Scaling up the sample average approximation method for stochastic optimization with applications to trading agents
Amy Greenwald, Bryan Guillemette, Victor Naroditskiy and Michael Tschantz
Year of publication: |
2006
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Authors: | Greenwald, Amy ; Guillemette, Bryan ; Naroditskiy, Victor ; Tschantz, Michael |
Published in: |
Agent-mediated electronic commerce : designing trading agents and mechanisms ; AAMAS 2005 workshop, AMEC 2005, Utrecht, Netherlands, July 25, 2005 and IJCAI 2005 workshop, TADA 2005, Edinburgh, UK, August 1, 2005 ; selected and revised papers. - Berlin : Springer, ISBN 3-540-46242-2. - 2006, p. 187-199
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Subject: | Electronic Commerce | E-commerce | Agentenbasierte Modellierung | Agent-based modeling | Mathematische Optimierung | Mathematical programming | Iteratives Verfahren | Approximation method |
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