基于非齐次泊松过程的网上持久型一口价拍卖研究  

Research on lasting buy-it-now auction in online auctions based on inhomogeneous poisson process

作　　者：陈绍刚[1] 穆宇杰 CHEN Shaogang;MU Yujie(School of Mathematical Sciences,University of Electronic Science and Technology of China,Chengdu 611731,China)

机构地区：[1]电子科技大学数学科学学院,四川成都611731

出　　处：《管理工程学报》2024年第3期202-212,共11页Journal of Industrial Engineering and Engineering Management

基　　金：四川省软科学项目(2019JDR0014)。

摘　　要：为了刻画网上拍卖中的投标者到达过程中存在的末尾抢标机制,本文引入时间变量,建立了基于投标者到达的非齐次泊松过程的持久型一口价拍卖模型。通过令投标人与拍卖商的收益最大化,本文分析了投标人的均衡策略,拍卖商的最优一口价以及拍卖平台的最优佣金率,得到拍卖平台为了获取更多的佣金,一口价拍卖中佣金率的设定应小于普通拍卖中的佣金率。通过数值分析得到,投标人应在持续时间较短的一口价拍卖中积极选择一口价,在持续时间较长的一口价拍卖中更倾向于选择进行竞价,而拍卖商应尽可能地设置更长的拍卖持续时间以此获得更大的期望收益。Auction is a mechanism to allocate market resources and tap the value of commodities.With the development of the Internet and the gradual rise of e-commerce,online auctions have become an important part of auctions.Different from traditional auctions,the arrival process of bidders in online auctions is random in time and the amount of bids will increase rapidly when online auctions are about to end.Online auctions usually set an end time.In order to attract more bidders,the auction duration of online auctions is longer than that of traditional auctions.With the rise of online auctions,a hybrid mechanism that combines auctions and sales has emerged on various auction sites,that is,buy-it-now auctions.There are three types of buy-it-now auctions:fixed buy-it-now auctions,temporary buy-it-now auctions and lasting buy-it-now auctions.The lasting buy-it-now auctions discussed in this article include auction and buy-it-now at the same time.Bidders can choose bidding option or execute buy-it-now.After bidders choose the auction,the buy-it-now option will not disappear.Subsequent bidders still have two options:auction and buy it now.At present,the discussion about the buy-it-now auction is to fix the number of bidders or make the number of bidders follow the Poisson distribution,without considering the bidding mechanism at the end of the online auction.This article will introduce the auction time and simulate the arrival process of bidders by a non-homogeneous Poisson process.Then it discusses the strategies of bidders,sellers and auction platforms,explores how the auction time affects the strategies of bidders and sellers,and gives suggestions to both bidders and sellers.Based on the assumption of the independent private value model,this article first studies the balanced bidding strategy when bidders choose bidding options.The inhomogeneous Poisson process is used to introduce the auction duration,and compare the expected benefits of choosing the bidding option and executing the buy-it-now option.When the expected retu

关 键 词：非齐次泊松过程 拍卖时长 一口价拍卖 独立私人价值 期望收益 

分 类 号：F224[经济管理—国民经济]