• 제목/요약/키워드: double auction

검색결과 17건 처리시간 0.022초

비선형 효용함수 기반의 다중경매 모형 : 시장 최적화를 위한 유전자 알고리즘 접근법 (A Double Auction Model based on Nonlinear Utility Functions : Genetic Algorithms Approach for Market Optimization)

  • 최진호;안현철
    • 한국경영과학회지
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    • 제33권1호
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    • pp.19-33
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    • 2008
  • In the previous double auction research for the market optimization, two basic assumptions are usually applied - (1) each trader has a linear or quasi-linear utility function of price and quantity, and (2) buyers as well as sellers have identical utility functions. However, in practice, each buyer and seller in a double auction market may have diverse utility functions for trading goods. Therefore, a flexible and integrated double auction mechanism that can integrate all traders' diverse utility functions is necessary. In particular, the flexible mechanism is more useful in a synchronous double auction because traders can properly change utilities in each round. Therefore, in this paper, we propose a flexible synchronous double auction mechanism in which traders can express diverse utility functions for the price and quantity of the goods, and optimal total market utility is guaranteed. In order to optimize the total market utility which consists of multiple complex utility functions of traders. We show the viability of the proposed mechanism through a several simulation experiments.

CoDABot: An Agent-Based Continuous Double Auction System

  • Jung, Yong-Gyu;Kim, Kwang-Su;Kim, In-Cheol
    • 한국지능정보시스템학회:학술대회논문집
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    • 한국지능정보시스템학회 2001년도 The Pacific Aisan Confrence On Intelligent Systems 2001
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    • pp.78-82
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    • 2001
  • Most of current Internet auction systems are simple server programs that partly automated the function of the conventional auction house. These system do not provide sufficient independence, distribution and parallelism between the functions of the conventional auction house. In there are automated by server program, but still users need to execute a repetitive task to monitor the dynamic progress of a certain auction, decide proper bid price, and submit the bid. Another problem is that they support only single as English auction and Dutch auction, but they do not support the double auctions are superior to the single auction with respect to speed., efficiency, and the fair distribution of profit. In this paper, we present design and implement of an agent-based continuous double auction system, called CoDABot, in order to mitigate the limitations of current auctions system. CoDABot supports continuous double auction, provides various bidding agent for users to select, and has been implemented into a multi-agent system that realize more independent, distributed, and parallel subsystems.

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A Double Auction Model based on Nonlinear Utility Functions;Genetic Algorithms Approach for Market Optimization

  • 최진호;안현철
    • 한국지능정보시스템학회:학술대회논문집
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    • 한국지능정보시스템학회 2007년도 추계학술대회
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    • pp.592-601
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    • 2007
  • In the conventional double auction approaches, two basic assumptions are usually applied - (1) each trader has a linear or quasi-linear utility function of price and quantity, (2) buyers as well as sellers have identical utility functions. However, in practice, these assumptions are unrealisitc. Therefore, a flexible and integrated double auction mechanism that can integrate all traders' diverse utility functions is necessary. We propose a double auction mechanism with resource allocation based on nonlinear utility functions, namely a flexible synchronous double auction system where each participant can express a diverse utility function on the price and quantity. In order to optimize the total market utility consists of multiple complex utility functions of traders, our study proposes a genetic algorithm (GA) We show the viability of the proposed mechanism through several simulation experiments.

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에이전트 기반의 연속다중경매 시스템의 설계 및 구현 (Design and Implementation of an Agent-based Continuous Double Auction System)

