本文選題：動(dòng)態(tài)拍賣 + 機(jī)制設(shè)計(jì)　； 參考：《華東師范大學(xué)》2012年碩士論文

【摘要】：拍賣是一種通用的研究許多社會(huì)經(jīng)濟(jì)領(lǐng)域問(wèn)題的重要手段和工具,為理性個(gè)體代理間資源分配以及決策制定等問(wèn)題提供了一個(gè)通用的實(shí)現(xiàn)框架。隨著計(jì)算機(jī)技術(shù)的飛速發(fā)展和Internet的出現(xiàn),與動(dòng)態(tài)因素緊密結(jié)合的動(dòng)態(tài)拍賣也被越來(lái)越多的學(xué)者以及研究機(jī)構(gòu)所關(guān)注。在線廣告拍賣問(wèn)題關(guān)注如何將動(dòng)態(tài)產(chǎn)生的用戶搜索關(guān)注點(diǎn)有效地分配給數(shù)量不斷變化的在線廣告商。網(wǎng)上訂票系統(tǒng)需要處理隨機(jī)出現(xiàn)的買家與時(shí)間敏感的票務(wù)之間的關(guān)系。遠(yuǎn)程教育系統(tǒng)具有使用教育資源可動(dòng)態(tài)回收與遠(yuǎn)程使用者申請(qǐng)隨機(jī)的特性,同時(shí)需要爭(zhēng)取實(shí)現(xiàn)系統(tǒng)服務(wù)實(shí)現(xiàn)整體福利最優(yōu)。由此可見(jiàn)動(dòng)態(tài)拍賣的應(yīng)用場(chǎng)景極其廣泛并具有實(shí)際意義,成為了拍賣問(wèn)題研究中的熱點(diǎn)。 傳統(tǒng)研究多關(guān)注于靜態(tài)環(huán)境下拍賣理論的研究。盡管靜態(tài)拍賣理論以及機(jī)制設(shè)計(jì)在解決一系列廣泛多樣的問(wèn)題領(lǐng)域已經(jīng)取得了相當(dāng)成功的研究成果,然而由于動(dòng)態(tài)環(huán)境的特殊性質(zhì),對(duì)于靜態(tài)拍賣問(wèn)題的研究往往不能直接轉(zhuǎn)化應(yīng)用到動(dòng)態(tài)環(huán)境中。因此對(duì)于動(dòng)態(tài)拍賣的研究既需要參考經(jīng)典靜態(tài)拍賣的機(jī)制設(shè)計(jì),同時(shí)也應(yīng)結(jié)合動(dòng)態(tài)因素進(jìn)行分析。 動(dòng)態(tài)拍賣所涉及的動(dòng)態(tài)包括兩類：動(dòng)態(tài)數(shù)量(Dynamic Population),表示參加拍賣的競(jìng)拍者數(shù)量隨時(shí)間發(fā)生變化的動(dòng)態(tài)性；動(dòng)態(tài)信息(Dynamic Information),表示參加拍賣的競(jìng)拍者私有信息隨時(shí)間發(fā)生變化的動(dòng)態(tài)性。目前國(guó)內(nèi)外的研究分別針對(duì)這兩個(gè)方面進(jìn)行展開,并進(jìn)一步細(xì)化分析在特定方面特定場(chǎng)景下的機(jī)制設(shè)計(jì)。 本文不單獨(dú)考慮兩個(gè)動(dòng)態(tài)因素中的某一個(gè)因素,而是結(jié)合動(dòng)態(tài)拍賣的兩個(gè)動(dòng)態(tài)因素——競(jìng)拍者數(shù)量動(dòng)態(tài)以及競(jìng)拍者信息動(dòng)態(tài)來(lái)考慮機(jī)制設(shè)計(jì)。由于動(dòng)態(tài)拍賣過(guò)程具有馬爾科夫性,因此結(jié)合馬爾科夫過(guò)程對(duì)該動(dòng)態(tài)拍賣進(jìn)行形式化描述,并在此基礎(chǔ)上定義拍賣要素的表達(dá)式。其次,維克瑞-克拉克-格羅夫斯(Vickrey-Clarke-Groves,后文將簡(jiǎn)稱為VCG)機(jī)制作為經(jīng)典的符合激勵(lì)兼容性的靜態(tài)拍賣機(jī)制具有借鑒意義,本文將在DPDI (Dynamic PopulationDynamic Information)動(dòng)態(tài)拍賣模型的基礎(chǔ)上,將靜態(tài)VCG機(jī)制與動(dòng)態(tài)拍賣的動(dòng)態(tài)屬性相結(jié)合,設(shè)計(jì)具有激勵(lì)兼容性且最大化預(yù)期社會(huì)福利的DPDI動(dòng)態(tài)拍賣機(jī)制,并對(duì)其激勵(lì)兼容性進(jìn)行屬性驗(yàn)證。最后,在機(jī)制實(shí)現(xiàn)方面,針對(duì)差異化的DPDI動(dòng)態(tài)拍賣場(chǎng)景實(shí)現(xiàn)DPDI動(dòng)態(tài)拍賣算法,并且對(duì)KPrice算法進(jìn)行改進(jìn)使其能夠適應(yīng)DPDI動(dòng)態(tài)拍賣場(chǎng)景,并結(jié)合示例給出具體的操作說(shuō)明。針對(duì)這兩種算法進(jìn)行試驗(yàn)?zāi)M仿真,并結(jié)合動(dòng)態(tài)拍賣中的關(guān)鍵指標(biāo)對(duì)實(shí)驗(yàn)結(jié)果進(jìn)行分析,總結(jié)歸納算法實(shí)現(xiàn)的效果以及應(yīng)用特性。。 本文對(duì)競(jìng)拍者數(shù)量動(dòng)態(tài)且信息動(dòng)態(tài)的動(dòng)態(tài)拍賣場(chǎng)景進(jìn)行了研究,構(gòu)造出更具有通用性的DPDI動(dòng)態(tài)拍賣模型,使得對(duì)動(dòng)態(tài)拍賣機(jī)制的研究更為全面；針對(duì)兩個(gè)動(dòng)態(tài)屬性,設(shè)計(jì)DPDI動(dòng)態(tài)拍賣機(jī)制,實(shí)現(xiàn)動(dòng)態(tài)拍賣的有效實(shí)施,使得競(jìng)拍者與拍賣者均能滿足自身需求,維持動(dòng)態(tài)拍賣系統(tǒng)的穩(wěn)定均衡；最后對(duì)動(dòng)態(tài)拍賣場(chǎng)景的模擬仿真以及實(shí)驗(yàn)數(shù)據(jù)分析,為拍賣系統(tǒng)的優(yōu)化提供了調(diào)整的方向。
[Abstract]:Auction is an important means and tool to study many social and economic problems. It provides a general framework for the allocation of resources and decision making between rational individual agents. With the rapid development of computer technology and the emergence of Internet, dynamic auction with dynamic factors is becoming more and more important. The issue of online advertising auction is focused on how to effectively allocate the dynamic user search concerns to the changing number of online advertisers. The online booking system needs to deal with the relationship between random buyers and time sensitive ticketing. The distance education system has the use of education. It can be seen that the application scene of dynamic auction is very extensive and has practical significance, so it has become a hot spot in the study of auction.
