Department of Statistics and Operations Research, Department of Genetics, Department of Biostatistics, University of North Carolina at Chapel Hill, Chapel Hill, NC 27599; Krannert School of Management, Purdue University, West Lafayette, IN 47907; Department of Statistics and Operations Research, University of North Carolina at Chapel Hill, Chapel Hill, NC 27599
Yiyun Luo, Will Wei Sun, Yufeng Liu
Contextual Dynamic Pricing with Unknown Noise: Explore-then-UCB Strategy and Improved Regrets