城市再生水BOT项目特许经营权竞标机制设计

本文研究了城市再生水BOT项目特许经营权竞标机制设计问题.运用激励机制设计思想建立了满足个体理性和激励相容约束的拍卖模型,并通过求解此模型得到了最优的拍卖机制.最优拍卖机制不仅能诱导企业真实地披露自己的成本类型,还能提高政府对社会资源的配置效率.     

信息不对称约束下用水许可证拍卖制度设计

用水许可证制度是实施水资源统一管理的重要措施之一。行政配置中配置主体之间存在信息不对称，导致配置效率低，也存在“寻租”的可能。本文首先分析了信息不对称约束下的取用水许可证配置效率问题，然后引入拍卖理论，建立了信息不对称约束下的取用水许可证拍卖模型。属于多物品拍卖问题，本文给出了最优拍卖制度设计，实现取水许可证的高效配置，为取用水许可证的高效配置市场化方式提供借鉴作用。     

第一密封价格逆向拍卖机制博弈研究

在供应商对拟投标项目成本估计独立、不同分布的条件下,通过建立不公开保留价的第一价格逆向拍卖机制博弈模型,推导了供应商的最优报价策略,博弈均衡存在时采购者最优保留价满足的条件,发现供应商的报价高于他的成本估计,进一步得到了与该采购机制资源配置效率有关的结论:参与投标的人数越多供应商报价溢出成本部分越少;成本越低的供应商期望支付越大.这对于现实采购拍卖的政策建议为:设法让更多供应商参与竞标,能有效选择优势供应商、降低采购成本、增加社会福利.     

基于多种用海功能的海域使用权拍卖机制研究

海域使用权拍卖是对海域资源进行市场化配置的重要方式.基于海域资源的立体性和层次性特征,提出了多种用海功能约束下的海域使用权拍卖机制,设计了综合效用函数,对海域使用权进行经济价值与生态补偿的综合评价,促进海域资源的多层次利用与开发.仿真结果表明:相比较于单一功能的海域使用权拍卖,多属性拍卖能够改善海域使用权拍卖效率,同时拍卖结果也提高了政府对海域使用权拍卖的满意度和最终效用,为我国海域使用权拍卖方式的创新提供了理论基础.     

预算约束下广义第二价格关键字拍卖均衡分析

在关键字拍卖中,广告主预算约束是影响投标策略均衡的重要因素。针对广泛应用的广义第二价格机制,分析了预算约束下的关键字拍卖均衡性质。按照广告主的点击估价和预算分布情况,将广告主划分为天然完全赢家、天然部分赢家和天然输家这三种类型,提出了广告主投标临界值与关键值的概念,基于关键字拍卖不断重复进行的特点,分别从长期视角与短期视角建立了静态模型与动态模型,研究结果表明:静态环境下拍卖存在唯一的纯策略纳什均衡;动态环境下当广告主采用最优反应投标策略时拍卖将收敛至唯一的纳什均衡点,并且动态环境下拍卖商收入不低于静态环境下的拍卖收入。数值算例的结果表明在动态环境下不同的初始报价会导致拍卖收敛至不同的均衡点。研究结果为拍卖商提供了拍卖收入预测和拍卖机制优化的决策依据。     

国债招标拍卖的最优机制:数量与价格歧视

过去已有相当多的文献讨论国债拍卖,米勒和弗雷德曼认为统一价格比歧视价格拍卖有比较优势.研究国债拍卖最优分配方式的选择问题,采用最优机制设计方法分析国债拍卖活动,内生地得到最优拍卖机制.然而结果表明,如果使用价格歧视及数量歧视(定量分配),那么政府的销售收益会得到改善,这是一个最优拍卖机制,不同于米勒和弗雷德曼的观点.     

基于网上拍卖的共同价值托投标分析

基于信息不对称条件下的共同价值模型,刻画了网上拍卖过程中可能存在的托投标行为,并运用博弈理论结合竞价关系求解了竞标者的赢标概率和最优竞价策略．研究发现,在共同价值模型下,参与竞标的人数与嬴者诅咒的发生存在联系;在最高出价者赢标的概率模型基础上,分别建立了是否存在托投标行为时的竞标者收益模型,并求解了竞标者的均衡竞价策略．     

制造商为小本经营情况下零售商购货机制的合同设计

考虑零售商采用逆向拍卖方式到个小本经营的制造商处购货,研究供应链中如何设计合同使得零售商单位时间的支出费用最低,采用最优控制的方法和委托代理理论中的显示原理,得出零售商的最优购货机制,同时给出两个简单的购货机制——打分拍卖机制和固定生产时间下的价格拍卖。结果表明由制造商承担的制造费用越多,零售商的进货价格越高;在简单机制下,制造商承担制造费用的大小并不影响最优生产率的制定。     

