On-line versus off-line in money-making strategies with brokerage

Eisuke Dannoura, Kouichi Sakurai

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Abstract

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.

Original languageEnglish
Title of host publicationAlgorithms and Computation - 8th International Symposium, ISAAC 1997, Proceedings
EditorsHon Wai Leong, Sanjay Jain, Hiroshi Imai
PublisherSpringer Verlag
Pages173-182
Number of pages10
ISBN (Print)3540638903, 9783540638902
DOIs
Publication statusPublished - Jan 1 1997
Event8th Annual International Symposium on Algorithms and Computation, ISAAC 1997 - Singapore, Singapore
Duration: Dec 17 1997Dec 19 1997

Publication series

NameLecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
Volume1350
ISSN (Print)0302-9743
ISSN (Electronic)1611-3349

Other

Other8th Annual International Symposium on Algorithms and Computation, ISAAC 1997
CountrySingapore
CitySingapore
Period12/17/9712/19/97

All Science Journal Classification (ASJC) codes

  • Theoretical Computer Science
  • Computer Science(all)

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  • Cite this

    Dannoura, E., & Sakurai, K. (1997). On-line versus off-line in money-making strategies with brokerage. In H. W. Leong, S. Jain, & H. Imai (Eds.), Algorithms and Computation - 8th International Symposium, ISAAC 1997, Proceedings (pp. 173-182). (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics); Vol. 1350). Springer Verlag. https://doi.org/10.1007/3-540-63890-3_20