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Simulation of a trading multi-agent system

Mariano, P., Pereira, A., Correia, L., Ribeiro, R., Abramov, V., Szirbik, N., Goossenaerts, J., Marwala, T., De Wilde, Philippe (2002) Simulation of a trading multi-agent system. In: 2001 IEEE International Conference on Systems, Man and Cybernetics. e-Systems and e-Man for Cybernetics in Cyberspace. 5. pp. 3378-3384. IEEE ISBN 0-7803-7087-2. (doi:10.1109/ICSMC.2001.972041) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:93382)

The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided.
Official URL:
https://doi.org/10.1109/ICSMC.2001.972041

Abstract

In a trading scenario agents Interact with each other, selling and buying resources. In order to control the behavior of the trading scenario, the interactions must be coordinated. We present a brief discussion of communication types and coordination models applicable in multi-agent systems. We find a programmable tuple space more appropriate to manage and rule the interactions between the trading agents. We discuss the advantages of a trading agent model that deals with the trading strategy, concentrating on what to buy or sell. This relieves the agent from the task of coordinating the negotiations and their revoking or acceptances. This is the task of the programmable tuple space.

Item Type: Conference or workshop item (Paper)
DOI/Identification number: 10.1109/ICSMC.2001.972041
Uncontrolled keywords: Communication, Coordination, Programmable tuple space
Subjects: T Technology
Divisions: Divisions > Division of Computing, Engineering and Mathematical Sciences > School of Computing
Depositing User: Philippe De Wilde
Date Deposited: 04 Jan 2023 09:53 UTC
Last Modified: 05 Nov 2024 12:58 UTC
Resource URI: https://kar.kent.ac.uk/id/eprint/93382 (The current URI for this page, for reference purposes)

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