms is measured in terms of the regret: the revenue loss relative to the maximal revenues that can be extracted when the demand function is known prior to the start of the selling season. We derive lower bounds on the regret that hold for any admissible pricing policy, and then show that our proposed algorithms achieve a regret that is "close" to this lower bound. The magnitude of the regret can be interpreted as the economic value of prior knowledge on the demand function; manifested as the revenue loss due to model uncertainty.},
|
||||
author = {Besbes, Omar and Zeevi, Assaf},
|
||||
month = dec,
|
||||
year = {2007},
|
||||
note = {Publication Title: Operations Research},
|
||||
keywords = {learning, asymptotic analysis, estimation, exploration-exploitation, pricing, Revenue management, value of information},
|
||||
file = {PDF:/home/velocitatem/Zotero/storage/SBAIB4V2/Dp_wo_demand_risk_ob_az_posted.pdf:application/pdf},
|
||||
@@ -423,3 +441,124 @@ Volume: 21},
|
||||
keywords = {Computer Science - Computation and Language},
|
||||
file = {PDF:/home/velocitatem/Zotero/storage/3Z2XK4QC/Ganie - 2025 - Uncertainty in Authorship Why Perfect AI Detection Is Mathematically Impossible.pdf:application/pdf},
|
||||
}
|
||||
|
||||
@article{shi_distributionally_2024,
|
||||
title = {Distributionally {Robust} {Model}-{Based} {Offline} {Reinforcement} {Learning} with {Near}-{Optimal} {Sample} {Complexity}},
|
||||
abstract = {This paper concerns the central issues of model robustness and sample efficiency in offline reinforcement learning (RL), which aims to learn to perform decision making from history data without active exploration. Due to uncertainties and variabilities of the environment, it is critical to learn a robust policy—with as few samples as possible—that performs well even when the deployed environment deviates from the nominal one used to collect the history dataset. We consider a distributionally robust formulation of offline RL, focusing on tabular robust Markov decision processes with an uncertainty set specified by the Kullback-Leibler divergence in both finite-horizon and infinite-horizon settings. To combat with sample scarcity, a model-based algorithm that combines distributionally robust value iteration with the principle of pessimism in the face of uncertainty is proposed, by penalizing the robust value estimates with a carefully designed data-driven penalty term. Under a mild and tailored assumption of the history dataset that measures distribution shift without requiring full coverage of the state-action space, we establish the finite-sample complexity of the proposed algorithms. We further develop an informationtheoretic lower bound, which suggests that learning RMDPs is at least as hard as the standard MDPs when the uncertainty level is sufficient small, and corroborates the tightness of our upper bound up to polynomial factors of the (effective) horizon length for a range of uncertainty levels. To the best our knowledge, this provides the first provably near-optimal robust offline RL algorithm that learns under model uncertainty and partial coverage.},
|
||||
language = {en},
|
||||
author = {Shi, Laixi and Chi, Yuejie},
|
||||
month = jun,
|
||||
year = {2024},
|
||||
file = {PDF:/home/velocitatem/Zotero/storage/K56G4EIP/Shi and Chi - Distributionally Robust Model-Based Offline Reinforcement Learning with Near-Optimal Sample Complexity.pdf:application/pdf},
|
||||
}
|
||||
|
||||
@article{dutting_mechanism_2025,
|
||||
title = {Mechanism {Design} for {Large} {Language} {Models} ({Extended} {Abstract})},
|
||||
abstract = {We investigate auction mechanisms for AIgenerated content, focusing on applications like ad creative generation. In our model, agents’ preferences over stochastically generated content are encoded as large language models (LLMs). We propose an auction format that operates on a tokenby-token basis, and allows LLM agents to influence content creation through single dimensional bids. We formulate two desirable incentive properties and prove their equivalence to a monotonicity condition on output aggregation. This equivalence enables a second-price rule design, even absent explicit agent valuation functions. Our design is supported by demonstrations on a publicly available LLM.},
|
||||
language = {en},
|
||||
author = {Dütting, Paul and Mirrokni, Vahab and Leme, Renato Paes and Xu, Haifeng and Zuo, Song},
|
||||
year = {2025},
|
||||
file = {PDF:/home/velocitatem/Zotero/storage/2ABDEYDN/Dütting et al. - Mechanism Design for Large Language Models (Extended Abstract).pdf:application/pdf},
|
||||
}
|
||||
|
||||
@misc{fcmi_machine_2025,
|
||||
