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基于博弈论的多属性拍卖模型与机制研究

Research on Model and Mechanism of Multi-Attribute Auction Based on Game Theory

【作者】 曾宪科

【导师】 冯玉强;

【作者基本信息】 哈尔滨工业大学 , 管理科学与工程, 2010, 硕士

【摘要】 随着经济的发展和网络的普及,多属性拍卖以其能最大限度地满足拍卖人的多样化需求,充分发挥竞拍人各自的竞争优势从而提高拍卖双方的收益这一突出优点,展现出广阔的应用前景,特别是在采购中,反向在线多属性拍卖更具有优势。然而,现有多属性拍卖模型存在模型简单化、参数值固定从而不适合现实的网上多属性拍卖客观需要的问题,成为阻碍网上多属性拍卖在现实中广泛应用的瓶颈之一,不利于网上政府采购和B2B交易的快速发展,此问题亟待研究并解决。本论文针对目前急需对网上多属性拍卖进行研究的现实需要,采用理论分析的研究方法,依据对多属性拍卖国内外研究现状的分析,结合现实客观情况,找出现有学者Che、Branco和David设计的经典模型的不足,进一步完善了多属性拍卖模型,相对提高了多属性拍卖模型对现实情况的适用性。然后在本文建立的拍卖数学模型基础之上,主要针对第一得分密封拍卖和多属性英式拍卖这两种多属性拍卖机制,制定了竞拍人的投标策略,给出了竞拍人质量属性和价格属性的最优配置结构化的计算公式以及竞拍人的期望收益计算公式。再根据竞拍人的投标策略计算出拍卖人的期望收益,从而推导出拍卖人的最优评分函数设计策略,给出评分函数中各属性权重计算的公式。最后,经过博弈分析得出第一得分密封拍卖与多属性荷式拍卖期望收益相等以及多属性英式拍卖与第二得分密封拍卖期望收益相等,再通过数学证明得出第一得分密封拍卖与多属性英式拍卖期望收益相等,从而得出了基于本文建立的多属性拍卖模型,拍卖人在上述四种多属性拍卖机制中期望收益是相等的这一结论。另外,在对四种多属性拍卖机制分析的同时,对影响多属性拍卖结果的影响因素进行了详细分析,如属性个数、竞拍人数、最小加分幅度等因素。

【Abstract】 With economic development and popularization of Internet, multi-attribute auction shows broad prospects. Because multi-attribute auction has an outstanding advantage to satisfy the diverse needs of auctioneers to the last degree and give full play to bidders’competitive advantages, it can increase their mutual benefit. Especially in procurement, adoption of multi-attribute reverse auction on the net has more advantages. However, the existing models of multi-attribute auction are simple and their parameter values are fixed so that they can not suit the need of implementing multi-attribute auction on the internet. The problem will hinder the wide use of multi-attribute auction and the rapid development online government procurement and B2B transactions. The above problem urgently needs to be solved.Firstly this thesis focuses on the current urgent need to research online multi-attribute auction, takes the method of theoretical analysis, based the domestic and foreign research status of the multi-attribute auction, combined with the reality, and finds out the shortcomings of existing classic model designed by Che, Branco and David. The model of multi-attribute auction is perfected and the model applicability is improved.Then based on the mathematical auction model in this paper, mainly for the first score-sealed bid auction mechanism and multi-attribute English auction mechanism, bidders strategy is made and the structural optimal formulas of quality attributes, price attribute and the bidders’ expected benefit are given. According to the bidder’s bidding strategy, the auctioneer’s expected benefit is calculated, optimal score function design strategy is derived, and the formula for calculating attribute weights of score function are given.Finally, through analysis with game theory, the expected revenue between first score sealed-bid auction and multi-attribute Dutch auction is equal and so is expected revenue between multi-attribute English auction and second score sealed-bid auction. The expected revenue between first score sealed-bid auction and multi-attribute English auction is proved to be equal by mathematical computation. So one conclusion is made that the auctioneer’s expected revenue of the above multi-attribute auctions is equal. In addition, at the same time of analyzing the four multi-attribute auction mechanisms, the factors of influencing the auction result are analyzed in detail, such as the number of attribute, the number of bidder and the size of the minimal increment score.

  • 【分类号】F224;F713.359
  • 【被引频次】7
  • 【下载频次】492
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