Flexible Decision Control in an Autonomous Trading Agent
AbstractAn autonomous trading agent is a complex piece of software that must operate in a competitive economic environment and support a research agenda. We describe the structure of decision processes in the MinneTAC trading agent, focusing on the use of evaluators â€“ configurable, composable modules for data analysis and prediction that are chained together at runtime to support agent decision-making. Through a set of examples, we show how this structure supports sales and procurement decisions, and how those decision processes can be modified in useful ways by changing evaluator configurations. To put this work in context, we also report on results of an informal survey of agent design approaches among the competitors in the Trading Agent Competition for Supply Chain Management (TAC SCM).
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Bibliographic InfoPaper provided by Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam. in its series Research Paper with number ERS-2007-079-LIS.
Date of creation: 19 Nov 2007
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Web page: http://www.erim.eur.nl/
autonomous trading agent; decision processes;
This paper has been announced in the following NEP Reports:
- NEP-ALL-2008-02-02 (All new papers)
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