The rapid proliferation of standards and radio services in recent years caused the problem of spectrum scarcity. The main objective of Cognitive Radio (CR) is to facilitate access to radio spectrum. Our contribution in this paper is the use of auctions to solve the problem of spectrum congestion in the context of CR, for that, we will combine the theory of auctions with multi-agent systems. Our approach has shown that it is preferable to use the Sealed-bid Auction with dynamic programming because this method has many advantages over other methods.