title = {Machine {Speed} {Markets}: {AI} {Agent} {Market} {Strategy} \& {Growth}},
|
||||
shorttitle = {Machine {Speed} {Markets}},
|
||||
url = {https://www.360strategy.co.uk/post/machine-speed-markets-ai-agents},
|
||||
abstract = {Recent research by NBER economists suggests these AI agents in particular, could drive a "Coasean singularity," a point where transaction costs fall towards zero, radically reshaping how markets function. In essence, tasks like finding information, negotiating deals, and enforcing contracts which are traditionally costly frictions in commerce, may become nearly instantaneous and costless.},
|
||||
language = {en},
|
||||
urldate = {2026-01-20},
|
||||
journal = {360 Strategy},
|
||||
author = {FCMi, CMgr, Mark Evans MBA},
|
||||
month = nov,
|
||||
year = {2025},
|
||||
file = {Snapshot:/home/velocitatem/Zotero/storage/Z22P9JJH/machine-speed-markets-ai-agents.html:text/html},
|
||||
}
|
||||
|
||||
@article{coase_nature_1937,
|
||||
title = {The {Nature} of the {Firm}},
|
||||
volume = {4},
|
||||
issn = {1468-0335},
|
||||
url = {https://onlinelibrary.wiley.com/doi/abs/10.1111/j.1468-0335.1937.tb00002.x},
|
||||
doi = {10.1111/j.1468-0335.1937.tb00002.x},
|
||||
language = {en},
|
||||
number = {16},
|
||||
urldate = {2026-01-20},
|
||||
journal = {Economica},
|
||||
author = {Coase, R. H.},
|
||||
year = {1937},
|
||||
pages = {386--405},
|
||||
file = {Full Text PDF:/home/velocitatem/Zotero/storage/TABLLPEU/Coase - 1937 - The Nature of the Firm.pdf:application/pdf;Snapshot:/home/velocitatem/Zotero/storage/Q5RFW9LJ/j.1468-0335.1937.tb00002.html:text/html},
|
||||
}
|
||||
|
||||
@misc{fish_algorithmic_2025,
|
||||
title = {Algorithmic {Collusion} by {Large} {Language} {Models}},
|
||||
url = {http://arxiv.org/abs/2404.00806},
|
||||
doi = {10.48550/arXiv.2404.00806},
|
||||
abstract = {The rise of algorithmic pricing raises concerns of algorithmic collusion. We conduct experiments with algorithmic pricing agents based on Large Language Models (LLMs). We find that LLM-based pricing agents quickly and autonomously reach supracompetitive prices and profits in oligopoly settings and that variation in seemingly innocuous phrases in LLM instructions (“prompts”) may substantially influence the degree of supracompetitive pricing. Off-path analysis using novel techniques uncovers price-war concerns as contributing to these phenomena. Our results extend to auction settings. Our findings uncover unique challenges to any future regulation of LLM-based pricing agents, and AI-based pricing agents more broadly.},
|
||||
language = {en},
|
||||
urldate = {2026-01-20},
|
||||
publisher = {arXiv},
|
||||
author = {Fish, Sara and Gonczarowski, Yannai A. and Shorrer, Ran I.},
|
||||
month = sep,
|
||||
year = {2025},
|
||||
note = {arXiv:2404.00806 [econ]},
|
||||
keywords = {Computer Science - Computer Science and Game Theory, Computer Science - Artificial Intelligence, Economics - General Economics},
|
||||
file = {PDF:/home/velocitatem/Zotero/storage/QHWVISCZ/Fish et al. - 2025 - Algorithmic Collusion by Large Language Models.pdf:application/pdf},
|
||||
}
|
||||
|
||||
@misc{hardt_strategic_2015,
|
||||
title = {Strategic {Classification}},
|
||||
url = {http://arxiv.org/abs/1506.06980},
|
||||
doi = {10.48550/arXiv.1506.06980},
|
||||
abstract = {Machine learning relies on the assumption that unseen test instances of a classification problem follow the same distribution as observed training data. However, this principle can break down when machine learning is used to make important decisions about the welfare (employment, education, health) of strategic individuals. Knowing information about the classifier, such individuals may manipulate their attributes in order to obtain a better classification outcome. As a result of this behavior—often referred to as gaming—the performance of the classifier may deteriorate sharply. Indeed, gaming is a well-known obstacle for using machine learning methods in practice; in financial policy-making, the problem is widely known as Goodhart’s law. In this paper, we formalize the problem, and pursue algorithms for learning classifiers that are robust to gaming.},
|
||||
language = {en},
|
||||
urldate = {2026-01-20},
|
||||
publisher = {arXiv},
|
||||
author = {Hardt, Moritz and Megiddo, Nimrod and Papadimitriou, Christos and Wootters, Mary},
|
||||
month = nov,
|
||||
year = {2015},
|
||||
note = {arXiv:1506.06980 [cs]},
|
||||
keywords = {Computer Science - Machine Learning},
|
||||
file = {PDF:/home/velocitatem/Zotero/storage/HNCDYGWS/Hardt et al. - 2015 - Strategic Classification.pdf:application/pdf},
|
||||
}
|
||||
|
||||
@misc{liu_contextual_2024,
|
||||
title = {Contextual {Dynamic} {Pricing} with {Strategic} {Buyers}},
