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arXiv 1401.3829cs.GTcs.LG
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RoxyBot-06:TAC出行的随机预测与优化

RoxyBot-06: Stochastic Prediction and Optimization in TAC Travel

Brown University(布朗大学);University of Washington(华盛顿大学)

Amy Greenwald, Seong Jae Lee, Victor Naroditskiy

摘要:

在本文中,我们描述了我们的自主投标代理,RoxyBot,谁出现在2006年的贸易代理竞争的旅游部门在照片完成的胜利。在高层次上,许多成功的交易代理人的设计可以总结如下:(i)价格预测:建立市场价格模型;(ii)优化:在给定模型的情况下,求解近似最优的一组出价。为了进行预测,RoxyBot通过模拟同时上涨的拍卖建立了一个市场价格的随机模型。为了进行优化,RoxyBot依赖于样本平均近似方法,这是一种随机优化技术。

英文摘要:

In this paper, we describe our autonomous bidding agent, RoxyBot, who emerged victorious in the travel division of the 2006 Trading Agent Competition in a photo finish. At a high level, the design of many successful trading agents can be summarized as follows: (i) price prediction: build a model of market prices; and (ii) optimization: solve for an approximately optimal set of bids, given this model. To predict, RoxyBot builds a stochastic model of market prices by simulating simultaneous ascending auctions. To optimize, RoxyBot relies on the sample average approximation method, a stochastic optimization technique.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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