Sunju Park, Edmund H. Durfee, William P. Birmingham. Use of Markov Chains to Design an Agent Bidding Strategy for Continuous Double Auctions. J. Artif. Intell. Res. (JAIR), 22:175-214, 2004. [doi]
@article{ParkDB04, title = {Use of Markov Chains to Design an Agent Bidding Strategy for Continuous Double Auctions}, author = {Sunju Park and Edmund H. Durfee and William P. Birmingham}, year = {2004}, url = {http://www.cs.washington.edu/research/jair/abstracts/park04a.html}, tags = {Markov, design}, researchr = {https://researchr.org/publication/ParkDB04}, cites = {0}, citedby = {0}, journal = {J. Artif. Intell. Res. (JAIR)}, volume = {22}, pages = {175-214}, }