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» Auction algorithms for market equilibrium
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IJCAI
2001
14 years 11 months ago
Market Clearability
Market mechanisms play a central role in AI as a coordination tool in multiagent systems and as an application area for algorithm design. Mechanisms where buyers are directly clea...
Tuomas Sandholm, Subhash Suri
WINE
2005
Springer
100views Economy» more  WINE 2005»
15 years 3 months ago
A Primal-Dual Algorithm for Computing Fisher Equilibrium in the Absence of Gross Substitutability Property
Abstract. We provide the first strongly polynomial time exact combinatorial algorithm to compute Fisher equilibrium for the case when utility functions do not satisfy the Gross su...
Dinesh Garg, Kamal Jain, Kunal Talwar, Vijay V. Va...
GECCO
2009
Springer
138views Optimization» more  GECCO 2009»
15 years 4 months ago
Analysis of micro-behavior and bounded rationality in double auction markets using co-evolutionary GP
We investigate the dynamics of trader behaviors using a co-evolutionary genetic programming system to simulate a double-auction market. The objective of this study is twofold. Fir...
Shu-Heng Chen, Ren-Jie Zeng, Tina Yu
CORR
2010
Springer
136views Education» more  CORR 2010»
14 years 6 months ago
Comparing Prediction Market Structures, With an Application to Market Making
Ensuring sufficient liquidity is one of the key challenges for designers of prediction markets. Various market making algorithms have been proposed in the literature and deployed ...
Aseem Brahma, Sanmay Das, Malik Magdon-Ismail
NIPS
2003
14 years 11 months ago
Auction Mechanism Design for Multi-Robot Coordination
The design of cooperative multi-robot systems is a highly active research area in robotics. Two lines of research in particular have generated interest: the solution of large, wea...
Curt A. Bererton, Geoffrey J. Gordon, Sebastian Th...