基于幂效用函数的多属性英式拍卖研究

以采购问题为背景研究多属性拍卖问题,其中拍卖问题的特点是：（1）包含任意有限个属性;（2）买卖双方的效用函数均具有加性结构,且在除价格以外的单个属性上,买方的效用函数和卖方的成本函数均为一般幂函数形式。首先,设计了一种买方事先公布评分函数而卖方轮流提交投标的多属性英式拍卖机制;其次,在卖方对称的假设下分析了拍卖机制中的最优投标策略,确定了最优投标价格和最优非价格属性值;然后,分析得出了最具成本优势的卖方最终胜出的条件以及最优多属性投标;最后,计算了该拍卖机制中买方的期望收益,并求出了使其期望收益最大化的最优评分函数权重。     

基于Priceline的买方/卖方定价收益管理问题

以著名逆向拍卖网站 Priceline 为背景,研究买方定价和卖方定价下的收益管理问题.假定顾客到达是一任意的更新过程,决策时刻为顾客到达时刻,所以决策是离散时间的.建立了两种定价方式下的马氏决策过程模型,获得了最优策略的表达式.在传统收益管理问题中,通常是卖方定价、连续时间决策、同时需要假定顾客到达是一 Poisson 过程.对于买方定价,文中证明了,卖方是否知道到达顾客的报价信息不影响他的收益;同时,随着剩余物品数的增加,卖方的期望收益递增,而边际收益递减,最优价格(或报价)递减.文中讨论两种定价方式下卖方的期望收益之间的关系.考虑了顾客需求是多重的情形.最后,数值分析表明文中所得的结论是成立的.     

基于供应链绩效的网上逆向拍卖模型

市场经济下对于买方的卖方竞争越来越激烈,随之出现的网上逆向拍卖成为流行的交易方式,将网络逆向拍卖引入供应链交易环境中可以在很大程度上改变供应链上企业的行为和企业间关系,使合作和竞争的企业关系在供应链上共存,并降低信息、交易和参与成本,从而可以改善供应链的绩效.把VCG付费机制和网上逆向拍卖机制引入到供应链成本分析中,构建拍卖过程中考虑与不考虑运输成本影响时的供应链总成本模型,通过对多家企业的实际数据进行分析表明,在供应链交易环境中,如果拍卖人在拍卖过程中同时考虑生产成本和运输成本的影响,网上拍卖可以较大程度的降低供应链总成本,而且只会引起供应链上企业成本的小幅上涨,对整个供应链效益是有益的.     

网上拍卖中卖者声誉的非对称性研究

本文采用贝叶斯学习分析了网上拍卖中卖方声誉非对称现象产生的原因,并利用从淘宝网站收集的书画和书籍类物品的竞价数据,实证检验了卖方获得的好评次数与差评次数对拍卖物品成交概率和成交价格的影响。研究结果表明,买方对卖方的好评（差评）将增加（减少）新的买方对拍卖物品的预期价值,进而增加（减少）物品的成交概率和成交价格。此外,卖方所获差评的影响大于好评的影响,并且这种非对称性效应在容易辨别其质量的物品拍卖中更为明显。     

一种信息优势的比较和拍卖机制研究

以目前网上拍卖和多物品拍卖为背景,从"信息优势"的角度研究了一个拍卖信息从隐藏、部分隐藏、逐步过渡为公开等5种具体情形的两异质物品序贯拍卖问题,分析和比较了各种情形下竞标人的占优报价和拍卖方的期望收入,探讨了信息优势对估价和拍卖效率的影响,得到了一些有关拍卖机制设计和信息策略选择的有价值结论,并结合网上拍卖和招投标管理等给出了相关机制设计的建议.     

