Walverine: a Walrasian trading agent

作者: Shih-Fen Cheng , Evan Leung , Kevin M. Lochner , Kevin O'Malley , Daniel M. Reeves

DOI: 10.1016/J.DSS.2003.10.005

关键词:

摘要: TAC-02 was the third in a series of Trading Agent Competition events fostering research automating trading strategies by showcasing alternate approaches an open-invitation market game. TAC presents challenging travel-shopping scenario where agents must satisfy client preferences for complementary and substitutable goods interacting through variety types. Michigan's entry, Walverine, bases its decisions on competitive (Walrasian) analysis travel economy. Using this Walrasian model, we construct decision-theoretic formulation optimal bidding problem, which Walverine solves each round good. Walverine's approach, as well several other features overall strategy, are potentially applicable broad class environments.

参考文章(28)
Amy Greenwald, Bidding marginal utility in simultaneous auctions international joint conference on artificial intelligence. pp. 1463- 1464 ,(2003)
John Rust, Daniel P. Friedman, Dan Friedman, The Double Auction Market ,(1989)
Magnus Boman, Erik Aurell, Mats Carlsson, A trading agent built on constraint programming Computing in Economics and Finance (CEF 2002), Aix-en-Provence, France, 27-29 June 2002. ,(2002)
Damien Ernst, Arthur Louette, Introduction to Reinforcement Learning MIT Press. ,(1998)
Kenneth Joseph Arrow, Frank. Hahn, General competitive analysis ,(1971)
Minghua He, Nicholas R. Jennings, SouthamptonTAC: designing a successful trading agent european conference on artificial intelligence. pp. 8- 12 ,(2002)
Amy Greenwald, Justin Boyan, Bidding Algorithms for Simultaneous Auctions: A Case Study Autonomous Agents and Multi-Agent Systems. ,vol. 10, pp. 67- 89 ,(2005)
J. Ma, B. Knight, Reified Temporal Logics: An Overview Artificial Intelligence Review. ,vol. 15, pp. 189- 217 ,(2001) , 10.1023/A:1011018426725
Peter Stone, Multiagent Competitions and Research: Lessons from RoboCup and TAC robot soccer world cup. ,vol. 2752, pp. 224- 237 ,(2002) , 10.1007/978-3-540-45135-8_17