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Online market intermediation

Abstract:

We study a dynamic market setting where an intermediary interacts with an unknown large sequence of agents that can be either sellers or buyers: their identities, as well as the sequence length n, are decided in an adversarial, online way. Each agent is interested in trading a single item, and all items in the market are identical. The intermediary has some prior, incomplete knowledge of the agents’ values for the items: all seller values are independently drawn from the same distribution FS,...

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Publication status:
Published
Peer review status:
Peer reviewed
Version:
Publisher's version

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Publisher copy:
10.4230/LIPIcs.ICALP.2017.47

Authors


Giannakopoulos, Y More by this author
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Department:
Oxford, MPLS, Computer Science
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Department:
Somerville College
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Grant:
Advanced Grant 321171 (ALGAME)
Publisher:
Schloss Dagstuhl Publisher's website
Volume:
80
Pages:
47:1--47:14
Series:
Leibniz International Proceedings in Informatics (LIPIcs)
Publication date:
2017-07-06
Acceptance date:
2017-04-24
DOI:
ISSN:
1868-8969
Pubs id:
pubs:707630
URN:
uri:f30f3623-3f7d-41e6-a27a-4617a66070c6
UUID:
uuid:f30f3623-3f7d-41e6-a27a-4617a66070c6
Local pid:
pubs:707630
ISBN:
978-3-95977-041-5

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