We consider a stochastic game-theoretic model of an investment market in continuous time with short-lived assets and study strategies, called survival, which guarantee that the relative wealth investor who uses such strategy remains bounded away from zero. The main results consist obtaining sufficient condition for to be survival showing all strategies are asymptotically close each other. It is...

Decision makers in a supply chain confront two main sources of uncertainty in market environment including uncertainty about customers purchasing behaviors and rival chains strategies. Focusing on competition between two supply chains, it is considered that each customer as an independent player selects products of these chains based on randomutilitymodel. Similar to quantal response equilibriu...

The Trading Agent Competition (TAC) is an open-invitation forum designed to encourage research into electronic markets and trading agents. In this paper we present the Socrates trading agent and the strategies that were developed for and used in the TAC Supply Chain Management game as part of the 2004 competition. The resulting behaviour and performance in the TAC competition as well as in a se...