Traditional research pays much attention to the study of auction theory in static environment. Although static auction theory and mechanism design have achieved considerable success in solving a series of wide variety of problems, the research on static auction can not be directly applied to the research of static auction because of the special nature of the dynamic environment. Therefore, for dynamic auction research, it is necessary to refer to the classical static auction mechanism design, and at the same time, we should combine dynamic factors to analyze.
Dynamic auction involves the dynamics of two categories: the dynamic quantity (Dynamic Population), which indicates the dynamics of the number of bidders participating in the auction with time; the dynamic information (Dynamic Information) indicates the dynamics of the changes in the private information of the bidders participating in the auction with time. The two aspect is to expand and further analyze the mechanism design under specific circumstances and specific scenarios.
This paper does not consider one of the two dynamic factors separately, but combines the two dynamic factors of the dynamic auction - the dynamic of the bidder and the dynamic of the bidder's information. Because the dynamic auction process has Markoff, the dynamic auction is formally described in combination with the Marco's process. On this basis, the expression of the auction elements is defined. Secondly, the mechanism of Vickrey-Clarke-Groves (Vickrey-Clarke-Groves, VCG) is the classic static auction mechanism that meets the incentive compatibility. This paper will be based on the basis of the DPDI (Dynamic PopulationDynamic Information) dynamic auction model. The static VCG mechanism is combined with dynamic properties of dynamic auction to design a DPDI dynamic auction mechanism with incentive compatibility and maximize the expected social welfare, and verify its incentive compatibility. Finally, in the implementation of the mechanism, the dynamic auction algorithm of DPDI is implemented for the differential DPDI dynamic auction scene, and KPri The CE algorithm can be improved to adapt to the DPDI dynamic auction scene, and give specific operation instructions in combination with the example. The experiment simulation is carried out for the two algorithms, and the experimental results are analyzed with the key indexes in the dynamic auction, and the effect and the application characteristics of the algorithm are summarized.
This paper studies the dynamic auction scene of the dynamic and dynamic auction of the bidder, and constructs a more universal DPDI dynamic auction model, which makes the study of the dynamic auction mechanism more comprehensive. Aiming at two dynamic properties, the dynamic auction mechanism of DPDI is designed to realize the effective implementation of the dynamic auction, so that the bidder and the auction will be auctioned. All of them can meet their own needs and maintain the stable equilibrium of the dynamic auction system. Finally, the simulation of the dynamic auction scene and the analysis of the experimental data provide an adjustment direction for the optimization of the auction system.
【學(xué)位授予單位】：華東師范大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2012
【分類號(hào)】：TP301.6;F713.359;F224

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本文編號(hào)：2105432