|
||||
url = {http://arxiv.org/abs/2307.04055},
|
||||
doi = {10.48550/arXiv.2307.04055},
|
||||
abstract = {Personalized pricing, which involves tailoring prices based on individual characteristics, is commonly used by firms to implement a consumer-specific pricing policy. In this process, buyers can also strategically manipulate their feature data to obtain a lower price, incurring certain manipulation costs. Such strategic behavior can hinder firms from maximizing their profits. In this paper, we study the contextual dynamic pricing problem with strategic buyers. The seller does not observe the buyer's true feature, but a manipulated feature according to buyers' strategic behavior. In addition, the seller does not observe the buyers' valuation of the product, but only a binary response indicating whether a sale happens or not. Recognizing these challenges, we propose a strategic dynamic pricing policy that incorporates the buyers' strategic behavior into the online learning to maximize the seller's cumulative revenue. We first prove that existing non-strategic pricing policies that neglect the buyers' strategic behavior result in a linear \$Ω(T)\$ regret with \$T\$ the total time horizon, indicating that these policies are not better than a random pricing policy. We then establish that our proposed policy achieves a sublinear regret upper bound of \$O({\textbackslash}sqrt\{T\})\$. Importantly, our policy is not a mere amalgamation of existing dynamic pricing policies and strategic behavior handling algorithms. Our policy can also accommodate the scenario when the marginal cost of manipulation is unknown in advance. To account for it, we simultaneously estimate the valuation parameter and the cost parameter in the online pricing policy, which is shown to also achieve an \$O({\textbackslash}sqrt\{T\})\$ regret bound. Extensive experiments support our theoretical developments and demonstrate the superior performance of our policy compared to other pricing policies that are unaware of the strategic behaviors.},
|
||||
language = {en},
|
||||
urldate = {2026-01-20},
|
||||
publisher = {arXiv},
|
||||
author = {Liu, Pangpang and Yang, Zhuoran and Wang, Zhaoran and Sun, Will Wei},
|
||||
month = jun,
|
||||
year = {2024},
|
||||
note = {arXiv:2307.04055 [stat]},
|
||||
keywords = {Computer Science - Machine Learning, Statistics - Machine Learning, Computer Science - Computer Science and Game Theory, Computer Science - Artificial Intelligence},
|
||||
file = {PDF:/home/velocitatem/Zotero/storage/MVJNULK3/Liu et al. - 2024 - Contextual Dynamic Pricing with Strategic Buyers.pdf:application/pdf},
|
||||
}
|
||||
|
||||
@techreport{dhir_http_2025,
|
||||
type = {Internet {Draft}},
|
||||
title = {{HTTP} {Agent} {Profile} ({HAP}): {Authenticated} and {Monetized} {Agent} {Traffic} on the {Web}},
|
||||
shorttitle = {{HTTP} {Agent} {Profile} ({HAP})},
|
||||
url = {https://datatracker.ietf.org/doc/draft-dhir-http-agent-profile},
|
||||
abstract = {Autonomous agents such as LLM-powered crawlers, browser-integrated assistants, and task-oriented bots are rapidly becoming first-class HTTP clients on the Web. Today’s infrastructure largely assumes a human behind a browser and monetizes content through advertising and coarse subscriptions. Automated agents consume content at scale without rendering pages or viewing ads, exacerbating bot-mitigation arms races and economic misalignment between content providers and AI systems. This document describes an HTTP Agent Profile (HAP) that enables: (1) cryptographic authentication of agent traffic using HTTP Message Signatures; (2) clear separation between human and agent traffic using privacy-preserving human tokens; and (3) protocol-level value exchange for agents via HTTP status code 402 ("Payment Required") and pluggable micropayment mechanisms. The profile reuses existing HTTP features and is designed for incremental deployment via reverse proxies, CDNs, and agent libraries.},
|
||||
number = {draft-dhir-http-agent-profile-00},
|
||||
urldate = {2026-01-20},
|
||||
institution = {Internet Engineering Task Force},
|
||||
author = {Dhir, Sanat},
|
||||
month = nov,
|
||||
year = {2025},
|
||||
note = {Num Pages: 13},
|
||||
}
|
||||
|
||||
@misc{noauthor_amazoncom_2026,
|
||||
title = {Amazon.com {Services} {LLC} v. {Perplexity} {AI}, {Inc}},
|
||||
language = {en},
|
||||
month = jan,
|
||||
year = {2026},
|
||||
note = {No. 3:25-cv-09514-MMC},
|
||||
file = {PDF:/home/velocitatem/Zotero/storage/4JWZSTXJ/Posner - UNITED STATES DISTRICT COURT NORTHERN DISTRICT OF CALIFORNIA SAN FRANCISCO DIVISION.pdf:application/pdf},
|
||||
}
|
||||
|
||||
Reference in New Issue
Block a user