| 考虑全局投标者后悔心理行为的组合拍卖的投标均衡策略 |
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| 引用本文： | 高广鑫,樊治平,尤天慧,郭娅舒.考虑全局投标者后悔心理行为的组合拍卖的投标均衡策略[J].运筹与管理,2019,28(1):135-144. |
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| 作者姓名： | 高广鑫 樊治平 尤天慧 郭娅舒 |
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| 作者单位： | 1.南京航空航天大学 经济与管理学院,江苏 南京 211106; 2. 东北大学 工商管理学院,辽宁 沈阳 110167 |
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| 基金项目： | 国家自然科学基金资助项目(71702074);中央高校基本科研业务费专项资金资助项目(NR2018008);国家留学基金资助项目(201806835036) |
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| 摘 要： | 许多实验研究表明投标者在拍卖过程中往往表现出预期后悔心理行为,并且投标者的预期后悔心理行为将会对投标策略产生影响,但以往大多是针对单物品拍卖研究考虑投标者后悔心理行为的投标均衡策略,而针对多物品拍卖情形的研究较少关注。本文着重研究了考虑投标者后悔心理行为的组合拍卖的投标均衡策略问题,在全局投标者存在预期后悔心理行为的假设下,依据Engelbrecht-Wiggans和Katok提出的后悔函数刻画了投标者的后悔心理行为,在此基础上,构建了组合拍卖模型,通过分析给出了全局投标者投标均衡策略需要满足的充分和必要条件。进一步地,依据构建的模型,通过数值实验分析了局部投标者人数、组合效应系数和全局投标者后悔参数对全局投标者投标策略的影响。最后,通过一个关于无线电频谱组合拍卖的算例说明了本文给出的模型及投标均衡策略确定方法的潜在应用和优越性。
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| 关 键 词： | 组合拍卖 后悔心理行为 投标均衡策略 |
| 收稿时间： | 2015-12-29 |
Equilibrium Bidding Strategy in Combinatorial Auctions Considering the Global Bidder’s Regret Behaviors |
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| GAO Guang-xin,FAN Zhi-ping,YOU Tian-hui,GUO Ya-shu.Equilibrium Bidding Strategy in Combinatorial Auctions Considering the Global Bidder’s Regret Behaviors[J].Operations Research and Management Science,2019,28(1):135-144. |
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| Authors: | GAO Guang-xin FAN Zhi-ping YOU Tian-hui GUO Ya-shu |
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| Affiliation: | 1.College of Economics and Management, Nanjing University of Aeronautics and Astronautics, Nanjing 211106, China; 2.School of Business Administration, Northeastern University, Shenyang 110167, China |
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| Abstract: | Numerous experimental studies have shown that the bidders usually exhibit the anticipated regret behaviors in auctions and such behaviors will have an impacts on the final bidding strategies. However, most previous research on the equilibrium bidding strategy with consideration of the bidder’s regret behaviors is conducted for the situation of the single item auction, while the multi-item auction gets less attention. This paper investigates the equilibrium bidding strategy in combinatorial auctions considering the bidder’s regret behaviors. Based on the assumption of the global bidder’s anticipated regret, the bidders’ regret behavior is characterized by the regret function proposed by Engelbrecht-Wiggans and Katok. On the basis of this, a combinatorial auction model is constructed and the necessary and sufficient conditions for the global bidder’s equilibrium bidding strategy are given. Furthermore, according to the model, the numerical experiments are conducted to investigate the impacts of the number of local bidders, combined effect coefficient and the global bidder’s regret parameter on the global bidder’s bidding strategy. Finally, a case study in the field of the combinatorial auctions of spectrum is introduced to illustrate the superiority and potential application of the above study. |
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| Keywords: | combinatorial auction regret equilibrium bidding strategy |
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