  We consider a periodic double auction (PDA) setting where buyers of the
auction have multiple (but finite) opportunities to procure multiple but fixed
units of a commodity. The goal of each buyer participating in such auctions is
to reduce their cost of procurement by planning their purchase across multiple
rounds of the PDA. Formulating such optimal bidding strategies in a multi-agent
periodic double auction setting is a challenging problem as such strategies
involve planning across current and future auctions. In this work, we consider
one such setup wherein the composite supply curve is known to all buyers.
Specifically, for the complete information setting, we model the PDA as a
Markov game and derive Markov perfect Nash equilibrium (MPNE) solution to
devise an optimal bidding strategy for the case when each buyer is allowed to
make one bid per round of the PDA. Thereafter, the efficacy of the Nash
policies obtained is demonstrated with numerical experiments.