允许不完全拍卖的多轮逆向组合拍卖机制

物品之间的互补性和替代性使得逆向组合拍卖成为较为有效的采购方式．设计了一种允许不完全拍卖的多轮逆向组合拍卖机制,并设计了基于预处理规则的改进最大 － 最小蚁群算法( MMAS) ———PRIM( preprocessing rules-based improved MMAS) ,求解每轮的胜标确定问题． 结果表明,允许不完全拍卖的多轮拍卖机制能够显著地降低采购成本．     

非对称情况下的多物品拍卖

本文讨论当投标人之间存在不同的预算约束时两物品的序贯增价拍卖,对于物品之间不同的关系(互补、替代或者不相干的关系),物品价值大小的不同及与预算大小之间的关系,在一个简单的完全信息模型下,我们分不同情况讨论投标人的均衡出价策略,并发现对卖方来说,先拍卖价值高的物品是弱占优的策略。     

基于双边减排成本信息不对称的排污权二级交易市场拍卖机制研究

本文构建了一个基于双边减排成本信息不对称的排污权二级交易市场拍卖模型,分析了统一价格、歧视价格及混合拍卖机制下卖方收益、排污权价格波动及排污权供给量差异,在此基础上给出了排污权二级交易市场最优拍卖机制,并进一步讨论了相关参数对最优拍卖机制的影响。结果表明：从收益最大化角度来看,最优的拍卖机制为歧视价格拍卖机制,但考虑到价格波动及排污权供给量等其他因素,排污权二级市场交易应选用混合拍卖机制。风险偏好变化对混合拍卖机制下卖方收益及价格波动的影响存在不确定性,当风险偏好超过某一阈值时,随着风险偏好程度增大,需求隐蔽效应占主导,收益及价格波动增大;相反,当风险偏好小于某一阈值时,随着风险偏好程度增大,竞争效应占主导,收益及价格波动减小。价格变动的供给影响系数对卖方收益的影响随买方参与人数的不同而不同。当买方参与人数较小时,需求隐蔽效应占主导,竞争效应不明显,随着价格变动的供给影响系数增大,混合拍卖机制下卖方的收益不断增加;当买方参与人数较大时,卖方收益同时受到需求隐蔽和竞争效应影响,随着价格变动的供给影响系数增大,收益呈先增大后减小趋势。随着价格变动的供给影响系数增大,价格波动呈先增大后减小趋势。     

基于两层供应链的JIT策略和VMI策略的对比研究

JIT策略和VMI策略是基于供应链的两种先进库存管理方法。本文以两层供应链的JIT策略和VMI策略为例,通过数学模型和具体算例,比较分析了两种策略下买方和卖方运作方式的不同之处。本文研究发现,在外部需求变化时,相对于JIT策略而言,在VMI策略下卖方送货批量将变大、买方的成本将变小、卖方的成本将变大、供应链整体的成本将变小。而在卖方生产启动成本变化时,相对于JIT策略而言,在VMI策略下如果卖方生产启动成本相对较小时,卖方送货批量将变大、如果卖方生产启动成本相对较大时,卖方送货批量将变小、买方的成本将变小、卖方的成本将变大、供应链整体的成本将变小。本文研究分析表明,从供应链整体的角度来看,VMI策略是优于JIT策略的。     

基于多Agent的在线多属性采购拍卖的机制设计

对目前网络拍卖进行研究发现,在线多属性采购拍卖的实施水平仍处在基础的信息发布阶段.基于委托代理模型的参与约束和激励相容约束,通过改进多属性决策的一般方法,提出一种以释放权重信息为核心的在线多属性采购拍卖设计机制.拍卖设计的第一阶段融入谈判机制以协商拍卖的属性规则,确定多维拍卖的属性选择;第二阶段通过投标人提供的属性赋值和权重设置确定赢者的胜出.为开发实际的在线网络采购或供应链管理平台.进一步提出基于多Agent系统的多属性采购拍卖的技术实现框架.通过一个简单的二维属性拍卖的例证分析,说明该机制可以增进拍卖双方信息的正向交互,实现拍卖机制的最优,并可以通过多Agent系统提高在线拍卖的效率.     

具有高投标成本的多属性逆向拍卖博弈模型

越来越多像GE这样的大型企业在利用多属性逆向拍卖选择新的供应商采购产品时,通常会设定较高的固定投标成本。针对此情况,建立了三阶段的非合作博弈模型,并利用求解子博弈纳什均衡策略的方法,推导出了供应商的最优投标价格。并得到以下两个主要结论:一是供应商的最优投标策略是按照生产产品真实的质量和交货期进行投标,且投标价格为最优投标价格;二是采购商的最优策略是选择投标价格最高的供应商作为拍卖获胜者,这一违反直觉的结论。这是合理的,因为投标价格最高的供应商也是类型最优的供应商,也即投标质量和投标交货期组合最优的供应商。最后,利用数值实验验证了模型的有效性,并显示出设定相对较高的固定投标成本对采购商来说是有利的。     

