13 search results - page 1 / 3 » Optimal Strategies and Utility-Based Prices Converge When Ag... |
MOR
2007
13 years 10 months ago
2007
A discrete-time financial market model is considered with a sequence of investors whose preferences are described by utility functions Un defined on the whole real line. It is s...
ATAL
2001
Springer
14 years 2 months ago
2001
Springer
This paper analyzes the process of automated negotiation between two competitive agents that have firm deadlines and incomplete information about their opponent. Generally speaking...
ICIS
2001
14 years 10 days ago
2001
Price dispersion, the variance in price for identical products across retailers, is a persistent feature of Internetbased markets, even those mediated by shopping agents (shopbots...
MAGS
2010
13 years 5 months ago
2010
Designing efficient bidding strategies for sequential auctions remains an important, open problem area in agent-mediated electronic markets. In existing literature, a variety of bi...
AI
2010
Springer
13 years 11 months ago
2010
Springer
We consider soft constraint problems where some of the preferences may be unspecified. This models, for example, settings where agents are distributed and have privacy issues, or ...