需求信息不对称下数据交易拍卖定价机制研究

针对数据产品呈现双边价值不确定,数据交易平台单方面定价容易造成不公平,如何设定交易双方满意的价格成为推动数据交易平台健康发展的关键问题。通过分析数据交易平台与潜在数据需求者间的交易行为,结合数据产品的特征,构建数据交易双方的收益模型。考虑数据交易双方间存在需求信息不对称及利益冲突,依据机制设计理论和拍卖理论,通过设计拍卖机制来决策最优的数据交易价格。研究发现：拍卖定价机制的信息空间是关于数据交易价格连续单调递减的函数空间,结果函数是由数据需求者投标的需求函数和平台的最大供给量决定。最后,通过算例实验进一步验证了所设计的拍卖定价机制有效性。本文的研究结论可为进行所有权交易的数据产品的价格设定及交易量分配提供理论指导。     

基于价格歧视策略的多单元逆向多属性英式拍卖机制

针对现有的多单元逆向多属性拍卖机制的市场分配效率都比较低,不利于社会效益最大化和采购双方长期合作等问题,设计了高效率的基于价格歧视策略的多单元逆向多属性英式拍卖机制,利用线性混合整数规划建立了赢者确定模型,并基于新建立的拍卖机制给出了拍卖流程和投标策略,为供应商提供投标决策支持。然后通过设计数值实例和对比模拟实验收集数据,采取统计分析的方法验证了新设计的拍卖机制市场分配效率和采购方的效益都比较高。上述研究结果适用于通过逆向多属性拍卖与信息技术相结合的网上自动化多单元商品采购。     

Contingent payment auction mechanism in multidimensional procurement auctions

This paper considers the auctioning of an indivisible project among several suppliers who hold private information about their own efficiency type. Both quality and price need to be determined. Different from scoring auctions, we present a new method, i.e., contingent payment auction mechanism (CPAM), which can effectively deal with the optimal procurement strategy in multidimensional procurement auctions. CPAM can implement the optimal mechanism for the buyer and is thus optimal among all possible procurement strategies. CPAM implies that the buyer should first design and announce a contingent payment function that specifies a payment for each possible quality level before the bidding begins. Compared to scoring auctions, CPAM has some advantages. It does not require a special form of scoring rule and can be generalized in a more broad auction formats. Furthermore, it can help us to solve the ex post moral hazard problem. We consider two kinds of CPAM. For the CPAM I is sensitive to different auction formats, we come up with CPAM II which can improve the performance of CPAM I. Broadly speaking, CPAM integrates the idea of dimension reduction from scoring auction into that of incentive contract design from contract theory to solve the problem of ex post moral hazard.     

Dynamic lot-sizing in sequential online retail auctions

Retailers often conduct non-overlapping sequential online auctions as a revenue generation and inventory clearing tool. We build a stochastic dynamic programming model for the seller’s lot-size decision problem in these auctions. The model incorporates a random number of participating bidders in each auction, allows for any bid distribution, and is not restricted to any specific price-determination mechanism. Using stochastic monotonicity/stochastic concavity and supermodularity arguments, we present a complete structural characterization of optimal lot-sizing policies under a second order condition on the single-auction expected revenue function. We show that a monotone staircase with unit jumps policy is optimal and provide a simple inequality to determine the locations of these staircase jumps. Our analytical examples demonstrate that the second order condition is met in common online auction mechanisms. We also present numerical experiments and sensitivity analyses using real online auction data.     

基于高斯分布的在线采购机制设计及竞争分析

依附于互联网电子商务的在线采购拍卖交易, 对传统的贝叶斯离线拍卖理论提出新的挑战, 因为面对不同时间点的投标, 采购电商必须即可决策出是否中标以及购买价格。鉴于此, 对于诸如石油、煤、粮食等无限可分商品的电子采购, 本文基于投标具有高斯分布特征设计了一种激励相容的在线采购策略, 演绎出在线采购的数学模型, 利用Runge-Kutta数值算法, 通过Matlab编程求解出采购电商在线定价策略的需求曲线及其对应的竞争比, 最后, 利用数值模拟, 将在线采购机制策略与纯竞争分析得到的在线采购策略比较, 结果显示利用了高斯分布信息的在线采购策略的竞争性能由于利用了投标的统计信息而得到了提高。     

收入管理中多数量需求的动态分批拍卖机制研究

分析了可运用于收入管理的定价及分配存量的动态分批拍卖机制,传统拍卖机制假设竞标者是单一需求,与实际情况不相符合.本文研究的模型中一个卖方在有限时间限制T内采用分批拍卖的方式销售商品出售C件产品,每个时期的竞标者有着多数量的产品需求,并对所需求产品有统一的,独立的私有价值.为使得整个拍卖收益最大化,研究了最优的分配方案和每个时期应该出售的最优产品数量kt*(x),并且运用改进的多需求第二价格拍卖模型实现最优分配机制.     