不完全信息采购环境下的供应链协调问题： 拍卖机制的应用

本文研究了不完全信息采购环境下供应链的协调问题.拍卖不仅是一种价格确定机制,它也可以作为一种供应链协调的机制.文献已经证明拍卖机制对于参与方的收益及整条供应链的有效性具有显著影响.本文研究了当市场中存在n个供应商1个买者的情形下,拍卖环境满足独立私人值(IPV)条件、且市场反需求函数为对数函数时,批发价格拍卖、目录拍卖及二部合同拍卖为各方所产生的期望收入,并且证明了批发价格拍卖和目录拍卖不能实现渠道协调,而在拥有信息中介的二部合同拍卖机制下系统可以达到渠道协调.     

Procurement with Reverse Auction and Flexible Noncompetitive Contracts

This article investigates a hybrid procurement mechanism that combines a reverse auction with flexible noncompetitive contracts. A buyer adopts such mechanism to procure multiple units of a product from a group of potential suppliers. Specifically, the buyer first offers contracts to some suppliers who, if accepting the contract, do not participate in the auction while committing to selling a unit to the buyer at the price of the subsequent auction. For the suppliers rejecting the offers, they can join the subsequent auction with the other suppliers to compete on the remaining units. When the buyer offers only one flexible noncompetitive contract, we find that the selected supplier may accept the offer regardless of whether he knows his exact cost information. Meanwhile, the buyer can benefit from offering such a contract, as opposed to solely conducting a regular reverse auction or offering a noncompetitive contract that does not allow suppliers declining offers to join the subsequent auction. Moreover, we find that the suppliers' information about their own costs has a significant impact on the buyer's decision. When the buyer makes multiple offers, we analyze the resulting game behavior of the selected suppliers and demonstrate that the buyer can benefit more than just offering one such contract. Therefore, the hybrid procurement mechanism can be mutually beneficial for both the buyer and the selected suppliers.     

多部件采购外包的两阶段均衡投标策略

本文考虑一个由单个制造商和多个供应商群体组成的供应链——该制造商需要采购多个部件,对于每个部件在市场上均存在多个供应商。不同于传统的从各供应商群体分别采购各个部件,制造商考虑将所有部件的采购整体外包给某个供应商。在第一阶段,制造商使用一级价格密封投标的逆向拍卖来确定赢得整体采购合约的供应商。接下来,第一阶段投标的获胜者生产其所能供应的部件,并使用逆向拍卖向第一阶段中未获胜的其他竞标者采购其余部件。我们分析了供应商在两个阶段的均衡竞价策略,并比较了制造商在亲自逐件采购和外包整体采购两种情况下的期望采购成本。我们证明了在两种机制下制造商的总的期望采购成本相等。     

The Dynamic Pivot Mechanism

We consider truthful implementation of the socially efficient allocation in an independent private‐value environment in which agents receive private information over time. We propose a suitable generalization of the pivot mechanism, based on the marginal contribution of each agent. In the dynamic pivot mechanism, the ex post incentive and ex post participation constraints are satisfied for all agents after all histories. In an environment with diverse preferences it is the unique mechanism satisfying ex post incentive, ex post participation, and efficient exit conditions. We develop the dynamic pivot mechanism in detail for a repeated auction of a single object in which each bidder learns over time her true valuation of the object. The dynamic pivot mechanism here is equivalent to a modified second price auction.     

Push or Pull? Auctioning Supply Contracts

Consider a buyer, facing uncertain demand, who sources from multiple suppliers via online procurement auctions (open descending price‐only auctions). The suppliers have heterogeneous production costs, which are private information, and the winning supplier has to invest in production capacity before the demand uncertainty is resolved. The buyer chooses to offer a push or pull contract, for which the single price and winning supplier are determined via the auction. We show that, with a pull contract, the buyer does not necessarily benefit from a larger number of suppliers participating in the auction, due to the negative effect of supplier competition on the incentive of supplier capacity investment. We thus propose an enhanced pull mechanism that mitigates this effect with a floor price. We then analyze and compare the outcomes of auctions for push and (enhanced) pull contracts, establishing when one form is preferred over the other based on the buyer's profits. We also compare our simple, price‐only push and pull contract auctions to the optimal mechanisms, benchmarking the performance of the simple mechanisms as well as establishing the relative importance of auction design and contract design in procurement auctions.     

