基于互联网的统一价格多物品双向动态拍卖设计

基于互联网的统一价格多物品双向动态拍卖设计*A uniform price multi-units double dynamic online auction design苗兰波 1 2 唐加福 1Miao Lanbo, Tang Jiafu1.东北大学信息科学与工程学院，辽宁，沈阳 110819Dept of Systems Engineering, College of Information Scence & EngineeringNortheastern University, Shenyang, 1108192.中国联合网络通信有限公司辽宁省分公司，辽宁，沈阳 110002China United Network Communications Corporation Liaoning Branch,110002【摘 要】 本文构造了一个统一价格的双向动态拍卖模型，证明了基于模型真实报价是买卖双方的占优拍卖策略，并且该策略也保证了拍卖的效率和均衡。该模型适用于具有多个买家和卖家并且每个卖家或卖家只能进行一件同质物品交易的集中式拍卖；基于本模型的竞标价等于保留价是卖方的占优拍卖策略，同时在交易者数量很大的时候竞标价等于其估价是买方的占优拍卖策略，并且集中式升价拍卖机制存在完美贝耶斯均衡。【关键词】 网上拍卖；机制设计；双向拍卖；拍卖策略【BSTRACT】 We construct a double dynamic auction model with uniform price and prove that it is the a dominant strategy for all traders to bid their true values. The model is suitable for a centralized auction with many traders (including many buyers and many sellers) and each trader has one homogeneous good for trading; it is a dominant strategy that seller’s bid equals his reserve price, meanwhile it is a dominant strategy for each buyer that buyer’s bid equals his true value while the number of buyers becomes large, and the centralized double auction mechanism has a perfect Bayesian equilibrium.【KEY WORDS】 online auction；mechanism design；double auction；bid strategy1 引言网上拍卖作为一种重要的电子商务活动，通过互联网将买卖双方联系起来 ,充分利用了拍卖定价的多样性和互联网的分布性，使得交易便利性得到大幅提高并且参加成本得到全面降低，网上拍卖得以迅速进展。1995 年，Onsale 和 eBay 首当其冲开辟了网上拍卖的先河，如今网上拍卖逐渐普及，不但 Yahoo、Amazon 这类著名网站投...