Leveling the Playing Field for Risk-Averse Agents in Security-Bid Auctions.
Andrés FioritiAllan Hernandez-ChantoPublished in: Manag. Sci. (2022)
Keyphrases
- risk averse
- bidding strategies
- resource allocation
- utility function
- risk neutral
- multi attribute
- auction protocol
- sealed bid auctions
- decision makers
- risk aversion
- expected utility
- stochastic programming
- auction mechanisms
- multi agent
- mechanism design
- multi agent systems
- combinatorial auctions
- portfolio management
- social welfare
- decision theoretic
- software agents
- budget constraints
- multi unit
- sponsored search auctions
- artificial intelligence
- continuous double auctions
- online auctions
- cooperative