Designing Bidding Strategies in Sequential Auctions for Risk Averse Agents: A Theoretical and Experimental Investigation.
Valentin RobuHan La PoutréPublished in: AMEC/TADA (2007)
Keyphrases
- bidding strategies
- risk averse
- expected utility
- utility function
- continuous double auctions
- resource allocation
- decision makers
- multi unit
- online auctions
- decision theoretic
- combinatorial auctions
- stochastic programming
- test bed
- empirical data
- budget constraints
- auction mechanisms
- decision theory
- electricity markets
- multi agent systems
- optimal strategy
- influence diagrams
- game theory
- double auction
- decision making
- markov chain
- sealed bid auctions
- belief functions