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。     

反向拍卖的一种在线定价策略及竞争分析

本文讨论了网络环境下从众多投标的供应商那里选择一家供应商来购进所需商品的反向拍卖,提出了一种考虑了买家起始价格和最高忍耐价格的在线定价策略,该在线定价策略利用了市场的价格信息,克服了由单一定价造成的完不成采购任务或不必要的成本浪费等缺陷,对该在线定价策略进行了竞争分析并得到了最优的竞争比。最后,通过实例说明本文提出的在线定价策略的可操作性。     

Application of multi-dimensional procurement auction in single-period inventory models

Procurement is one of the major activities in the Manufacturing Resource Planning (MRP II), which is closely coupled with inventory management. Any improvement in this area will have a direct impact on the performance of the entire supply chain. Auction mechanism can be a successful procurement method when there are several potential suppliers available. In this paper, we consider a single-period inventory model when the selection of the supplier is done through a reverse auction with bids consisting of several attributes, namely price, shortage quantity, and lead time. The multi-dimensionality of the bid increases the complexity of the underlying problem creating a need for an approach to determine an approximate optimal target level. This is needed for the initiation of the auction and the procurement process. Monte-Carlo simulation method was used to investigate the performance of the approximation. Simulation results show that the analytical method provides an acceptable approximation for the optimal target inventory level.     

Heyting algebras with Boolean operators for rough sets and information retrieval applications

This paper presents an algebraic formalism for reasoning on finite increasing sequences over Boolean algebras in general and on generalizations of rough set concepts in particular. We argue that these generalizations are suitable for modeling relevance of documents in an information retrieval system.     

考虑时间和资本因素的多Agent拍卖系统数学模型与数值模拟

创建了一类考虑时间和资本因素的多Agent拍卖系统的数学模型,定义了买方Agent的出价线程和出价函数,具有时间偏好和不同资本大小的买方Agent可采用不同的出价战术,不同的出价战术对各自和效用与系统效用产生不同影响.通过数值模拟,分析了采用不同出众战术下的买方Agent、卖方Agent及系统的效用.     

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。     

Exact methods for combinatorial auctions

This is a summary of the author’s PhD thesis supervised by Frits Spieksma and defended on 20 December 2006 at the Katholieke Universiteit Leuven. The thesis is written in English and is available from the author’s website (http://www.econ.kuleuven.be/dries.goossens/public). This work deals with combinatorial auctions, i.e., auctions where bidders can bid on sets of items. We study two special cases, namely the total quantity discount auction and the matrix bid auction.      

Trade reduction vs. multi-stage: A comparison of double auction design approaches

With the growth of electronic markets, designing double auction mechanisms that are applicable to emerging market structures has become an important research topic. In this paper, we investigate two truthful double auction design approaches, the Trade Reduction Approach and the Multi-Stage Design Approach, and compare their resulting mechanisms in various exchange environments. We find that comparing with the Trade Reduction Approach, the Multi-Stage Design Approach offers mechanisms applicable to more complicated exchange environments. Furthermore, for the known trade reduction mechanisms, we prove that the corresponding mechanisms under the multi-stage design approach are superior in terms of both social efficiency and individual payoffs, in each exchange environment of interest. Our computational tests show that the mechanisms under the multi-stage design approach achieve very high efficiency in various scenarios.     

Effective Search Problems

The task of computing a function F with the help of an oracle X can be viewed as a search problem where the cost measure is the number of queries to X. We ask for the minimal number that can be achieved by a suitable choice of X and call this quantity the query complexity of F. This concept is suggested by earlier work of Beigel, Gasarch, Gill, and Owings on “Bounded query classes”. We introduce a fault tolerant version and relate it with Ulam's game. For many natural classes of functions F we obtain tight upper and lower bounds on the query complexity of F. Previous results like the Nonspeedup Theorem and the Cardinality Theorem appear in a wider perspective. Mathematics Subject Classification: 03D20, 68Q15, 68R05.     

ARIES: A Visual Path in the Investigation of Statistical Data

Abstract

The massive flood of numbers in ongoing large-scale periodic economic and social surveys commonly leaves little time for anything but a cursory examination of the quality of the data, and few techniques exist for giving an overview of data activity. At the U.S. Bureau of Labor Statistics, a graphical and query-based solution to these problems has recently been adopted for data review in the Current Employment Statistics survey. Chief among the motivations for creating the new system were: (1) Reduce or eliminate the arduous paper review of thousands of sample reports by review analysts; (2) allow the review analysts a more global view of sample activity and at the same time make outlier detection less of a strain; and (3) present global views of estimates over time and among groups of subestimates. The specific graphics approaches used in the new system were designed to quickly portray both time series and cross-sectional aspects of the data, as these are both critical elements in the review process. The described system allows the data analysts to track down suspicious sample members by first graphically pinpointing questionable estimates, and then pinpointing questionable sample data used to produce those estimates. Query methods are used for cross-checking relationships among different sample data elements. Although designed for outlier detection and estimation, the data-representation methods employed in the system have opened up new possibilities for further statistical and economic uses of the data. The authors were torn between the desire for a completely automatic system of data review and the practical demands of an actual survey operating under imperfect conditions, and thus viewed the new system as an evolutionary advance, not as an ideal final solution. Possibilities opened up by the new system prompted some further thinking on finding an ideal state.