In a dynamic pricing problem where the demand function is not known a priori, price experimentation can be used as a demand learning tool. Existing literature usually assumes no constraint on price changes, but in practice sellers often face business constraints that prevent them from conducting...

We consider a two-sided marketplace in which a market operator sells services to clients and buys services from vendors. The market operator determines the prices for both clients and vendors. Services are transacted in discrete units called jobs, and the jobs are characterized by job types,...