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一类异质物品拍卖机制收益等价性及应用 被引量:4

Unit Demand Auction Mechanisms for Heterogeneous Objects Auction
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摘要 讨论Winner-pay和All-pay两种不同支付方式下一类异质物品的一级价格拍卖机制的收益特性,以指导拍卖者选择拍卖机制.这类异质物品拍卖广泛应用于网上广告位拍卖和比赛奖金分配中,其特点是各拍卖物品价值具有相关性,投标者只投1个标价,机制根据标价的大小顺序进行物品分配.采用静态贝叶斯博弈分析方法,通过计算两种拍卖方式下拍卖方期望收益,得出两种拍卖机制下拍卖方收益相等的结论;同时,证明了投标者在Winner-pay下的期望支付比All-pay高.从本文拍卖收益计算的特例,还可计算得到k件同质物品拍卖收益等于k+1级密封拍卖的收益. Symmetric Bayesin game theory is usually adopted to select a suitable kind of payment from Winner-pay and All-pay for a special case of heterogeneous object auction where different objects have relatedvalue and it is also widely used in Internet advertisement-place auctions and the activities of contest prize allocation. In this paper, .we assume that each bidder has only one chance to summit a bid during a heterogeneous object auction. We mainly prove that the seller gains the same expected revenue in Winner-pay and All-pay auctions. However, bidders bid more aggressively in Winner-pay auction than in the other auction. Moreover, we specify our model to the single object auction and multi-unit homogeneous objects auction respectively,and conclude that seller's expected revenue is equal to k + 1 sealed auction in k unit homogeneous objects auction.
作者 张娥 汪应洛
出处 《系统工程理论与实践》 EI CSCD 北大核心 2006年第1期107-110,122,共5页 Systems Engineering-Theory & Practice
基金 国家自然科学基金(70472036)
关键词 异质物品拍卖 收益相等 广告位拍卖 heterogeneous objects auction revenue equivalence first price auction
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