An agent-based approach to the dynamic price problem

Authors:
Yuri Chizhov
Affiliations:
Department of Modelling and Simulation, Riga Technical University, Riga, Latvia
Venue:
KES-AMSTA'11 Proceedings of the 5th KES international conference on Agent and multi-agent systems: technologies and applications
Year:
2011

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Abstract

This paper focuses on the agent realisation of the Markov Decision Process in the dynamic price problem. The use of MDP is caused by the properties of the trade system under consideration. Due to exploiting data mining tools, time series processing, clustering and other operations, the obtained interaction architecture has turned to be overloaded. Taking into account particular properties of the considered trade system as well as its model, which is MDP-based, this paper suggests a novel specific multiagent technique for MDP system realisation.