  • 김광수;김인철
    • 한국정보과학회논문지:컴퓨팅의 실제 및 레터
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    • 제7권6호
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    • pp.641-652
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    • 2001
  • 현재 대부분의 인터넷 경매시스템들은 기존 경매소의 기능들을 하나의 서버프로그램으로 통합하여 제공한다. 따라서 이들 시스템들은 기존 경매소의 기능들간의 독립성과 분산성 그리고 병렬성을 충분히 반영하지 못하고 있다. 또 이와 같은 인터넷 경매시스템들에서는 단지 경매 관리 기능의 일부만 경매서버프로그램에 의해 자동화하였을 뿐, 사용자들은 여전히 이들 경매서버프로그램에 원격으로 접속하여 직접 입찰을 하여야 한다. 따라서 사용자들은 특정 경매의 동적상황을 모니터링하고, 적절한 입찰가격을 결정하여 입찰하는 반복적인 작업을 계속하여야 한다. 현재 인터넷경배 시스템들의 또 다른 문제점은 다양한 경매 유형을 지원하지 못하고 있다는 점이다. 이들 시스템들의 대부분은 영국식 경매와 네델란드식 경매와 같은 단일 경매만 지원할 뿐 경매의 속도와 효율, 그리고 판매자와 구매자 모두의 이익면에서 단일경매보다 우수한 다중경매를 지원하지 못하고 있다. 이러한 기존 인터넷경매 시스템들의 한계점을 극복하고자, 본 논문에서는 에이전트 기반의 연속다중경매 시스템인 CoDABot를 설계하고 구현하였다. CoDABot는 연속다중경매를 지원하고, 사용자가 선택할 수 있는 다양한 입찰 에이전트를 제공하며, 서브시스템들간의 보다 많은 독립성과 분산성, 그리고 병렬성을 실현하도록 하나의 다중 에이전트 시스템으로 구현하였다.

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적색 반겹꽃 절화용 거베라 '레드옥션' 육성 (A New Gerbera Cultivar, 'Red Auction' with Red Color and Semi-double for Cut Flower)

  • 정용모;황주천;진영돈;김수경;노치웅;이영병;권오창
    • 원예과학기술지
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    • 제29권6호
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    • pp.641-644
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    • 2011
  • 경남농업기술원 화훼연구소에서 적색 대륜계 '01-120-195'를 모본, 적색 대륜계 '미스티레드'를 부본으로 인공교배를 실시하여 적색 대륜계 거베라 'Red Auction'을 육성 하였다. 특성검정 포장에 정식하여 2006년부터 2008년까지 3회에 걸쳐 생육 및 수량특성 검정을 실시하였다. 'Red Auction'은 선명한 적색(RHS 45-A)품종으로 화경이 강건하고 안정된 화형을 가진 반겹꽃 대륜화이다. 년간 주당평균수량은 약 49본 정도이며, 평균 절화수명은 약 12일 정도이다. 'Red Auction' 품종은 2010년 신품종으로 품종보호등록 되었다.

CVRP를 위한 에이전트 기반 Shipment 알고리듬 개발 (Agent-based Shipment Algorithm for Capacitated Vehicle Routing Problem with Load Balancing)

  • 오석찬;이상태;김태운
    • 대한산업공학회지
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    • 제32권3호
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    • pp.200-209
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    • 2006
  • Load building is an important step to make the delivery supply chain efficient. We present a family of load makeup algorithms using market based control strategy, named LoadMarket, in order to build efficient loads where each load consists of a certain number of finished products having destinations. LoadMarket adopts Clark-Wright algorithm for generating initial endowment for Load Traders who cooperate to minimize either total travel distance or the variance with respect to the travel distances of loads by means of the spot market or double-sided auction market mechanism. The efficiency of the LoadMarket algorithms is illustrated using simulation based experiments.

A Secure and Efficient Cloud Resource Allocation Scheme with Trust Evaluation Mechanism Based on Combinatorial Double Auction

  • Xia, Yunhao;Hong, Hanshu;Lin, Guofeng;Sun, Zhixin
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • 제11권9호
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    • pp.4197-4219
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    • 2017
  • Cloud computing is a new service to provide dynamic, scalable virtual resource services via the Internet. Cloud market is available to multiple cloud computing resource providers and users communicate with each other and participate in market transactions. However, since cloud computing is facing with more and more security issues, how to complete the allocation process effectively and securely become a problem urgently to be solved. In this paper, we firstly analyze the cloud resource allocation problem and propose a mathematic model based on combinatorial double auction. Secondly, we introduce a trust evaluation mechanism into our model and combine genetic algorithm with simulated annealing algorithm to increase the efficiency and security of cloud service. Finally, by doing the overall simulation, we prove that our model is highly effective in the allocation of cloud resources.