基于可变供给量的可分离物品拍卖及其应用

本文对统一价格下可分离物品的拍卖问题进行了研究。首先,在买者报价连续、买者和卖者风险中立、卖者采取可变供给量(将供给量看成价格的函数)的策略下,设计了一个新的基于可变供给量的可分离物品统一价格拍卖机制,研究了其信息激励性和分配的有效性,给出了卖者的最佳供给策略和买者的均衡报价策略。然后,将拍卖机制推广到风险中立、风险爱好和风险厌恶三类风险买者共存的情形,并给出了相应的均衡结论,该结论与现有的一些成果相比更具一般性。最后,给出了拍卖机制在环境规划中应用。具体地,结合"十一五"期间获得的"1+8武汉城市圈"环境规划中有关污染物允许排放总量分配数据和统计申报资料,利用拍卖模型来分析和评价了免费分配方案的有效性程度,并据此给出了关于目前排污申报制度和免费分配方法的若干结论和建议。     

An Auction Mechanism for Pricing and Capacity Allocation with Multiple Products

We consider a pricing and short‐term capacity allocation problem in the presence of buyers with orders for bundles of products. The supplier's objective is to maximize her net profit, computed as the difference between the revenue generated through sales of products and the production and inventory holding costs. The objective of each buyer is similarly profit maximization, where a buyer's profit is computed as the difference between the time‐dependent utility of the product bundle he plans to buy, expressed in monetary terms, and the price of the bundle. We assume that bundles' utilities are buyers' private information and address the problem of allocating the facility's output. We directly consider the products that constitute the supplier's output as market goods. We study the case where the supplier follows an anonymous and linear pricing strategy, with extensions that include quantity discounts and time‐dependent product and delivery prices. In this setting, the winner determination problem integrates the capacity allocation and scheduling decisions. We propose an iterative auction mechanism with non‐decreasing prices to solve this complex problem, and present a computational analysis to investigate the efficiency of the proposed method under supplier's different pricing strategies. Our analysis shows that the problem with private information can be effectively solved with the proposed auction mechanism. Furthermore, the results indicate that the auction mechanism achieves more than 80% of the system's profit, and the supplier receives a higher percentage of profit especially when the ratio of demand to available capacity is high.     

基于信号博弈的卖方欺诈行为分析

本文主要基于信号博弈的卖方欺诈行为进行研究，假设拍卖中可能存在欺诈型和诚实型两种卖家，其中欺诈行为有概率发生在第二价格拍卖中：欺诈型卖方冒充竞拍者递交仅次于最高价的报价从而获得额外收益。两种卖家根据各自效用选择拍卖形式：第一价格或者第二价格。而竞买者将卖者的选择作为信号，更新对卖方类型的判断，然后制定报价策略。这是一个买卖方信号交叉影响的过程。考虑到拍卖过程中买方价值相关性，本文在建立模型中参考了关联价值原理。针对该模型进行分析，得出了不同情况下的买卖方策略，并且研究了买方报价、买方判断、卖方收益三者之间的关系。文中利用贝叶斯公式对双方的策略选择问题进行预测，与单纯的概率分布方法相比，更具实践价值。     

The empirical analysis of the -bilateral optimized combinatorial auction model

This study proposes a new and highly efficient dynamic combinatorial auction mechanism—the N-bilateral optimized combinatorial auction (N-BOCA). N-BOCA is a flexible iterative combinatorial auction model that offers more optimized trading for multiple suppliers and purchasers in the supply chain than one-sided combinatorial auction. We design the N-BOCA model from the perspectives of market architecture, trading rules, and decision strategy for winner determination, the decision strategy for winner determination needs flexible optimization modeling capability. Thus rule-based reasoning was applied for reflecting the flexible decision strategies. We also show the viability of N-BOCA through Paired Samples T-test experimentation. It shows that N-BOCA yields higher purchase efficiency and effectiveness than the one-auctioneer to multi-bidders (1-to-N) combinatorial auction mechanism.