不完全信息投标报价模型

Bidding Model under Incomplete Information

考虑现实竞标过程中投标方彼此成本信息不对称及未来市场的不确定性。利用模糊数刻画竞标方彼此成本信息不对称,并用线性风险损失刻画竞标方面临的失标风险及赢者诅咒风险,构造信息不完全背景下竞标方报价模型。通过数据模拟分析通胀风险因子对竞标方报价及期望效用的影响,得到以下结论:通胀风险因子的存在会致使竞标方报价高于传统报价,且竞标方报价与通胀风险因子呈正比;竞标方的期望效用则由于通胀风险因子相应降低,与通胀风险因子呈负相关。

There are cost information asymmetry among competitors and future market uncertainty in the real business environment.By characterizing the cost information asymmetry as fuzzy numbers and introducing the losing loss to describe the loosing risk and the winner＇s curse risk of bidder,the bidding strategy under incomplete information was established.In terms of data simulation,the effect of pricing and expected utility of bidder caused by inflation risk coefficient was analyzed and concluded as following： the pricing is higher than the traditional pricing because of the inflation risk coefficient and the pricing and inflation risk coefficient are positively related.Also,the expected utility brings down because of the inflation risk coefficient and the expected utility is negatively related with the inflation risk coefficient.