遺傳演算法於彌封式投標中價格策略之研究｜國立清華大學博碩士論文庫

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研究生：	沈志謙 Chih-Chian Shen
論文名稱：	遺傳演算法於彌封式投標中價格策略之研究 Pricing Strategy for Sealed-bid Auction by Genetic Algorithm
指導教授：	王小璠 Hsiao-Fan Wang
口試委員:
學位類別：	碩士 Master
系所名稱：	工學院 - 工業工程與工程管理學系 Department of Industrial Engineering and Engineering Management
論文出版年：	2005
畢業學年度：	93
語文別：	英文
論文頁數：	56
中文關鍵詞：	遺傳演算法、彌封式投標
外文關鍵詞：	genetic algorithm, sealed-bid auction
相關次數：	點閱：4 下載：0
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這篇論文所要探討的是在競標理論中影響拍賣商利潤的重要因素。我們藉由利用具有演化特性的工具來為拍賣商設計一種最佳的得標者付款方式。就目前而言，得標者有兩種標準的付款方式:一級密封價格拍賣(first-price auction)和二級密封價格拍賣(second-price auction);而我們所提出的付款方式: 級密封價格拍賣( -price auction)正是介於這兩者之間，其中。就我們回顧過有關競標理論和遺傳演算法的文獻中，許多作者並沒有將競標者的競標行為納入考量，事實上真正會影響拍賣商利潤的是每位競標者的風險偏好結構。所以，在這篇論文中，我們就考慮了每位競標者的風險偏好程度並為拍賣商設計出最佳的得標者付款機制，進而使拍賣商的利潤最大化。
此研究的基本觀念是:藉由最大化所有競標者的效用，我們也就能夠使得拍賣商的利潤最大化。由於這類型的問題屬於非線性最佳化問題，我們利用了遺傳算法來處理。除理論上證明拍賣商使用級密封價格拍賣會優於使用一級密封價格拍賣或二級密封價格拍賣外，我們還將所提出的級密封價格拍賣應用到實際例子中，並和一級密封價格拍賣或二級密封價格拍賣做比較，結果也相當合理。此外，兩個極端的案例(所有競標者都屬於風險規避者或風險追求者)所顯示的結果也在本研究中加以探討。

In this thesis, ways of influencing an auctioneer’s revenue are investigated, via auction theory. We have adopted an evolutionary mechanism in designing a method of payment for a winner in a sealed-bid auction. At present, there are two standard methods of payment which may be used by a winner: these are first-price auction and second-price auction. The method of payment proposed in this study lies somewhere between these two traditional methods and is called the -price auction, with the domain of being [0, 1]. In literatures, it was found that without taking the bidders’ behavior into account the price set by the auctioneers would be mis-evaluated. Thus, in my thesis, I have considered the risk preferences of all the bidders in an auction, and have designed a winner’s method of payment.
The idea behind this thesis is that by maximizing all of the bidders’ utilities, we may also maximize the auctioneer’s revenue. This kind of problem is a nonlinear optimization problem, so a genetic algorithm has been adopted to solve it. We also implemented our -price auction with real-life cases, and the results are rather promising. Thus, the most important point we wish to demonstrate is that running the -price auction is superior to running either first-price or second-price auctions in a sealed-bid auction situation, which has been shown in theory and in practice.

Acknowledgement…………………………………………………………………….I
中文摘要……………………………………………………………………………...II
Abstract……………………………………………………………………………...III
CHAPTER 1 INTRODUCTION……………………………………………………1
CHAPTER 2 LITERATURES REVIEW…………………………………………..4
□    2.1 Introduction to Auctions…………………………………………………..4
•    2.1.1 The Basic Concept of Auctions…………………………………........4
•    2.1.2 Category of Auctions……………………………………………........5
•    2.1.3 Winner’s Curse……………………………………………………….7
□    2.2 Risk Preference……………………………………………………………8
□    2.3 Genetic Algorithm……………………………………………………......10
□    2.4 Evolutionary Approaches to Auctions……………………………………15
□    2.5 Summary and Conclusions……………………………………………….19
CHAPTER 3 THE PRPOSED AUCTION THEORY…………………………….22
□    3.1 Model Development……………………………………………………...23
□    3.2 Solution Procedures………………………………………………………30
□    3.3 Summary………………………………………………………………….33
CHAPTER 4 CASE STUDIES……………………………………………………..34
□    4.1 Case 1 – Auction for a Sony Notebook…………………………………..34
□    4.2 Case 2 –Auction for an IBM Notebook……………………………….…36
□    4.3 Analysis and Discussion………………………………………………….37
CHAPTER 5 SUMMARY AND CONCLUSIONS…………………………….….38
References…………………………………………………………………………...40
Figures & Tables Caption
Figure 2.1 Utility Function…………………………………………………………...10
Figure 2.2 Crossover Examples……………………………………………………...12
Figure 2.3 Mutation Examples……………………………………………………….12
Figure 2.4 Typical GA Operations……………………………………………………14
Figure 3.1 Flow Chart of Determining the Method of Payment……………………..32
Table 4.1 Comparative Analysis of the Case Studies………………………………...37
Appendix A Questionnaires of Case 1……………………………………………….42
Appendix B Questionnaires of Case 2………………………………………………44
Appendix C Solution Program in C++………………………………………………46

                                

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