基于对数效用函数的多属性密封拍卖研究  

Research on Multi-attribute Sealed Auctions Based on Logarithmic Utility Functions

作　　者：张成 胡二琴[2] ZHANG Cheng;HU Erqin(School of Automation,Huazhong University of Science and Technology,Wuhan 430074,China;School of Science,Hubei University of Technology,Wuhan 430068,China)

机构地区：[1]华中科技大学自动化学院,湖北武汉430074 [2]湖北工业大学理学院,湖北武汉430068

出　　处：《物流科技》2018年第4期77-81,共5页Logistics Sci-Tech

基　　金：国家自然科学基金项目;项目编号:71471069;61773173;中央高校基础研究基金项目;项目编号:2017KFYXJJ178;湖北省教育厅科学技术研究计划项目;项目编号:Q20171404

摘　　要：文章结合对数函数和幂函数的特点,探讨了买卖双方的效用函数、成本函数和评分函数,并采用第一得分密封拍卖的机制构建了一个基于对数效用的多属性采购拍卖评分模型。首先,讨论了卖方参与采购拍卖的条件;然后,给出了卖方的最优投标策略和买卖双方的期望效用,求解了使得买方期望效用最大化的评分函数系数,分析了其合理性;最后,通过一个应用案例,验证了该模型的合理性与可行性。Combining the characteristics of logarithmic functions and power functions,this paper discusses utility functions,cost functions and scoring functions of both buyers and sellers,and uses the first scoring auction mechanism to construct a scoring model based on a logarithmic utility for a multi-attribute procurement auction.First of all,this paper discusses the conditions of the sellers participating in the procurement auction.Then,the optimal bidding strategies of the sellers and the expected utilities of both the buyers and the sellers are given.The coefficients of the scoring function that maximize the expected utility of the buyer are obtained,and their rationality are analyzed.Finally,via an application,the rationality and feasibility of the model are verified.

关 键 词：对数效用 多属性拍卖 评分函数 

分 类 号：F253[经济管理—国民经济]