基于马尔可夫决策过程的网上多物品拍卖的投标策略研究

Research on Bidding Strategies in Online Multi-Item Auctions Based on Markov Decision Process

  • 摘要: 本文探讨了一家公司的采购策略,该公司为了满足市场需求,通过参与多场同质物品的网上拍卖来建立库存.为了刻画网上拍卖投标人的到达存在早期抢标和末尾抢标机制,引入时间变量,建立了投标人到达的非齐次泊松过程.针对每场可购买一件和多件拍卖物品的情况,分别给出了赢标概率,建立马尔科夫决策过程模型,求解了公司收益最大化的投标决策.在其他条件相同且仅有单位需求量时,证明了参与每场仅有一件拍卖品的赢标概率小于参与每场有多件拍卖品限购一件的赢标概率.通过数值分析发现累计强度函数对赢标概率有显著影响,对其参数的错误估计可能导致投标策略失效.

     

    Abstract: This paper explores the procurement strategy of a company that, in order to meet market demand, builds its inventory by participating in multiple online auctions for homogeneous items. To characterize the early and late bidding behaviors of auction participants, a time variable is introduced, and a non-homogeneous Poisson process is established to model bidder arrivals. The winning probabilities are derived for auctions with either a single item or multiple items available for purchase, and a Markov decision process model is developed to determine the optimal bidding strategy that maximizes the company’s profit. Under the assumption of identical conditions and unit demand, it is demonstrated that the winning probability in auctions with a single item is lower than in auctions with multiple identical items, where only one item can be purchased per auction. Numerical analysis reveals that the cumulative intensity function has a significant impact on the winning probability, and errors in estimating its parameters may lead to the failure of the bidding strategy.

     

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