CAJ | 학술논문

借助非合作博弈理论构造模型分析了随机限价拍卖的竞买者报价策略.通过对模型的求解得到了以微分方程形式表示的竞买者Nash均衡报价策略.通过与普通的英式拍卖相比较,发现两类拍卖的Nash均衡报价策略具有相同的微分方程结构.根据所得到的微分方程形式的Nash均衡报价策略,计算了一个经过简化的案例,以说明文中结果具有一定的实用性,可以为这类拍卖的报价决策提供一定的支持.
차조비합작박혁이론구조모형분석료수궤한개박매적경매자보개책략.통과대모형적구해득도료이미분방정형식표시적경매자Nash균형보개책략.통과여보통적영식박매상비교,발현량류박매적Nash균형보개책략구유상동적미분방정결구.근거소득도적미분방정형식적Nash균형보개책략,계산료일개경과간화적안례,이설명문중결과구유일정적실용성,가이위저류박매적보개결책제공일정적지지.
In this article,the bidding strategy in the auction with stochastic upper limit is studied in the frame work of the non-cooperative game.The Nash equilibrium bidding strategy is derived,and is found to have the same structure as the one of the common English auctions in the form of differential equation.According to the above result,a simplified case is calculated as an example to show that the above result call help to make bid-ding decisions.