摘要
在一般模型下，研究了使卖方期望效用最大化的最优拍卖机制设计问题．考虑了（一个）卖方有多个相同不可分物品的拍卖、投标者的估价相关性以及私有信息的非对称性，给出了多物品最优拍卖的性质，证明了最优拍卖是确定性的，推广了单物品、单需求的拍卖模型．最后给出了最优拍卖的示例，说明了最优拍卖的复杂性．本文的显著特点（不同于其他文献），就是用新的方法—通过每个投标者得到物品个数的概率来刻划多物品拍卖的机制，从而使分析大为简化．
The design of optimal auction mechanism that maximizes the seller's expected utility is studied based on a general model. The problem that a seller has several units of homogeneous indivisible objects to be sold, the correlation of bidders' valuations and the asymmetry of the private information are considered. The properties of the optimal auctions when the seller has multiple objects are given. It is shown that the optimal auction is deterministic. And the single object and unit demand auction models are generalized. Finally, an example of the optimal auction is given to illustrate the complexity of the optimal auction. The distinct characteristic from others is that a new method (through the probability of every bidders' getting the number of objects) is used to describe the mechanism of multi object auctions, and so the analysis is simplified greatly.
出处
《上海交通大学学报》
EI
CAS
CSCD
北大核心
1998年第12期101-106,共6页
Journal of Shanghai Jiaotong University
关键词
拍卖
最优拍卖
不完全信息
多物品拍卖
auction
optimal auction
mechanism
expected utility
incomplete information
