This paper describes an agent-based electronic market system whose underlying communication and cooperation protocols establish an artificial environment with advanced features. Using the system, actors (i.e., customers and merchants) can delegate a variety of tasks to personal software agents that act as their artificial employees. Contrary to other approaches, where a new agent is launched when their associated actors intend to perform a buying or selling transaction and “lives” only while this transaction is processed, our approach builds on a personalization of agents that permanently “live” in the market representing their actors’ interests. More specifically, beyond just requesting and proposing an offer, agents in our system maintain a profile of their owners, which is updated upon the actor-agent interaction type, and can proactively ask their owners’ permission to initiate a transaction (e.g., when a new product, which match one’s profile, appears in the market). Furthermore, the system is enabled with a highly interactive multiple criteria decision making tool that can handle incomplete, inconsistent and conflicting information during a purchase transaction, and perform a progressive synthesis and comparative evaluation of the existing proposals.