无限可分商品在线反向拍卖的风险策略研究

对网络环境下一个买家多个卖家的反向拍卖,研究了供应商在不同时间到达并投标而采购商接到每个投标后需要立即做出决策的在线反向拍卖的风险策略。对于无限可分商品,在资金一定前提下,首先对采购商无风险行为情形给出了基于标价上涨威胁的在线反向拍卖策略,通过竞争分析得到了其最优竞争比及整体需要曲线;其次引入采购商的风险容忍度概念,建立了激励相容在线反向拍卖的风险回报框架,并对风险忍耐策略进行了竞争分析。

Risk-tolerance Strategy of Online Reverse Auctions for Infinite Divisible Goods

This paper studies online reverse auction,which is in a setting of internet where the different bidders arrive at different times and the reverse auction mechanism is required to make an immediate decision about each bid as it is received.For an infinite divisible goods and under the premises with fixed fund,firstly,without risk behavior,online strategy of up-tender threat is presented so as to obtain its competitive ratio and the curve of market demand by using competitive analysis.Secondly,with the introduction of concept of the buyer's risk tolerance and forecast,we build a risk-reward framework for the incentive compatible online reverse auction.Finally,we analyze incentive compatible online reverse auction based on risk tolerance strategy so as to obtain its competitive ratios.