We propose the first learning algorithm for single-product, periodic-review, backlogging inventory systems with random production capacity. Different than the existing literature on this class of problems, we assume that the firm has neither prior information about the demand distribution nor...

We consider a multi-product dynamic pricing problem with limited inventories under the so-called Cascade Click model, which is one of the most popular click models used in practice for analyzing customers' click-and-search behavior in large-scale web analytic applications. We present three...