随机型多物品最优网上拍卖设计

Optimal design of multi-unit online auctions with stochastic bidders

拍卖商如何制定拍卖规则才能使自己收入最大化,即最优拍卖问题,是拍卖理论非常重要的一个研究方向.针对现有网上拍卖机制设计存在的不足,结合网上拍卖中时间上的异步性、空间上的分布性、以拍卖的成本不能忽略以及拍卖物品数量不断变化等特点,运用优化理论和方法,在独立私人价值模型假设下对网上多物品单时期最优拍卖时间和最优拍卖数量进行了设计.

How to formulate the rules of the auction can maximize Auctioneer＇s expected revenue, which is optimal auction. It is a very important research area. Aiming at the disadvantage of current online auction mechanisms design, bending the rules of space and time, considering the cost of the auction and the number of items auctioned constantly change on Internet-based auctions, and introducing optimal theory and means, by means of the assumption of the Independent Private Value Model, this paper designs optimal length of auction and optimal lot-size online single-period multi-unit auctions.