网上多期多单位物品最优拍卖设计

Design of Online Multi-period Multi-unit Optimal Auctions

针对现有网上拍卖机制设计存在的不足,引入传统销售中的库存、订购、延期订单等因素,结合网上拍卖的新特点,以拍卖商期望利润最大为目标,运用动态规划优化理论、边际收益和边际成本分析方法在一定拍卖规则下设计了多期多单位最优拍卖数量、最优订购量以及最优保留价,并比较了拍卖机制和固定价格机制,得出在一定条件下拍卖机制优于固定价格机制。

Aimed at the disadvantage of current online auction mechanisms design, in this paper, considering the variable characteristic of online auctions and the factor of traditional inventory, ordering, backordering, the optimal number of units auctioned, the optimal number of units ordered and the optimal reservation values in online multi-period multi-unit auctions are designed to maximize the auctioneer＇s revenue function, employing dynamic programming theory and analysis method of marginal revenue and marginal cost. Some numerical comparisons of an auction mechanism and a list-price mechanism are conducted. It is found the results of some numerical examples that illustrate cases in which an auction policy is more profitable than a list-price policy.