同質(zhì)物品網(wǎng)上拍賣的最優(yōu)設(shè)計(jì)
發(fā)布時(shí)間：2018-10-10 11:33
【摘要】：隨著電子商務(wù)的飛速發(fā)展,網(wǎng)上拍賣變得日益流行。在網(wǎng)上拍賣的實(shí)踐中,拍賣機(jī)制的好壞將直接影響網(wǎng)上拍賣物品的有效分配,進(jìn)而影響拍賣商和拍賣網(wǎng)站的收益,最終影響顧客的購(gòu)買行為。因此,對(duì)網(wǎng)上拍賣機(jī)制的研究具有重要的理論和實(shí)踐意義。 論文結(jié)合網(wǎng)上拍賣時(shí)間上的異步性和空間上的分布性等特點(diǎn),在建立網(wǎng)上最優(yōu)拍賣一般優(yōu)化模型的基礎(chǔ)上,從單階段網(wǎng)上拍賣最優(yōu)保留價(jià)設(shè)計(jì)、多階段網(wǎng)上拍賣最優(yōu)保留價(jià)的設(shè)計(jì)、多物品單時(shí)期網(wǎng)上拍賣最優(yōu)設(shè)計(jì)以及混合機(jī)制下(并行使用拍賣和固定價(jià)格機(jī)制)的最優(yōu)設(shè)計(jì)四個(gè)方面對(duì)網(wǎng)上拍賣問(wèn)題進(jìn)行研究。 首先,引入網(wǎng)上拍賣的刊登費(fèi)、傭金、罰金以及投標(biāo)者隨機(jī)到達(dá)等因素,構(gòu)建網(wǎng)上拍賣公開保留價(jià)和秘密保留價(jià)下的拍賣商期望收益最大化決策模型,研究網(wǎng)上拍賣最優(yōu)公開保留價(jià)和最優(yōu)秘密保留價(jià),并給出最優(yōu)保留價(jià)的一般形式。在此基礎(chǔ)上,對(duì)最優(yōu)保留價(jià)進(jìn)行分析,所得結(jié)論表明:拍賣商的最優(yōu)公開保留價(jià)與最優(yōu)秘密保留價(jià)相等,拍賣商的最大期望收益也相等。 其次,在單階段網(wǎng)上拍賣模型的基礎(chǔ)上對(duì)多階段網(wǎng)上拍賣的最優(yōu)保留價(jià)進(jìn)行了研究,給出了多階段網(wǎng)上拍賣最優(yōu)保留價(jià)序列的一般形式。研究表明,每個(gè)相同階段的最優(yōu)公開保留價(jià)和最優(yōu)秘密保留價(jià)相等,并且在兩種不同的保留價(jià)下拍賣商在相同的階段所獲得的最大期望收益也相等:當(dāng)拍賣商進(jìn)行多階段拍賣時(shí),隨著所在階段數(shù)的增加,拍賣商在該階段所獲得的期望收益單調(diào)遞減;如果投標(biāo)者估價(jià)服從均勻分布,那么拍賣商在每階段的最優(yōu)保留價(jià)是單調(diào)遞減的。 再次,引入投標(biāo)者隨機(jī)到達(dá)特點(diǎn)以及物品持有成本、廣告成本和監(jiān)控成本,在單時(shí)期拍賣中重新構(gòu)建拍賣商的收益函數(shù),分別在公開保留價(jià)和秘密保留價(jià)下對(duì)保留價(jià)、拍賣數(shù)量、拍賣時(shí)間以及單位廣告成本進(jìn)行了最優(yōu)設(shè)計(jì),并對(duì)兩種情形下的研究結(jié)論進(jìn)行了比較分析。研究發(fā)現(xiàn),當(dāng)投標(biāo)人數(shù)大于拍賣物品數(shù)量時(shí),拍賣商公開保留價(jià)時(shí)的期望拍賣結(jié)束價(jià)格小于秘密保留價(jià)時(shí)的期望拍賣結(jié)束價(jià)格,并且當(dāng)拍賣商設(shè)置的保留價(jià)在最低水平時(shí),秘密保留價(jià)下的期望收益大于公開保留價(jià)下的期望收益。 最后,通過(guò)構(gòu)造延期成本函數(shù),對(duì)混合機(jī)制下的基于閾值戰(zhàn)略的顧客決策模型進(jìn)行擴(kuò)展,給出一般形式的基于閾值戰(zhàn)略的顧客決策模型。研究表明:無(wú)論延期成本為線性形式還是指數(shù)形式,只要高估價(jià)顧客的延期成本函數(shù)為拍賣剩余時(shí)間的連續(xù)的嚴(yán)格增函數(shù),那么高估價(jià)顧客到達(dá)網(wǎng)站時(shí)都會(huì)根據(jù)閾值戰(zhàn)略進(jìn)行決策。在此基礎(chǔ)上,以拍賣持續(xù)時(shí)間、拍賣物品數(shù)量以及固定價(jià)格為決策變量,建立基于閾值戰(zhàn)略的混合機(jī)制下的拍賣商最優(yōu)決策模型,通過(guò)數(shù)值分析,提出了混合機(jī)制下的最優(yōu)拍賣設(shè)計(jì)原則和設(shè)計(jì)策略,并通過(guò)算例對(duì)所提出的設(shè)計(jì)原則和策略進(jìn)行驗(yàn)證。 論文最后對(duì)所做工作進(jìn)行了總結(jié)并對(duì)有待進(jìn)一步研究的問(wèn)題進(jìn)行了探討。
[Abstract]:With the rapid development of electronic commerce, online auctions become more and more popular. In the practice of online auction, the quality of auction mechanism will directly affect the effective allocation of online auction items, thus affecting the income of auctioneer and auction website, and finally affecting the purchase behavior of customers. Therefore, the research of online auction mechanism has important theoretical and practical significance. On the basis of establishing the general optimization model of online auction on the basis of establishing the optimal auction general optimization model for online auction, the optimal reserved price of online auction at multi-stage is obtained based on the general optimization model of online auction. On the basis of four aspects of design, multi-item single-period online auction system and hybrid mechanism (concurrent use of auction and fixed price mechanism), the online auction problem is carried out Firstly, by introducing the factors such as the publishing fee, commission, fine and the random arrival of the bidder, the paper constructs an auction business expectation benefit