非合作n人投标报价服从N(μ,σ2)分布时局中人Ⅰ投标报价策略的研究

推导了矩阵对策模型,对非合作n人投标报价的分布进行x2检验.当非合作n人投标报价服从N(μ,σ2)分布时,根据参数区间公式,估计非合作n人有效报价平均数的范围,局中人Ⅰ最佳报价可根据矩阵对策模型来确定.该方法确定的报价与最佳标底的误差能控制在较小的范围内,适用于招标中合成标底的评标办法,对确定报价具有一定的实用价值.     

非合作n人投标报价服从N（μ,σ^2）分布时局中人Ⅰ抽标报价策略的研究

推导了矩阵对策模型，对非合作ｎ人投标报价的分布进行ｘ＾２检验。当非合作ｎ人投标报价服从Ｎ（μ，σ＾２）分布时，根据参数区间公式，估计非合作ｎ人有效报价平均数的范围，局中人Ｉ最佳报价可根据矩阵对策模型来确定。该方法确定的报价与最佳标底的误差能控制在较小的范围内，适用于招标中合成标底的评标办法，对确定报价具有一产用价值。     

土木工程投标报价模型研究

本文主要研究单一不可分土木工程的n人投标报价模型,报价高低不是是否中标的唯一决定性因素,施工方案和工程报价为赢得工程施工合同共同发挥组合效应,并且在一定条件下,通过工程竞标,中标价会趋于Nash平衡。     

土木工程投标报价模型研究(英文)

本文主要研究单一不可分土木工程的n人投标报价模型.报价高低不是是否中标的唯一决定性因素,施工方案和工程报价为赢得工程施工合同共同发挥组合效应,并且在一定条件下,通过工程竟标,中标价会趋于Nash平衡.     

风险决策方法在工程投标报价中的应用

在竞争性招标中 ,投标报价决策对于投标的成败和工程承包的盈亏起着决定性作用 .阐述了选择投标项目和确定工程报价的决策理论与方法 .在讨论投标报价理论依据的基础上 ,结合工程案例 ,应用贝叶斯法和期望值法等进行风险决策分析 .可以帮助施工企业迅速合理地做出投标与报价决策 .     

不确定环境下的投标方报价模型研究

在传统投标报价模型的基础上引入风险因子,提出报价要在收益与风险之间进行权衡.放宽了所有投标方的最高成本与最低成本是相同的这一前提假设,并借助Mathematica 5.0推导出投标方的报价模型.最后利用仿真对上述关系进行了分析.     

基于最小二乘的非合作模式下投标报价的研究

通过带有约束条件的最小二乘优化模型研究企业在非合作模式下、动态下浮比例时相邻两批每包货物投标报价问题,提出了每类货物平均价及每包最优报价的概念.将其应用于国家电网电容器项目招标.结果表明:模型提高了中标率,而且具有很强的稳健性.最后就基准价B=A_l×1(-a)计算公式提出了改进建议.     

基于招投标博弈报价策略分析

运用博弈论的理论和方法分析在招投标报价决策过程,对不完全信息下投标工程投标报价、竞标过程来确定自身的动态评判标准,采用概率模型的投标报价,并对这种博弈局势进行了定量剖析,给出招投标决策满意报价的解析结果.     

面向电子逆向拍卖的多属性报价建议模型

针对多属性拍卖中报价的复杂性和现有报价指导模型的局限性,提出了一个以拍卖方的总价值提升为基本约束,以投标人的利润最大化为目标的多属性报价建议模型,并引入二元变量解决了定性属性的推荐问题。当投标人具有不同的投标能力和偏好时,模型可根据投标人的投标要求进行报价推荐;当存在单位价值相同的推荐报价时,模型设置了相应的约束以鼓励早投标行为。最后,还从理论上证明了该模型的稳定性,并通过算例说明了模型的可行性。     

多风险因素的投标报价决策方法

本文讨论工程项目投标报价的多风险因素层次模型，系统地介绍了90年代以来发展出的多风险因素条件下投标报价的5种主要决策方法，即层次分析法（AHP）、人工神经网络（ANN）、模糊评价法（Fuzzy）、专家系统（ES）和基于事例推理（CBR）。本文也对中国在该领域的研究现状作一个简单的评述。     

基于灰色理论的温州房价预测模型

以温州统计局有关房地产销售数据为分析对象,用销售总面积和销售总额折算成价格指标,采用灰色系统GM(1,1)建立数学模型对房屋价格指标进行分析和预测.基于投资回报周期和预期心理,对2007至2010年的房价作两次平移整理后再进行建模,效果更为理想.利用模型对.2011年上半年房价进行预测与市场行情吻合性程度高.     

On the economic tender quantity

De Boer, van Dijkhuizen and Telgen (BDT) proposed the economic tender quantity (ETQ) model for determining how many suppliers should be invited to tender for the provision of certain types of product or service. They presented two general conclusions concerning the relationship between the optimal number of suppliers and the uncertainty in the bid price. We show, through counter-examples, that the BDT conclusions do not hold in general for all possible distributions of bid price. However, their first, and principal, conclusion does hold in those cases in which any change in the distribution of the bid price is equivalent to a positive linear transformation of the bid price. In addition, if this condition holds and an optimal policy is followed, we show that the ETQ value is an increasing function, and the expected total cost of tendering is a decreasing function, of the variance of the bid price. The degree to which the BDT conclusions can be said to be counter-intuitive for management decision-making, and the implications of the research presented in this paper, are also discussed.     

