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Generating Bayes-Nash equilibria to design autonomous trading agents.

Record type: Conference or Workshop Item (Paper)

This paper presents a methodology for designing trading agents for complex games. We compute, for the first time, Bayes-Nash equilibria for firstprice single-unit auctions and mth-price multi-unit auctions, when the auction has a set of possible closing times, one of which is chosen randomly for the auction to end at. To evaluate this approach we used our analysis to generate strategies for the International Trading Agent Competition. One of these was evaluated as the best overall and was subsequently used very successfully by our agent WhiteBear in the 2005 competition.

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Citation

Vetsikas, I., Jennings, N. R. and Selman, B. (2007) Generating Bayes-Nash equilibria to design autonomous trading agents. At 20th International Joint Conference on Artificial Intelligence (IJCAI)., India. , pp. 1543-1550.

More information

Published date: 2007
Venue - Dates: 20th International Joint Conference on Artificial Intelligence (IJCAI)., India, 2007-01-01
Organisations: Agents, Interactions & Complexity

Identifiers

Local EPrints ID: 264226
URI: http://eprints.soton.ac.uk/id/eprint/264226
PURE UUID: cc47940b-b32a-43b5-b1de-618d8b40cec5

Catalogue record

Date deposited: 22 Jun 2007
Last modified: 18 Jul 2017 07:38

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Contributors

Author: I. Vetsikas
Author: N. R. Jennings
Author: B. Selman

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