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

Research output: Chapter in Book/Report/Conference proceedingConference contributionAcademic

5 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 languageEnglish
Title of host publicationProceedings 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 PublicationNew York
PublisherIEEE Press
Pages3378-3384
ISBN (Print)0-7803-7087-2
DOIs
Publication statusPublished - 2001

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