Izvestiya of Saratov University.

Mathematics. Mechanics. Informatics

ISSN 1816-9791 (Print)
ISSN 2541-9005 (Online)


For citation:

Kurganskii A. N., Maksimova A. J., Kornev S. A. Dynamic pricing model without negative examples based on gradient-free convex optimization with inexact oracle. Izvestiya of Saratov University. Mathematics. Mechanics. Informatics, 2026, vol. 26, iss. 1, pp. 139-144. DOI: 10.18500/1816-9791-2026-26-1-139-144, EDN: YOXDEJ

This is an open access article distributed under the terms of Creative Commons Attribution 4.0 International License (CC-BY 4.0).
Published online: 
02.03.2026
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Russian
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Article
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519.866.2,519.863
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YOXDEJ

Dynamic pricing model without negative examples based on gradient-free convex optimization with inexact oracle

Autors: 
Kurganskii Aleksei N., Institute of Applied Mathematics and Mechanics
Maksimova Aleksandra Ju., Institute of Applied Mathematics and Mechanics
Kornev Sergei A., Institute of Applied Mathematics and Mechanics
Abstract: 

The paper proposes an approach based on gradient-free stochastic convex optimization with an inexact oracle of zero-order to solve a special case of the dynamic pricing problem with a variable flow of customers when the training data contains information about purchases made, but the number of refusals to purchase at the given price is unknown. The paper considers a model with one customer segment and one type of product as a possible element of more complex, hierarchical dynamic pricing models. In the unavailability of data on rejections for reduction to a convex non-gradient optimization problem, the work uses the technique of logarithmization of the objective function and random division of the customer segment into two subsegments at each iteration.

Acknowledgments: 
This work was supported by the Minobrnauki of Russia (project No. FREM-2024-0001).
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Received: 
24.11.2025
Accepted: 
05.12.2025
Published: 
02.03.2026