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.
@article{arxiv.1812.11149,
title = {Online Trading as a Secretary Problem},
author = {Elias Koutsoupias and Philip Lazos},
journal= {arXiv preprint arXiv:1812.11149},
year = {2020}
}