By Maria Fasli, Onn Shehory

This publication constitutes the completely refereed post-proceedings of the joint overseas Workshops on buying and selling Agent layout and research, TADA 2006, and on Agent Mediated digital trade, AMEC VIII 2006, held in Hakodate, Japan, in could 2006 as an linked occasion of AAMAS 2006, the fifth foreign Joint convention on independent brokers and Multiagent Systems.

The 17 revised complete papers provided have been conscientiously chosen from the displays made on the workshop and contain papers from the yearly TAC event whose function is to stimulate examine in buying and selling brokers and marketplace mechanisms by way of offering a platform for brokers competing in well-defined marketplace situations. The papers tackle a mixture of either theoretical and functional concerns in buying and selling agent layout and applied sciences, theoretical and empirical overview of concepts in complicated buying and selling eventualities in addition to mechanism layout. additionally lined are problems with agent-mediated digital trade starting from the layout of digital marketplaces and effective protocols to behavioral points of brokers working in such environments.

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Additional resources for Agent-mediated electronic commerce: automated negotiation and strategy design for electronic markets. AAMAS 2006 workshop, Tada/Amec 2006, Hakodate, Japan, May 9, 2006, selected and revised papers

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Consider t = Nr . For this time period, for 1 ≤ i ≤ r, we have the following (since Nr is the largest possible value for n): EUA (i, Nr ) = 0 and EUB(i, Nr ) = 0 On Efficient Procedures for Multi-issue Negotiation EUA(i, j, Nr ) = EUB(i, j, Nr ) = 0 39 if Ni < Nr P (Nr ) × b m c=1 kca δct−1 if Ni = Nr 0 if Ni < Nr P a (Nr ) × m c=1 kcb δct−1 if Ni = Nr Note that EUA(i, j, Nr ) and EUB(i, j, Nr ) do not depend on j because in the last time period, the offering agent gets 100 per cent of all the m pies.

Theorem 7. If [xt , y t ] denotes the offer made at time t, then for the PD procedure, for the time period t ≤ Nr , the following strategies form a sequential equilibrium: ⎧ ⎪ QUIT if t > Ni ⎪ ⎪ ⎪ ⎪ ⎪ OFFER TRADEOFFA ( EUB (ψ, t)) if a’s turn ⎨ A (i, t) = If offer gets rejected UPDATE BELIEFS ⎪ ⎪ ⎪ RECEIVE OFFER and UPDATE BELIEFS if b’s turn ⎪ ⎪ ⎪ ⎩ If (Uia ([xt , y t ], t) ≥ EUA(i, t)) ACCEPT else REJECT (7) ⎧ ⎪ QUIT if t > Ni ⎪ ⎪ ⎪ ⎪ ⎪ OFFER TRADEOFFB ( EUA (φ, t)) if b’s turn ⎨ B (i, t) = If offer gets rejected UPDATE BELIEFS ⎪ ⎪ ⎪ if a’s turn ⎪RECEIVE OFFER and UPDATE BELIEFS ⎪ ⎪ ⎩ If (Uib ([xt , y t ], t) ≥ EUB(i, t)) ACCEPT else REJECT (8) for 1 ≤ i ≤ r.

If [xt , y t ] denotes the offer made at time t, then for the PD procedure, for the time period t ≤ Nr , the following strategies form a sequential equilibrium: ⎧ ⎪ QUIT if t > Ni ⎪ ⎪ ⎪ ⎪ ⎪ OFFER TRADEOFFA ( EUB (ψ, t)) if a’s turn ⎨ A (i, t) = If offer gets rejected UPDATE BELIEFS ⎪ ⎪ ⎪ RECEIVE OFFER and UPDATE BELIEFS if b’s turn ⎪ ⎪ ⎪ ⎩ If (Uia ([xt , y t ], t) ≥ EUA(i, t)) ACCEPT else REJECT (7) ⎧ ⎪ QUIT if t > Ni ⎪ ⎪ ⎪ ⎪ ⎪ OFFER TRADEOFFB ( EUA (φ, t)) if b’s turn ⎨ B (i, t) = If offer gets rejected UPDATE BELIEFS ⎪ ⎪ ⎪ if a’s turn ⎪RECEIVE OFFER and UPDATE BELIEFS ⎪ ⎪ ⎩ If (Uib ([xt , y t ], t) ≥ EUB(i, t)) ACCEPT else REJECT (8) for 1 ≤ i ≤ r.

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