基于有限理性的一级密封价格拍卖灰博弈模型研究——基于准确的价值和经验理想报价估价的最优灰报价模型

Study on the First-Price Sealed Auction Grey Game Model Based on Finite Reasonability——Research of Optimal Grey Quotation Model Based on Accurate Evaluation of Value and Experiential Ideal Quotation

运用灰系统理论的思想[1],对目前的一级密封价格拍卖博弈模型进行检验和验证,并对其存在的一些缺陷进行了剖析,认为这些经典模型对条件的限制过于严格,与现实的吻合性较差。基于有限理性假设,设计了经验理想报价灰修正系数,建立了基于准确的价值和经验理想报价估价的有限理性最优灰报价模型。对该模型灰系数进行第一标准灰数变换,找到了投标人的威胁反应灰系数;发现了投标人的最优灰报价不仅取决于其自身的价值,而且还取决于他人的价值及其威胁反应灰系数;投标人的最优灰报价不仅仅刚好为其对被拍物品所认可价值的一半,而要视情而定,一般情况下均高于其所认可价值的一半。对该模型进行了数据仿真,得到一些与经典模型有较大差异的有价值的结论,并建议了投标人的最佳投标模式。

There are some of defects in the classical the first-price sealed auction model, whose conditions are restricted too much to fit the real situation, after that it is verified with thoughts of grey system. The paper designs grey correction factor of experiential ideal quotation, and built optimal grey quotation model based on accurate evaluation of value and experiential ideal quotation based on finite reasonability. However, bidder＇s menace reflection coefficient is found with the way of first standard grey transform. It is found that bidder＇s optimal grey quotation depends only not on the bidder＇s values but on rival＇s values and menace reflection grey coefficient. The bidder＇s optimal grey quotation is not the half of values of goods at auction, but higher than the half of the values generally. Furthermore, with simulation of the model, the paper proposes significantly some conclusions those are different from the classical model, and the optimal patterns of bidding.