Automating negotiations in markets where multiple buyers and sellers operate is a scientific challenge of extraordinary importance. One-to-one negotiations are classically studied as bilateral bargaining problems, while one-to-many and many-to-many negotiations are studied as auctioning problems. This paper aims at bridging together these two approaches, analyzing agents’ strategic behavior in one-to-many and many-to-many negotiations when agents follow the alternating-offers bargaining protocol [5]. First, we propose a novel mechanism that captures the peculiarities of these settings. Then, we preliminarily explore how uncertainty over reserve prices and deadlines can affect equilibrium strategies. Surprisingly, the computation of the equilibrium for realistic ranges of the parameters in one-to-many settings is reduced to the computation of the equilibrium either in one-to-one settings with uncertainty or in one-to-many settings without uncertainty.
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