Use of Markov Chains to Design an Agent Bidding Strategy for Continuous Double Auctions

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},
}