Agent-Mediated Electronic Commerce. Designing Trading Strategies and Mechanisms for Electronic Markets [electronic resource] : AMEC and TADA 2012, Valencia, Spain, June 4th, 2012, Revised Selected Papers / edited by Esther David, Christopher Kiekintveld, Valentin Robu, Onn Shehory, Sebastian Stein.

Social Networking and Information Diffusion in Automated Markets -- Policy Search through Adaptive Function Approximation for Bidding in TAC SCM -- Designing Robust Strategies for Continuous Trading in Contemporary Power Markets -- JACK: A Java Auction Configuration Kit -- A Decision Framework for Broker Selection in Smart Grids -- Prediction Market-Based Information Aggregation for Multi-sensor Information Processing -- Agent Adaptation across Non-ideal Markets and Societies -- Incentives in Multi-dimensional Auctions under Information Asymmetry for Costs and Qualities -- A Model-Free Approach for a TAC-AA Trading Agent -- Ad Exchange – Proposal for a New Trading Agent Competition Game -- Competing Intermediaries in Online Display Advertising.

This volume contains 11 thoroughly refereed and revised papers detailing recent advances in research on designing trading agents and mechanisms for agent-mediated e-commerce. They were originally presented at the Joint Workshop on Trading Agent Design and Analysis (TADA 2012) and Agent-Mediated Electronic Commerce (AMEC 2012) co-located with AAMAS 2012 in Valencia, Spain, in June 2012. The increasing reliance on software agents has created a range of pressing new research challenges, including the design of appropriate agent decision algorithms, approaches for predicting the complex behaviors and interactions of multiple agents, including the computation of equilibria, and the engineering of protocols and mechanisms that ensure electronic markets behave in a stable manner or fulfill other desirable criteria. Drawing upon a diverse range of scientific disciplines, including computer science, economics, artificial intelligence, operations research and game theory, the papers collected in this volume represent a cross-section of recent research and cover topics such as strategies for individual trading agents, the design of markets and interaction protocols between agents, and a variety of applications.