A merchant sells a product over a selling season of T time periods in presence of a limited inventory. The merchant observes new external information at the beginning of each time period and then sets a price for that time period. Initially, the merchant does not know the distribution of the...

We consider the problem of online pricing with offline data, where the decision maker has in hand pre-existed offline data and then takes online sequential actions to maximize expected cumulative revenue as well as learning the optimal pricing. We focus on a simple and specific problem setting...