maximization decision model under the open reserve price and the secret reserve price of the online auction, and studies the optimal open reservation price and the optimal public reserve price of the online auction. Keep the price secret, and give the optimal reserve price. On the basis of the analysis of the optimal reservation price, the conclusion shows that the optimal public reserve price of the auctioneer is equal to the optimal secret reservation price, and the maximum expectation of the auctioneer Secondly, on the basis of single-stage online auction model, the optimal reservation price of multi-stage online auction is studied, and the optimal reservation for multi-stage online auction is given. The general form of the price sequence. The study shows that the optimal open retention price and the optimal secret retention price for each of the same stages are equal, and the maximum expected revenue obtained by the auctioneer at the same stage at two different reserved prices is also equal: as the auctioneer performs a multi-stage auction, as the auctioneer performs the multi-stage auction, Where the number of bidders increases, the expected income obtained by the auctioneer in this stage is monotonically decreasing; if the bidder's valuation is subject to a uniform distribution, the auctioneer's optimal insurance at each stage The retention price is monotonically decreasing. Once again, it introduces the stochastic arrival characteristics of the tenderer and the cost of the goods holding, the advertising cost and the monitoring cost, rebuilds the income function of the auctioneer in the auction of the single period, Under the price, the reservation price, the number of the auction, the auction time and the cost of the unit advertisement are analyzed, and in both cases, The research results show that when the number of bidders is larger than the number of auction items, the auction end price at the time of the auction ending price is less than the expected auction ending price at the time of the secret reservation price is disclosed by the auctioneer, and when the auctioneer is set up, Where the reserved price is at the lowest level, the expected benefit under the secret reserve price is greater than Finally, by constructing the extended cost function, the customer decision-making model based on threshold strategy under the hybrid mechanism is extended, and the general form is given. Based on the threshold strategy, the customer decision-making model is based on the threshold strategy. The research shows that whether the delay cost is a linear form or an exponential form, as long as the extension cost function of the high-valued customer is a continuous strictly increasing function for the remaining time of the auction, the high-valued customer arrives at the network. On this basis, based on the auction duration, the number of the auction items and the fixed price as the decision variables, the optimal decision model of the auctioneer under the hybrid mechanism based on the threshold strategy is established, and the hybrid mechanism is put forward by numerical analysis. The optimal auction design principle and design strategy of the optimal auction are calculated by the calculation example. The design principles and strategies are verified. Finally, the paper summarizes the work done.
