《網路經濟若干拍賣機制的研究》是一篇文章，主要講述網路經濟中的拍賣機制。
基本介紹
- 中文名：網路經濟若干拍賣機制的研究
- 條件：網路經濟
- 時間：拍賣
- 類型：研究
中文摘要,外文摘要,
中文摘要
近幾年，電子商務正在迅猛發展。尤其是網路拍賣，大量理論上和實踐上的研究圍繞著它展開。本文分別對網路時代的三種拍賣模型分別進行了研究。 我們首先研究了一種拍賣數字產品的模型。在該模型中，每個競拍者將向拍賣商提交他的最大願意支付單價，競拍數量以及最大預算。現在的線上廣告位置拍賣，軟體許可證等拍賣都可以抽象到這個模型。我們為該模型設計了一種對拍賣商有利的機制。這種機制的主要特性就是每個競拍者為了追求自身利益最大化而撒謊的話，不僅不會減少拍賣商的收入，而且還有可能增加拍賣商的收入。然後，我們在拍賣商供貨量有限和無限的情況下，都給出了具有4/(1-α...>> 詳細
近幾年，電子商務正在迅猛發展。尤其是網路拍賣，大量理論上和實踐上的研究圍繞著它展開。本文分別對網路時代的三種拍賣模型分別進行了研究。 我們首先研究了一種拍賣數字產品的模型。在該模型中，每個競拍者將向拍賣商提交他的最大願意支付單價，競拍數量以及最大預算。現在的線上廣告位置拍賣，軟體許可證等拍賣都可以抽象到這個模型。我們為該模型設計了一種對拍賣商有利的機制。這種機制的主要特性就是每個競拍者為了追求自身利益最大化而撒謊的話，不僅不會減少拍賣商的收入，而且還有可能增加拍賣商的收入。然後，我們在拍賣商供貨量有限和無限的情況下，都給出了具有4/(1-α)的競爭比的對拍賣商有利的拍賣機制，其中α表示了在最優單個定價拍賣中，所有的贏家中間，單個競拍者的最大需求量與總的贏家的需求量之間的最大的比值。 然後，我們對被Google，Yahoo!等搜尋引擎商所使用的線上廣告拍賣模型進行了研究。我們將整個拍賣過程看作是一個動態的不完全信息的非合作博弈，其中每個競拍者不僅會考慮它的策略給他當前所帶來的影響，而且還會考慮該策略對於其他競拍者未來決策的影響。基於上述的觀察，我們提出了比納什均衡更適用於廣告位置拍賣的有遠見的納什均衡。該均衡解有著良好的性質，它既是輸出誠實的，而且它的定價與VCG拍賣機制下的定價是一致的。更為重要的是，我們證明了該模型將最終收斂於該均衡解中。我們分別研究了幾種合理的動態調整模式。我們證明了其中的隨機的調整模式將以機率1收斂於有遠見的納什均衡。 最後，我們還就eBay拍賣中幾個拍賣會在同時拍賣同一種商品的現象進行的分析。我們研究了在這樣分化市場下買家的策略行為。我們證明了在這個一種環境下，存在著貝葉斯-納什均衡。此外，我們還分析比較了分化市場下的希望的總收入與單個市場下的總收入。結果表明了分化市場下的總收入在絕大多數情況下會低於單個市場下的總收入。 關鍵字：網路經濟，競爭性拍賣，廣告位置拍賣，eBay線上拍賣，博弈論，機制設計
外文摘要
In recent years, great progresses have been made in electronic commerce, especially in internet auctions, to which various theoretical and practical studies have been conducted. In the first part, we investigate a new auction model in which bidders have both copy and budget constraints. The new model has extensive and interesting applications in auction of online ad-words, software licenses, etc. We consider the following problem: Suppose all the participators are rational, how to allocate th...>> 詳細
In recent years, great progresses have been made in electronic commerce, especially in internet auctions, to which various theoretical and practical studies have been conducted. In the first part, we investigate a new auction model in which bidders have both copy and budget constraints. The new model has extensive and interesting applications in auction of online ad-words, software licenses, etc. We consider the following problem: Suppose all the participators are rational, how to allocate the objects and at what price so as to maximize auctioneer's revenue. We introduce a new kind of mechanisms called auctioneer-advantaged mechanisms and present the notion of unconditional competitive auctions. A notably interesting property of auctioneer-advantaged mechanisms is that each bidder's self-interested strategy brings better utility not only to himself but also to the auctioneer. Then we present auctioneer-advantaged mechanisms for multi-unit auctions with copy and budget constraints. We prove that these auctions are unconditional competitive under the situation of both limited and unlimited supply. In the second part, we study the ad-word auction, used by Google for Internet advertisement. We are interested in the dynamic process how bidders interact to reach an equilibrium. We consider such an auction process as a dynamic incomplete information noncooperative game, where every player will take into account both her current behavior and its effect on the other players' future behavior. As the process of on-line advertisement is fully computer controlled, the outcome of each displayment opportunity can be totally different. It can indeed (and often so) be implemented as such a dynamic noncooperative game. Based on this observation, we propose bidders' strategy, forward-looking best response function, and relevant equilibria, as suitable solution concepts. The concept takes into consideration important factors in buyers' strategic behavior in the dynamic process of adwords auctions. We prove the solusion is output truthful and its pricing and allocation scheme is equivalent to the VCG auction outcome. Most importantly, we analyze the convergence property of this solution concept. We study several dynamic adjustment schemes. We prove that a randomized adjustment scheme will converge to forward-looking Nash equilibria with probability one. On the other hand, we show that oscillation may emerge in both simultaneous adjustment scheme and sequence adjustment scheme. In the third part, we study the eBay online auction system, which is the world's largest online marketplace for businesses and consumers to auction off goods through it. In this online auction system, the seller puts on the item and relevant information, and the buyers buy the item by submitting their bids. We observe there are split markets in eBay's online auction system. In other words, there exist several auctions that sell the same item simultaneously in most cases. We study the buyers' strategic behavior in such split market. We show that the split market has a Bayesian-Nash equilibrium. Further, we analyze the expected total revenue in the split market in comparison with a single market. Key words: Internet economics, competitive auctions, ad-word auctions, eBay online auctions, game theory, mechanism design收起
