Appendicesfor No-regretLearninginPriceCompetitionsunderConsumer ReferenceEffects AExpandedLiteratureReview

This motivated a wide range of research including [32, 22, 42, 3, 39] that studies optimal dynamic monopolistic pricing under different demand and reference price update models, where the single firm has complete information on consumer demand as well as how reference prices update. There are also very recent works that address the dynamic pricing problem with consumer reference effects under uncertain demand. Inourwork,similarto[7,17], firms do not know the demand functions and how the reference prices are formed. Other works such as [1,33,23]study oligopolistic dynamic pricing under various inventory,market, or product characteristics. Nevertheless, these twolines of works are oblivious to consumer reference effects.