The Application of Monte Carlo Sampling to Sequential Auction Games with Incomplete Information: An Empirical Study
| dc.contributor.advisor | Dr. Peter Wurman, Chair | en_US |
| dc.contributor.advisor | Dr. Michael Young, Member | en_US |
| dc.contributor.advisor | Dr. Robert St. Amant, Member | en_US |
| dc.contributor.author | Zhu, Weili | en_US |
| dc.date.accessioned | 2010-04-02T18:07:12Z | |
| dc.date.available | 2010-04-02T18:07:12Z | |
| dc.date.issued | 2001-10-12 | en_US |
| dc.degree.discipline | Computer Science | en_US |
| dc.degree.level | Master's Thesis | en_US |
| dc.degree.name | MS | en_US |
| dc.description.abstract | In this thesis, I develop a sequential auction model and design a bidding agent for it. This agent uses Monte Carlo sampling to 'learn' from a series sampled games. I use a game theory research toolset called GAMBIT to implement the model and collect some experimental data. The data shows the effect of different factors that impact on our agent's performance, such as the sample size, the depth of game tree, etc. The data also shows that our agent performs well compared with myopic strategic agent. I also discuss the possible relaxation of different aspects in our auction model, and future research directions. | en_US |
| dc.identifier.other | etd-20010930-170049 | en_US |
| dc.identifier.uri | http://www.lib.ncsu.edu/resolver/1840.16/1762 | |
| dc.rights | I hereby certify that, if appropriate, I have obtained and attached hereto a written permission statement from the owner(s) of each third party copyrighted matter to be included in my thesis, dissertation, or project report, allowing distribution as specified below. I certify that the version I submitted is the same as that approved by my advisory committee. I hereby grant to NC State University or its agents the non-exclusive license to archive and make accessible, under the conditions specified below, my thesis, dissertation, or project report in whole or in part in all forms of media, now or hereafter known. I retain all other ownership rights to the copyright of the thesis, dissertation or project report. I also retain the right to use in future works (such as articles or books) all or part of this thesis, dissertation, or project report. | en_US |
| dc.title | The Application of Monte Carlo Sampling to Sequential Auction Games with Incomplete Information: An Empirical Study | en_US |
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