Bid calculation for construction projects: Regulations and incentive effects of unit price contracts

The Austrian contract awarding system for construction projects is characterized by the unit price contract being an important contract type. The bid price is a decisive criterion for the selection of the construction company that performs a project, and the bid price is calculated from the unit prices and the specified production volumes of the project activities. Since the actual production volumes can differ from the specified volumes, the actual payment can differ from the bid price according to these deviations. In practice there can be asymmetric information on the production volumes. This leads to an incentive for the bidders to “skew” the bid calculation by asymmetric allocation of overhead costs to project activities.In this paper we analyze this agency-theoretical situation and develop a model that decides on the allocation of overhead costs to project activities in order to maximize the actual payment for a predetermined bid price. We also present a case study and comment on the implications of the model for the contract awarding system in the construction industry.     

有不公开底价英式拍卖的非时齐Markov链模型

对有不公开底价的英格兰式拍卖,建立了非时齐Markov链数学模型．对此模型,求出了拍卖的成交概率、平均成交价、成交时应价次数和成交价的联合概率分布以及边缘分布．     

Improved bid prices for choice-based network revenue management

One of the latest developments in network revenue management (RM) is the incorporation of customer purchase behavior via discrete choice models. Many authors presented control policies for the booking process that are expressed in terms of which combination of products to offer at a given point in time and given resource inventories. However, in many implemented RM systems—most notably in the hotel industry—bid price control is being used, and this entails the problem that the recommended combination of products as identified by these policies might not be representable through bid price control. If demand were independent from available product alternatives, an optimal choice of bid prices is to use the marginal value of capacity for each resource in the network. But under dependent demand, this is not necessarily the case. In fact, it seems that these bid prices are typically not restrictive enough and result in buy-down effects.We propose (1) a simple and fast heuristic that iteratively improves on an initial guess for the bid price vector; this first guess could be, for example, dynamic estimates of the marginal value of capacity. Moreover, (2) we demonstrate that using these dynamic marginal capacity values directly as bid prices can lead to significant revenue loss as compared to using our heuristic to improve them. Finally, (3) we investigate numerically how much revenue performance is lost due to the confinement to product combinations that can be represented by a bid price.The heuristic is not restricted to a particular choice model and can be combined with any method that provides us with estimates of the marginal values of capacity. In our numerical experiments, we test the heuristic on some popular networks examples taken from peer literature. We use a multinomial logit choice model which allows customers from different segments to have products in common that they consider to purchase. In most problem instances, our heuristic policy results in significant revenue gains over some currently available alternatives at low computational cost.     

Investigating buyer and seller strategies in online auctions

The annual turnover of online auctions is already in tens of billions of dollars and this amount is predicted to grow substantially over the next few years. Hence, it is important to know how buyers and sellers can influence their chances of success. Therefore, data were collected from eBay auctions for three different categories of collectible items, namely those with a published guide price, those with a rough guide price and those having no easily obtainable guide price. The options available to buyers and sellers of items were then analysed. It was found that it was hard for the seller to influence an item's achieved price significantly, apart from items with no guide price where the starting price could have an effect. Most bidders bid close to the current value and so there were insufficient data to determine the consequences of timing on the placing of high bids. For low bids, delaying a bid was found to improve significantly the chances of winning for one of the data sets.     

对居民消费品限价政策效果的模拟研究

出于社会稳定、经济健康发展以及规避风险的需要,政府经常对居民消费品使用限价政策.为分析对消费品限价政策的效果,分别设置了5种情景,模拟在石油天然气开采部门产品提价时,不同限价政策对居民部门价格指数的抑制效果.以投入产出技术为模拟工具,利用生产时滞价格传导时序模型和2007年中国投入产出表进行了模拟.模拟提供的时间序列数据表明,限价政策对抑制价格风险有效,限价政策力度直接决定着对价格指数的抑制效果,限价政策只能降低而不能完全化解风险等结论.     

Distribution of Bids for Buildings and Roads Contracts

This paper describes the analysis of data relating to bids for 535 contracts to determine the distribution of these bids. The findings are that bids for building contracts can be treated as samples from a normal distribution and that for roads, although the assumption is statistically less valid, it is adequate for practical purposes. The tests for normality used were the studentized range and the Anderson-Darling statistic. Comments on the uses of these distributions in testing for unrealistic bids and for predicting the lowest bid are given.     

基于期权博弈的中国风电投资分析

本文运用期权博弈的思想建立模型,将风电特许权投资项目看作不完全信息下的抢滩博弈问题,讨论在现有的特许权机制下,引入碳排放交易机制对风电投资的影响。模型分析了在未来碳价格存在不确定性的情况下,风电投资竞价机制会对投资者的竞价行为会产生什么样的影响,投资者应如何确定自己的最优投标价格,其他竞标者的策略对竞标者的影响将如何体现以及不同因素变化时对投资者投资行为的影响。     

价格波动幅度变动率——一个新的市场风险度量指标

在度量风险时,一个常用的指标就是收益率的方差.然而,用该指标来度量风险会丢失掉一些非常有用的信息,如一日之内的开盘价,最高价,最低价等.鉴于传统指标的不足,提出用另一种指标---价格波动幅度变动率来度量市场风险.为了说明该指标的合理性及优良性,用标普500指数考察了该指标的主要经验统计特性和动态结构.结果表明新的指标具有近似正态性,建模的简易性及可预测性,因此可以作为一个新的风险度量指标.