Keywords: optimal auction, cp, sp(service provider类似于移动运营商,在拍卖理论中为seller), user (拍卖理论中的bider)
1、概念:
1). 拍卖理论解决的问题:
①拍卖问题的使用
Consider the problem faced by someone who has no object to sell, and who does not known how much his prospective buyers might be willing to pay for the object. The seller would like to find some auction procedure which can give him the highest expected revenue or utility among all the different kinds ofauctions known(progressive auctions, Dutch auctions, sealed bid auctions, discriminatory auctions, etc)
②投标目标
The seller's problem is to select an auction
mechanism to maximize his own expected utility
思考:拍卖者对物品进行价值评估,并给出接受价格,同时根据其他拍卖者给出的价格对自己的价格进行修改。
2). 设计的函数定义
函数 | 定义 | 解释 |
---|---|---|
Fi | [1] | seller对bidder评估的出价分布函数,其中ti[1]是seller对bidder估计的最大承担价格,其上下限为 ai, bi。 |
T | [a1, b1] * [a2, b2] * .. * [an, bn] | bidders 对估计价值ti 的所有可能组合 |
Vi | [2] | 竞拍者i 考虑其他竞拍者对商品的价值估计后,修正的价格估计。 |
V0 | [3] | seller考虑竞拍者对商品的价值估计后,自身修正的价格估计。 |
Ui(p,x,t) | [4] | 竞拍者i 的期望效用函数,即竞拍者对商品本身估计的价值收益v*p - 竞拍者为这个商品付出的成本 的累计积分。 |
U0(p,x) | [5] | 庄家不出售商品时自身对其的价值估计 v0(1-sum(p)) + 出售商品时从竞拍者处获得的支付收益 的累计。 |
约束条件① | [6] | 概率约束 probability constraints |
约束条件② | [7] | 个体理性约束( individual-rationality constraints)由于seller不能强制竞拍者参加,所以需要保证每个竞拍者参与进来的收益非负才有动力参加 |
约束条件③ | [8] | 激励相容约束( incentive-compatibility constraints),为保证每个竞拍者都没有动力隐瞒报价,需要满足如下的激励相容的条件(隐瞒后的期望收益更小,满足纳什均衡) |
[1]各个竞拍者出价独立的两个主要因素:1、偏好不确定,此时竞拍者i 了解到对竞拍者j 的出价信息不影响i 去修改自己的出价; 2、对商品的质量(价值)的估计不确定 (quality uncertainly),此时竞拍者i 了解到对竞拍者j 的出价信息后会修改自身的出价。
[1] [2] [3]
进一步地,以直接报价机制展开:
outcome function <p,x>,其中p为bidder i一定获得的object的概率;x为bidder 必须付给seller 的钱
3). 纳什均衡
纳什均衡纳什均衡定义:A Nash Equilibrium in a game is a list of strategies, one for each player, such that no player can get a better payoff by switching to some other strategy that is available to her while all other players adhere to the strategies specified for them in the list.
2. 系统模型
1). 与myerson's 传统投标问题不同
- First: SP has multiple objects.
- Second: content delivery incurs costs which are controlled by the auctioneer through the delivery quality parameter θ.
**2)、详细定义
defination
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