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Titlebook: Auctions, Market Mechanisms and Their Applications; Second International Peter Coles,Sanmay Das,Boleslaw Szymanski Conference proceedings 2

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發(fā)表于 2025-3-21 19:10:21 | 只看該作者 |倒序瀏覽 |閱讀模式
期刊全稱Auctions, Market Mechanisms and Their Applications
期刊簡稱Second International
影響因子2023Peter Coles,Sanmay Das,Boleslaw Szymanski
視頻videohttp://file.papertrans.cn/165/164957/164957.mp4
發(fā)行地址Up to date results.Fast conference proceedings.State of the art research
學科分類Lecture Notes of the Institute for Computer Sciences, Social Informatics and Telecommunications Engi
圖書封面Titlebook: Auctions, Market Mechanisms and Their Applications; Second International Peter Coles,Sanmay Das,Boleslaw Szymanski Conference proceedings 2
影響因子This book constitutes the thoroughly refereed post-conference proceedings of the Second International ICST on Auctions, Market Mechanisms and Their Applications (AMMA 2011) held in New York, USA, August 22-23, 2011. The 22 revised full papers presented were carefully selected from numerous submissions covering topics such as school choice, markets for housing, energy, and advertising, prediction markets, and the theory of market design.
Pindex Conference proceedings 2012
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Lecture Notes of the Institute for Computer Sciences, Social Informatics and Telecommunications Engihttp://image.papertrans.cn/b/image/164957.jpg
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https://doi.org/10.1007/978-3-642-30913-7auctions; energy; market design; market mechanisms; prediction markets
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Market User Interface Designomes. This can be a challenge in markets with a large number of choices, yet traditional economic models do not consider that humans have cognitive costs, bounded time for decision making, and bounded computational resources.
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Sharing in BitTorrent Can Be Rationalhe other. Over an infinite number of discrete periods they play a symmetric simultaneous game where they may either help the other a fixed distance up the mountain at some cost, or do nothing. Can these mountaineers climb their mountain?
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Auctions, Market Mechanisms and Their Applications978-3-642-30913-7Series ISSN 1867-8211 Series E-ISSN 1867-822X
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