Skip to content

erlingrj/auction-algorithm

Folders and files

NameName
Last commit message
Last commit date

Latest commit

 

History

3 Commits
 
 
 
 
 
 
 
 
 
 
 
 

Repository files navigation

Background

Auction algorithm org paper

https://web.mit.edu/dimitrib/www/Auction_Encycl.pdf

  • n persons, m objects
  • goal gind set of (1,j_1) -> (n, j_n) that maximizes benefit

If object j as price p_j the net value for person i buying object j is a_ij - p_j.

In an auction setting, each object would be sold to the person bidding most and he woud get the benefit of the difference between the 2 highest a_ij sfor that j.

Each agent would like to be assigned to the object that gives it the most value

Naive auction method

Iterative process: Starts out with an arbitrarty assignment and an arbitrary set of prices If all agents are happy. We terminate

If some agent is unhappy we proceed like this:

  • agent i finds object j which offers maximum value to him for the given price
  • agent i exchanges objects with agent which has j. Sets the price of j to the level at which he is indifferent between j and next nest

We introduce epsilon to ensure that we will find a solution

  • agent is almost happy if his value is within epsilon of maximal value
  • Almost at equilibirum if all agents are at least almost happy

At each round the bidder sets the price of object j to a little higher than the value of its second best so he is almost happy at the end of a round.

Once an object has received a bid for the first time, the agent subscribed to that object for all subsequent rounds will be almost happy

THis means that once all objects have received a bid, the auction terminates as we will be in a state where all agents are almost happy

November 8

  • First implementation based on Edmunds works but it doesnt generate the correct values versus the stonesoup version.
  • Basically what happens is that each I pick the best measurement for each track and then the last track automatically gets dumped. It is not correct.
  • I should be able to unpick some measurements??

Figure this out ater. But you need a more solid understanding of what is happeniing here....

About

Python implementation of Bertsekas Auction Algorith,

Resources

Stars

Watchers

Forks

Releases

No releases published

Packages

 
 
 

Contributors

Languages