arXiv:2605.06941cs.LGmath.OC2026-05

用因果感知框架优化离散选择场景下的实时定价决策。

Causal-Aware Foundation-Model for Bilevel Optimization in Discrete Choice Settings

论文配图:Causal-Aware Foundation-Model for Bilevel Optimization in Discrete Choice Settings
图 1 · 摘自论文原文
  • 构建三头网络联合学习价格、收益响应与弹性,兼顾业务约束。
  • 在模拟与真实数据上提升定价关键指标,敏感度越高增益越明显。
  • 适配医疗、航空等多领域,支持新商品快速生成弹性先验。

我们提出一种因果感知的基底模型框架,用于离散选择环境中的实时最优决策。设计约束型三头价格优化(C3PO)网络,解决服务提供方选品与用户基于个性化偏好自主接受或拒绝的双层决策问题。C3PO融合价格模仿学习、多任务收益响应学习及上下文弹性学习,生成符合业务约束的定价建议。推理阶段通过前沿模型提示,从行为经济学文献中检索新产品的增强弹性先验,提升定价效果。模型在模拟、合成及真实数据上表现优异,训练数据来自多个经典离散选择模型生成的客户分群与反事实行动-结果对,评估环境随机生成且不暴露底层偏好结构。模型持续提升定价关键绩效指标,增益随用户价格敏感度上升而增加。已在医疗、招标定价、航空附加服务等实际场景部署,实现多产品、多市场、多部门的显著收益提升。

原文摘要 · Abstract (English)

We introduce a causal aware foundation-model framework for real time optimal decision making in discrete choice environments. We propose a constrained triple-head price optimization (C3PO) network to solve a bilevel decision problem in which a service provider selects an optimal assortment while heterogeneous users make personalized acceptance or rejection choices optimizing their own personalized preferences. C3PO integrates imitation learning of prices, multi-task learning of revenue responses, and in context learning of price elasticity to generate pricing recommendations while adhering to business constraints. During inference, frontier model prompting retrieves an enhanced elasticity prior for new products from behavioral economics literature, improving pricing effectiveness. We demonstrate strong in context learning performance using simulated, synthetic, and real-world datasets. C3PO is trained on simulated data generated from multiple classical discrete choice models in economics. The model is trained on data comprising simulated customer segments and counterfactual action and outcome pairs and evaluated on randomly generated choice environments with no access to the underlying preference structure. The trained model consistently improves the pricing KPIs, with gains increasing as customer price sensitivity increases. We also deploy the tuned foundation model for optimal pricing in real-world applications such as healthcare, tender pricing, airline ancillary pricing, and other domains, achieving substantial gains across multiple products, markets, and divisions.

离散选择因果建模定价优化基础模型

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