Online Trading as a Secretary Problem

12/28/2018
by   Elias Koutsoupias, et al.
0

We consider the online problem in which an intermediary trades identical items with a sequence of n buyers and n sellers, each of unit demand. We assume that the values of the traders are selected by an adversary and the sequence is randomly permuted. We give competitive algorithms for two objectives: welfare and gain-from-trade.

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