Simulation of a trading multi-agent system

P. Mariano; A. Pereira; L. Correia; R. Ribeiro; V. Abramov; N.B. Szirbik; J.B.M. Goossenaerts; T. Marwala; P. De Wilde

doi:10.1109/ICSMC.2001.972041

Simulation of a trading multi-agent system

P. Mariano, A. Pereira, L. Correia, R. Ribeiro, V. Abramov, N.B. Szirbik, J.B.M. Goossenaerts, T. Marwala, P. De Wilde

Information Systems IE&IS

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Academic

10 Citations (Scopus)

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

Original language	English
Title of host publication	Proceedings of Technology, Economic and Social Applications of Distributed Intelligence (TESADI '01) symposium at the 2001 IEEE International Conference on Systems, Man and Cybernetics (SCM '01), October 7-10, 2001, Tucson, Arizona, USA
Place of Publication	New York
Publisher	IEEE Press
Pages	3378-3384
ISBN (Print)	0-7803-7087-2
DOIs	https://doi.org/10.1109/ICSMC.2001.972041
Publication status	Published - 2001

Access to Document

10.1109/ICSMC.2001.972041

Cite this

Mariano, P., Pereira, A., Correia, L., Ribeiro, R., Abramov, V., Szirbik, N. B., Goossenaerts, J. B. M., Marwala, T., & De Wilde, P. (2001). Simulation of a trading multi-agent system. In Proceedings of Technology, Economic and Social Applications of Distributed Intelligence (TESADI '01) symposium at the 2001 IEEE International Conference on Systems, Man and Cybernetics (SCM '01), October 7-10, 2001, Tucson, Arizona, USA (pp. 3378-3384). IEEE Press. https://doi.org/10.1109/ICSMC.2001.972041

Mariano, P. ; Pereira, A. ; Correia, L. et al. / Simulation of a trading multi-agent system. Proceedings of Technology, Economic and Social Applications of Distributed Intelligence (TESADI '01) symposium at the 2001 IEEE International Conference on Systems, Man and Cybernetics (SCM '01), October 7-10, 2001, Tucson, Arizona, USA. New York : IEEE Press, 2001. pp. 3378-3384

@inproceedings{afe744f412a34922a5e982c3ac66760f,

title = "Simulation of a trading multi-agent system",

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",

author = "P. Mariano and A. Pereira and L. Correia and R. Ribeiro and V. Abramov and N.B. Szirbik and J.B.M. Goossenaerts and T. Marwala and {De Wilde}, P.",

year = "2001",

doi = "10.1109/ICSMC.2001.972041",

language = "English",

isbn = "0-7803-7087-2",

pages = "3378--3384",

booktitle = "Proceedings of Technology, Economic and Social Applications of Distributed Intelligence (TESADI '01) symposium at the 2001 IEEE International Conference on Systems, Man and Cybernetics (SCM '01), October 7-10, 2001, Tucson, Arizona, USA",

publisher = "IEEE Press",

}

Mariano, P, Pereira, A, Correia, L, Ribeiro, R, Abramov, V, Szirbik, NB, Goossenaerts, JBM, Marwala, T & De Wilde, P 2001, Simulation of a trading multi-agent system. in Proceedings of Technology, Economic and Social Applications of Distributed Intelligence (TESADI '01) symposium at the 2001 IEEE International Conference on Systems, Man and Cybernetics (SCM '01), October 7-10, 2001, Tucson, Arizona, USA. IEEE Press, New York, pp. 3378-3384. https://doi.org/10.1109/ICSMC.2001.972041

Simulation of a trading multi-agent system. / Mariano, P.; Pereira, A.; Correia, L. et al.
Proceedings of Technology, Economic and Social Applications of Distributed Intelligence (TESADI '01) symposium at the 2001 IEEE International Conference on Systems, Man and Cybernetics (SCM '01), October 7-10, 2001, Tucson, Arizona, USA. New York: IEEE Press, 2001. p. 3378-3384.

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Academic

TY - GEN

T1 - Simulation of a trading multi-agent system

AU - Mariano, P.

AU - Pereira, A.

AU - Correia, L.

AU - Ribeiro, R.

AU - Abramov, V.

AU - Szirbik, N.B.

AU - Goossenaerts, J.B.M.

AU - Marwala, T.

AU - De Wilde, P.

PY - 2001

Y1 - 2001

N2 - 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

AB - 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

U2 - 10.1109/ICSMC.2001.972041

DO - 10.1109/ICSMC.2001.972041

M3 - Conference contribution

SN - 0-7803-7087-2

SP - 3378

EP - 3384

BT - Proceedings of Technology, Economic and Social Applications of Distributed Intelligence (TESADI '01) symposium at the 2001 IEEE International Conference on Systems, Man and Cybernetics (SCM '01), October 7-10, 2001, Tucson, Arizona, USA

PB - IEEE Press

CY - New York

ER -

Mariano P, Pereira A, Correia L, Ribeiro R, Abramov V, Szirbik NB et al. Simulation of a trading multi-agent system. In Proceedings of Technology, Economic and Social Applications of Distributed Intelligence (TESADI '01) symposium at the 2001 IEEE International Conference on Systems, Man and Cybernetics (SCM '01), October 7-10, 2001, Tucson, Arizona, USA. New York: IEEE Press. 2001. p. 3378-3384 doi: 10.1109/ICSMC.2001.972041

Simulation of a trading multi-agent system

Abstract

Access to Document

Fingerprint

Cite this