在线拍卖的最优保留价设计  

Optimal design of reserve price in online auction

作　　者：陈胜利[1] 刘小冬[1] 

机构地区：[1]西安财经学院管理学院,西安710100

出　　处：《华中师范大学学报（自然科学版）》2013年第4期468-473,共6页Journal of Central China Normal University：Natural Sciences

基　　金：陕西省自然科学基金项目(2010JQ9006);陕西省教育厅基金项目(2010km552);陕西省重点学科管理科学与工程专项资金项目

摘　　要：在Riley和Samuelson的传统拍卖模型基础上引入网上拍卖的刊登费、佣金、罚金以及投标者随机到达等因素,构建网上拍卖公开保留价和秘密保留价下的拍卖商期望收益最大化决策模型,研究网上拍卖最优公开保留价和最优秘密保留价,并给出最优保留价的一般形式.在此基础上,对最优保留价进行分析,所得结论表明:拍卖商的最优公开保留价与最优秘密保留价相等.此外,论文还还将网上拍卖的最优保留价与传统离线拍卖的保留价进行比较分析,并进一步分析了投标者到达率对最优保留价的影响.Based on the auction model formulated by Riley and Samuelson,by introducing the factors of online auction like the entry fee,the commission,the penalties and the stochastic arrival of bidders,online auctions＇decision-make models of maximization of seller＇s expected revenue in open reserve price and private reserve price are investigated,respectively.The online auction＇s optimal open reserve price and optimal private reserve price are also investigated.The general form of optimal reserve price is given.By analyzing the optimal reserve price,it is shown that the sellers＇optimal open reserve price is the same as the optimal private reserve price.Moreover,the further comparison analysis between the optimal reserve price in online auction and the reserve price in traditional offline auction is made.The effect of the bidders＇arrival rate on the optimal reserve price is discussed.

关 键 词：在线拍卖 公开保留价 秘密保留价 最优设计 

分 类 号：C931.1[经济管理—管理学]