On the robustness of non-linear personalized price combinatorial auctions

Though the VCG auction assumes a central place in the mechanism design literature, there are a number of reasons for favoring Iterative Combinatorial Auctions (ICAs). Several promising ICA formats were developed based on primal–dual and subgradient algorithms. Prices are interpreted as a feasible dual solution and the provisional allocation is interpreted as a feasible primal solution. iBundle(3), dVSV and Ascending Proxy Auction result in VCG payoffs when the coalitional value function satisfies buyer submodularity and bidders bid straightforward, which is an ex-post Nash equilibrium in this case. iBEA and CreditDebit auctions do not even require the buyer submodularity and achieve the same properties for general valuations. Often, however, one cannot assume straightforward bidding and it is not clear from the theory how these non-linear personalized price auctions (NLPPAs) perform in this case. Robustness of auctions with respect to different bidding behavior is a critical issue for any application. We conducted a large number of computational experiments to analyze the performance of NLPPAs with respect to different bidding strategies and valuation models. We compare NLPPAs with the VCG auction and with ICAs with linear prices, such as ALPS and the Combinatorial Clock Auction. While NLPPAs performed very well in case of straightforward bidding, we observe problems with revenue, efficiency, and speed of convergence when bidders deviate.     

多维信息招标下招标代理机构与投标方串谋的博弈模型及分析

在项目业主不具备自行招标能力的工程招标中,招标代理机构利用代理权设租并与投标方串谋的现象屡禁不止.在多维信息招标相关理论基础上构建了招标代理方与行贿投标方串谋的博弈模型,求解了腐败存在下的最优招标机制、均衡腐败金以及均衡腐败概率,分析了腐败概率的影响因素.研究表明调查力度、惩罚力度的加强以及行贿投标方的实际综合质量水平的提高有利于降低腐败发生的概率,而投标方数量的增加可能会促进腐败的发生.     

Multiple unit auctions with economies and diseconomies of scale

This paper discusses multiple unit auctions for industrial procurement where the cost structures of suppliers capture economies and diseconomies of scale caused by the nature of the production cost and the opportunity value of suppliers’ capacities. The problem of winner determination and demand allocation is proven to be NP-complete. We propose a binary tree algorithm with bounds (BTB) which efficiently exploits the model’s optimality properties. BTB outperforms general integer optimization software in computational time, especially with existence of substantial economies and diseconomies of scale. The algorithm complexity is linear in demand volume. This property allows for efficient handling of high volume auctions and thus leads to increased benefit for the overall system. Under the assumption of the myopic best response strategies, we investigate the behavior of suppliers and price dynamics for iterative (multiple round) bidding with appropriate allocation and stopping rules. The allocation rules, featured by several tie breakers for multiple optimal solutions to the allocation model in each round, are proposed to induce suppliers’ dominant strategies and to improve the system’s performance.     

Non-linear anonymous pricing combinatorial auctions

In combinatorial auctions the pricing problem is of main concern since it is the means by which the auctioneer signals the result of the auction to the participants. In order for the auction to be regarded as fair among the various participants the price signals should be such that a participant that has won a subset of items knows why his bid was a winning bid and that agents that have not acquired any item easily can detect why they lost. The problem in the combinatorial auction setting is that the winner determination problem is a hard integer programming problem and hence a linear pricing scheme supporting the optimal allocation might not exist.     

Flow auctions

Flow goods (like electricity) are sold through auctions in a dynamic framework. An important design question is the frequency of such auctions. We use a simple dynamic auction model in continuous time to answer this question. We focus on the relationship between the persistency of bidders’ valuations and the optimal choice of frequency. If the seller focuses on the equilibrium in which bidders follow a repeated static Nash strategy, then the frequency of auctions should typically increase when persistency declines. However, accounting for the fact that bidders can follow different equilibria that are collusive in nature, the comparative statics are reversed, forcing the seller to reduce the frequency when bidders’ valuations are less persistent. The argument builds on the fact that high frequency auctions are more conducive to collusion among bidders.