摘要
针对动态环境下诸如证券交易、计算网格资源分配、排污权交易等双边拍卖市场,研究了多单位在线双边拍卖机制.首先描述了多个买家和多个卖家在任意时间进入和离开拍卖平台,且买家和卖家均可交易多单位同质物品的在线双边拍卖问题;然后,针对该问题设计了多单位在线双边拍卖机制,进而,证明了该机制不仅满足个体理性,物质平衡和弱预算平衡,还能引导买卖双方报告真实的进入时间、离开时间和物品估值;最后,通过算例验证了该机制的可行性和合理性.
In this paper, we present a multiunit online double auction mechanism, which can be used in the market of dynamic environments for securities trading, resource allocation on computational grids, emission trade, etc. Firstly, we describe an online double auction problem, in which multiple agents arrive and depart over time and bid for muhiunit goods. Secondly, we design a muhiunit online double auction mechanism for the above auction problem. Thirdly, we prove that the mechanism not only satisfy individual rationality, mate- rial balance and weakly budget balance, but also can induce agents to reveal their true arrival time, departure time and values. Finally, a numerical example is given to verify the feasibility and rationality of the mechanism.
出处
《管理科学学报》
CSSCI
北大核心
2015年第8期1-11,共11页
Journal of Management Sciences in China
基金
国家自然科学基金资助项目(71071119
71231007)
湖北省教育厅人文社会科学研究资助项目(14G114)
关键词
在线双边拍卖
多单位
激励相容
个体理性
物质平衡
弱预算平衡
online double auction
muhiunit
incentive compatibility
individual rationality
material balance
weakly budget balance
