网上一口价在线拍卖的定价策略设计

Pricing strategy for online "buy it now" auction

网上一口价拍卖作为网络拍卖的创新模式,打破了传统拍卖的局限,得到商家的广泛应用,但是一口价的最优设定问题一直没有得到很好解决.该文首先在独立私有价值模型下,研究了持久一口价拍卖中买卖双方的Stackelberg主从递阶决策过程,证明了持久一口价拍卖存在临界估值,并求出了最优持久一口价.针对竞买人估值分布无法预知的实际情况,利用竞争分析的方法设计了最优的单一定价策略,同时为时间敏感性拍卖人设计了在线动态定价策略,并证明了两策略都是激励相容的.

＂Buy it now＂ auction is widely applied as an innovation mode of internet auction,as it break the limitation of traditional auction.However what level the buyout price should be is still an unsolved question.In this paper,we research on the Stackelberg game between sellers and bidders basing on the independent private value model,and it is proved that in the internet ＂buy it now＂ auction there is a threshold value at which the expected revenue of biding for the bidder is the same as at the permanent buyout price.Moreover,we obtain the optimal buyout price basing on the analysis of the Stackelberg game.Taking into account the uncertainty of bidders＇ value distribution,the online strategy and competitive analysis are introduced into setting the ＂buyout price＂.We give an optimal ＂single-buyout price＂ strategy and a competitive dynamic pricing strategy,and prove that these two strategies are all incentive compatible.