【學(xué)位授予單位】：華中科技大學(xué)
【學(xué)位級(jí)別】：博士
【學(xué)位授予年份】：2009
【分類號(hào)】：F224;F713.359
本文編號(hào)：2261612
[Abstract]:With the rapid development of electronic commerce, online auctions become more and more popular. In the practice of online auction, the quality of auction mechanism will directly affect the effective allocation of online auction items, thus affecting the income of auctioneer and auction website, and finally affecting the purchase behavior of customers. Therefore, the research of online auction mechanism has important theoretical and practical significance. On the basis of establishing the general optimization model of online auction on the basis of establishing the optimal auction general optimization model for online auction, the optimal reserved price of online auction at multi-stage is obtained based on the general optimization model of online auction. On the basis of four aspects of design, multi-item single-period online auction system and hybrid mechanism (concurrent use of auction and fixed price mechanism), the online auction problem is carried out Firstly, by introducing the factors such as the publishing fee, commission, fine and the random arrival of the bidder, the paper constructs an auction business expectation benefit maximization decision model under the open reserve price and the secret reserve price of the online auction, and studies the optimal open reservation price and the optimal public reserve price of the online auction. Keep the price secret, and give the optimal reserve price. On the basis of the analysis of the optimal reservation price, the conclusion shows that the optimal public reserve price of the auctioneer is equal to the optimal secret reservation price, and the maximum expectation of the auctioneer Secondly, on the basis of single-stage online auction model, the optimal reservation price of multi-stage online auction is studied, and the optimal reservation for multi-stage online auction is given. The general form of the price sequence. The study shows that the optimal open retention price and the optimal secret retention price for each of the same stages are equal, and the maximum expected revenue obtained by the auctioneer at the same stage at two different reserved prices is also equal: as the auctioneer performs a multi-stage auction, as the auctioneer performs the multi-stage auction, Where the number of bidders increases, the expected income obtained by the auctioneer in this stage is monotonically decreasing; if the bidder's valuation is subject to a uniform distribution, the auctioneer's optimal insurance at each stage The retention price is monotonically decreasing. Once again, it introduces the stochastic arrival characteristics of the tenderer and the cost of the goods holding, the advertising cost and the monitoring cost, rebuilds the income function of the auctioneer in the auction of the single period, Under the price, the reservation price, the number of the auction, the auction time and the cost of the unit advertisement are analyzed, and in both cases, The research results show that when the number of bidders is larger than the number of auction items, the auction end price at the time of the auction ending price is less than the expected auction ending price at the time of the secret reservation price is disclosed by the auctioneer, and when the auctioneer is set up, Where the reserved price is at the lowest level, the expected benefit under the secret reserve price is greater than Finally, by constructing the extended cost function, the customer decision-making model based on threshold strategy under the hybrid mechanism is extended, and the general form is given. Based on the threshold strategy, the customer decision-making model is based on the threshold strategy. The research shows that whether the delay cost is a linear form or an exponential form, as long as the extension cost function of the high-valued customer is a continuous strictly increasing function for the remaining time of the auction, the high-valued customer arrives at the network. On this basis, based on the auction duration, the number of the auction items and the fixed price as the decision variables, the optimal decision model of the auctioneer under the hybrid mechanism based on the threshold strategy is established, and the hybrid mechanism is put forward by numerical analysis. The optimal auction design principle and design strategy of the optimal auction are calculated by the calculation example. The design principles and strategies are verified. Finally, the paper summarizes the work done.
【學(xué)位授予單位】：華中科技大學(xué)
【學(xué)位級(jí)別】：博士
【學(xué)位授予年份】：2009
【分類號(hào)】：F224;F713.359
【引證文獻(xiàn)】
相關(guān)碩士學(xué)位論文 前1條
1 高寧寧;政府網(wǎng)上采購(gòu)拍賣的占線問(wèn)題研究[D];北京化工大學(xué);2012年
，本文編號(hào)：2261612
本文鏈接：http://www.lk138.cn/wenyilunwen/guanggaoshejilunwen/2261612.html
最近更新
教材專著
