...together 

For example, articles are bundled together into a single journal or newspaper issue, and a monthly or daily series of these are bundled together in subscriptions [4, 11].

.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.

...dynamics 

See references [6, 8, 9] for an example of the instabilities that can result when competing broker agents search a restricted price and product space.

.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.

...prices)

For some recent work on multi-agent search, see, e.g., [23, 24].

.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.

...subscribe 

We assume consumers are risk neutral. A risk averse agent would want to optimize the expectation of a concave function of surplus, and optimal behavior would depend on second and possibly higher moments of the induced distribution of surplus, not just the expected surplus. See, e.g., [12].

.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.

...found 

It can be shown that, for exponential g and uniform h, 79#79, which is positive when 80#80.

.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.

...negative 

These characteristics only pertain to the case where g is exponential and h is uniform; we have explored other combinations of functional forms for g and h that yield profit landscapes that are topographically different. For example, if g is exponential and h consists of a number of well-separated mass points, the landscape can contain multiple ridges and peaks.

.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.

...value 

Economists have studied behavior of this sort in order to explain temporal price dispersion, such as ``sales'', temporary discounts, and introductory pricing. A mixture of reasons have been modeled, including attempts to price discriminate between better and worse informed customers, and inducing potential customers to bear some search costs to find a better price or product. See [18], [19], and [22].

.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.