Before revision: We consider a canonical revenue maximization problem where customers arrive sequentially; each customer is interested in buying one product, and the customer purchases the product if her valuation for it exceeds the price set by the seller. The valuations of customers are not observed by the seller ; however, the seller can leverage contextual information available to her in the form of noisy covariate vectors describing the customer's history and the product's type to set prices.
After revision: Motivated by the application of real-time pricing in e-commerce platforms, we consider the problem of revenue-maximization in a setting where the seller can leverage contextual information available to her in the form of noisy covariate vectors describing the customer's history and the product's type to set prices.