Designing bidding strategies in sequential auctions for risk averse agents.
Valentin RobuHan La PoutréPublished in: Multiagent Grid Syst. (2010)
Keyphrases
- bidding strategies
- risk averse
- expected utility
- utility function
- decision makers
- resource allocation
- decision theoretic
- continuous double auctions
- test bed
- online auctions
- electricity markets
- decision theory
- stochastic programming
- auction mechanisms
- multi unit
- sealed bid auctions
- combinatorial auctions
- portfolio management
- pareto optimal
- multi agent
- optimal strategy
- empirical data
- special case
- genetic algorithm
- double auction
- decision making