Online Trading as a Secretary Problem
arXiv:1812.11149 · doi:10.1007/978-3-319-99660-8_18
Abstract
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.