Use of Markov Chains to Design an Agent Bidding Strategy for Continuous Double Auctions.

Sunju Park Edmund H. Durfee William P. Birmingham Use of Markov Chains to Design an Agent Bidding Strategy for Continuous Double Auctions. 175-214 2004 22 J. Artif. Intell. Res. (JAIR) http://www.cs.washington.edu/research/jair/abstracts/park04a.html db/journals/jair/jair22.html#ParkDB04