arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2009.12920cs.CRcs.GTcs.LGstat.ML
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基于需求学习的隐私保护动态个性化定价

Privacy-Preserving Dynamic Personalized Pricing with Demand Learning

New York University(纽约大学);Massachusetts Institute of Technology(麻省理工学院);University of Florida(佛罗里达大学)

Xi Chen, David Simchi-Levi, Yining Wang

摘要:

电子商务的普及使零售商能够随时获得详细的客户个人信息,这些信息已被广泛用于定价决策。当涉及到个性化信息时,如何保护这些信息的隐私权成为实践中的一个关键问题。在本文中,我们考虑一个动态定价问题的$T$时间段与\emph{unknown}需求函数的价格和个性化的信息。在每次$t$,零售商观察到达的顾客的个人信息并提供价格。然后,顾客做出购买决策,零售商将利用该决策来学习潜在的需求函数。在此过程中可能存在严重的隐私问题:第三方代理可能会从定价系统的价格变化中推断出个性化信息和购买决策。利用计算机科学中的差分隐私的基本理论框架,提出了一种隐私保护的动态定价策略,该策略在保证零售商收益最大化的同时,避免了个体消费者信息和购买决策信息的泄露。为此,我们首先介绍了\emph{anticipating} $(\varepsilon, δ)$的概念-差分隐私,是专为动态定价问题。我们的政策实现了隐私保证和遗憾方面的性能保证。粗略地说,对于$d$维的个性化信息,当客户信息被逆向选择时,我们的算法达到了$\tilde{O}(\varepsilon^{-1} \sqrt{d^3 T})$量级的期望遗憾。对于随机的个性化信息,遗憾界可以进一步改进为$\tilde{O}(\sqrt{d^2T} + \varepsilon^{-2} d^2)$

英文摘要:

The prevalence of e-commerce has made detailed customers' personal information readily accessible to retailers, and this information has been widely used in pricing decisions. When involving personalized information, how to protect the privacy of such information becomes a critical issue in practice. In this paper, we consider a dynamic pricing problem over $T$ time periods with an \emph{unknown} demand function of posted price and personalized information. At each time $t$, the retailer observes an arriving customer's personal information and offers a price. The customer then makes the purchase decision, which will be utilized by the retailer to learn the underlying demand function. There is potentially a serious privacy concern during this process: a third party agent might infer the personalized information and purchase decisions from price changes from the pricing system. Using the fundamental framework of differential privacy from computer science, we develop a privacy-preserving dynamic pricing policy, which tries to maximize the retailer revenue while avoiding information leakage of individual customer's information and purchasing decisions. To this end, we first introduce a notion of \emph{anticipating} $(\varepsilon, δ)$-differential privacy that is tailored to dynamic pricing problem. Our policy achieves both the privacy guarantee and the performance guarantee in terms of regret. Roughly speaking, for $d$-dimensional personalized information, our algorithm achieves the expected regret at the order of $\tilde{O}(\varepsilon^{-1} \sqrt{d^3 T})$, when the customers' information is adversarially chosen. For stochastic personalized information, the regret bound can be further improved to $\tilde{O}(\sqrt{d^2T} + \varepsilon^{-2} d^2)$

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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