Goods and services are exchanged between trading parties using a variety of trading models. The popular ones in existence today are fixed price selling, bilateral and multilateral negotiations, auctions and sealed bid based procurement, and brokerages. All of these forms are appearing as services on the Internet (e.g., Priceline.com, Onsale.com, EBay, FastParts etc.) The Internet dramatically reduces certain types of frictional costs and time (opportunity costs) incurred in concluding a trade in the different trading models. The Internet also changes the discovery costs as web sites and search engines allow traders around the globe to locate potential trading partners. As a result, not only will certain types of traditional auctions, brokerages, and bilateral/multilateral negotiations move to the Internet, many uses of fixed price trading today may convert to negotiated price trading on the Internet.

Several technical and business issues must be addressed in order to make negotiations ubiquitous. This workshop aims to bring together researchers, developers, and business people, who are shaping the future of Internet based trade negotiations.

From Deep Blue to Deep Computing:
Murray Campbell, Deep Blue team,
IBM Watson Research

• General Chair: Anant Jhingran, IBM T.J. Watson Research Center
• Local Arrangements: Sunil Noronha, IBM T.J. Watson Research Center

• Program Chair: Manoj Kumar, IBM T.J. Watson Research Center
• Committee Members:
• Arie Segev, University of California, Berkeley
• Shyam Sunder, Carnegie Mellon University
• Michael Wellman, University of Michigan
• Andrew Whinston, University of Texas at Austin

The conference will begin at 8:30am on the 18th and end at 1pm on the 19th, so please make your travel plans accordingly. The conference attendance is limited to registered participants.