탐색 (Exploration)과 이용(Exploitation)의 상반관계의 균형에 관한 연구 (Balancing the Tradeoffs Between Exploration and Exploitation)

  • 박선주
    • 한국정보과학회논문지:소프트웨어및응용
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    • 제32권11호
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    • pp.1099-1110
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    • 2005
  • 전자상거래상에서 경매가 활발해짐에 따라 경매용 에이전트와 경매 에이전트의 비딩 스트레티지 개발에 관한 연구가 중요한 관심의 초점이 되고 있다. 특히, 우세한 스트레티지가 알려져 있지 않는 복잡한 경매 환경에서의 에이전트 스트레티지 개발은 실용적인 의미를 가지고 있다 이 논문은 최적의 스트레티지가 존재하지 않는 연속이중경매(Continuous Double Auction, CDA) 환경에서 사용할 수 있는 "적응성 스트레티지"를 소개한다. 적응성 스트레티지는 현재 알려져 있는 P-스트레티지에 실시간 적응력을 부가하는 것을 주 아이디어로 한다. 적응성 스트레티지는 여러 종류의 알려진 스트레티지들 중 이제까지 좋은 성능을 보여준 스트레티지를 계속 사용하려는 탐색(exploitation)과 바뀌어졌을지도 모르는 새로운 환경에 적합한 스트레티지를 찾아내려는 이용(exploration)간의 균형을 꾀하며, 이를 각 스트레티지의 기대이득과 실행횟수사이의 상반관계를 고려하는 휴리스틱 탐색 함수를 이용하여 결정한다. 실험분석의 결과, 적응성 스트레티지는 (1) P-스트레티지가 잘 작동하지 않는 환경에선 P-스트레티지보다 높은 이득을, (2) P-스트레티지가 다른 종류의 단순한 스트레티지를 앞서는 환경에서는 P-스트레티지와 비슷한 이득을 보인다.

Maximizing the Overall Satisfaction Degree of all Participants in the Market Using Real Code-based Genetic Algorithm by Optimally Locating and Sizing the Thyristor-Controlled Series Capacitor

  • Nabavi, Seyed M.H.;Hajforoosh, Somayeh;Hajforoosh, Sajad;Karimi, Ali;Khafafi, Kamran
    • Journal of Electrical Engineering and Technology
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    • 제6권4호
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    • pp.493-504
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    • 2011
  • The present paper presents a genetic algorithm (GA) to maximize social welfare and perform congestion management by optimally placing and sizing one Thyristor-Controlled Series Capacitor (TCSC) device in a double-sided auction market. Simulation results, with line flow constraints before and after the compensation, are compared through the Sequential Quadratic Programming SQP method, and are used to analyze the effect of TCSC on the congestion levels of modified IEEE 14-bus and 30-bus test systems. Quadratic, smooth and nonsmooth (with sine components due to valve point loading effect) generator cost curves, and quadratic smooth consumer benefit functions are considered. The main aims of the present study are the inclusion of customer benefit in the social welfare maximization and congestion management objective function, the consideration of nonsmooth generator characteristics, and the optimal locating and sizing of the TCSC using real code-based GA to guarantee fast convergence to the best solution.

가상화를 이용한 위탁형 그리드 서비스 거래망 모델 (Third Party Grid Service Maketplace Model using Virtualization)

  • 장성호;이종식
    • 한국시뮬레이션학회:학술대회논문집
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    • 한국시뮬레이션학회 2005년도 추계학술대회 및 정기총회
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    • pp.45-50
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    • 2005
  • Research and development of grid computing ware mainly focused on high performance computing field such as large-scale computing operation. Many companies and organizations concentrated on existing computational grid. However, service grid focusing on enterprise environments has been noticed gradually. Grid service providers of service grid construct diverse and specialized services and provide service resources that have economic feasibility to grid users. But, service resources are geographically dispersed and divided into many classes and have individual owners and management policies. In order to utilize and allocate resources effectively, service grid needs a resource management model that handles and manages heterogeneous resources of service grid. Therefore, this paper presents the third party grid service marketplace model using virtualization to solve problems of grid service resource management. Also, this paper proposes resource dealing mechanism and pricing algorithms applicable for service grid. Empirical results show usefulness and efficiency of the third party grid service marketplace model in comparison with typical economic models for grid resource management such as single auction model and double auction model.

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