TY - GEN
T1 - On-line versus off-line in money-making strategies with brokerage
AU - Dannoura, Eisuke
AU - Sakurai, Kouichi
PY - 1997/1/1
Y1 - 1997/1/1
N2 - We investigate on-line strategies for money-making trading with brokerage, while competitive algorithms without considering the costs of exchanging are investigated in [R.E1-Yaniv, A.Fiat, R.Karp, and G.Turpin, Proc. of FOCS, (1992)]. We first give the optimal off-line algorithm for the (bidirectional) conversion problem with brokerage. Next, we design an on-line algorithm, which is a combination of the EFKT-Mgorithm with our decided off-line algorithm. Furthermore, we analyze the competitive performance of our proposed on-line algorithm, and discuss lower bounds of the competitive ratio for the problem with brokerage.
AB - We investigate on-line strategies for money-making trading with brokerage, while competitive algorithms without considering the costs of exchanging are investigated in [R.E1-Yaniv, A.Fiat, R.Karp, and G.Turpin, Proc. of FOCS, (1992)]. We first give the optimal off-line algorithm for the (bidirectional) conversion problem with brokerage. Next, we design an on-line algorithm, which is a combination of the EFKT-Mgorithm with our decided off-line algorithm. Furthermore, we analyze the competitive performance of our proposed on-line algorithm, and discuss lower bounds of the competitive ratio for the problem with brokerage.
UR - http://www.scopus.com/inward/record.url?scp=84958044050&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=84958044050&partnerID=8YFLogxK
U2 - 10.1007/3-540-63890-3_20
DO - 10.1007/3-540-63890-3_20
M3 - Conference contribution
AN - SCOPUS:84958044050
SN - 3540638903
SN - 9783540638902
T3 - Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
SP - 173
EP - 182
BT - Algorithms and Computation - 8th International Symposium, ISAAC 1997, Proceedings
A2 - Leong, Hon Wai
A2 - Jain, Sanjay
A2 - Imai, Hiroshi
PB - Springer Verlag
T2 - 8th Annual International Symposium on Algorithms and Computation, ISAAC 1997
Y2 - 17 December 1997 through 19 December 1997
ER -