Use of Markov Chains to Design an Agent Bidding Strategy for Continuous Double Auctions

William P. Birmingham Edmund H. Durfee Sunju Park

Published in: CoRR (2011)

Keyphrases

markov chain
bidding strategies
continuous double auctions
markov processes
trading agents
transition probabilities
monte carlo
agent oriented
decision making
case study
intelligent agents
resource allocation
multi agent systems
special case