An Optimization Model for Multi-Asset Batch Auctions with Uniform Clearing Prices

Tom Walther. An Optimization Model for Multi-Asset Batch Auctions with Uniform Clearing Prices. In Bernard Fortz, Martine Labbé, editors, Operations Research Proceedings 2018, Selected Papers of the Annual International Conference of the German Operations Research Society (GOR), Brussels, Belgium, September 12-14, 2018. pages 225-231, Springer, 2018. [doi]

Abstract

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