| 研究生: |
陳靖雅 Chen, Ching-Ya |
|---|---|
| 論文名稱: |
考慮綜效之模糊拍賣模式 |
| 指導教授: |
陳梁軒
Chen, Liang-Shiuan |
| 學位類別: |
碩士 Master |
| 系所名稱: |
管理學院 - 工業與資訊管理學系 Department of Industrial and Information Management |
| 論文出版年: | 2005 |
| 畢業學年度: | 93 |
| 語文別: | 中文 |
| 論文頁數: | 56 |
| 中文關鍵詞: | 綜效 、模糊集合理論 、基因演算法 、拍賣理論 、拍賣 |
| 外文關鍵詞: | Genetic Algorithm, Auction, Synergy, Fuzzy set theory |
| 相關次數: | 點閱:81 下載:0 |
| 分享至: |
| 查詢本校圖書館目錄 查詢臺灣博碩士論文知識加值系統 勘誤回報 |
幾千來以來,拍賣(auction)一直是被人們用來買賣物品的方式之一。隨著電子商務(e-Commerce)的蓬勃發展,透過網路(Internet)拍賣物品比過去更為盛行,也吸引了越來越多的學者專注於拍賣理論(auction theory)的發展,包括理論性和實證性的研究。
拍賣中的買賣雙方對物品的估價或是買方的購買意願等,皆牽涉某一程度的不確定性,例如:估價往往不會是ㄧ個明確的值,而是一個區間,因此模糊理論成為一個很好的表達工具。本研究主要擴展了Fang et al. (2004)之模糊拍賣模式,加入考慮物品間綜效(synergy)的影響。當舉行連續拍賣(sequential auction)時,買方得標或未得標某一物品時,因為物品間綜效關係,使得得標者會改變對後面拍賣物品的估價(valuation),且拍賣次序較前面的物品其結標價格會對競標者產生出價上的影響。本研究藉由調整競標者的競標意願程度,而改變競標者對後面同質性物品之意願出價價格,所發展之模式將更符合實際之情況,並利用基因演算法(Genetic Algorithm)求解出能使得賣方利潤最大的拍賣物品排序。
none
參考文獻
中文文獻:
沈維民、李重君 (1996),拍賣制度之簡介,審計季刊,16(2),80-94。
梁高榮 (1996),拍賣理論簡介,機械工業雜誌,十月,257-264。
英文文獻:
Ashenfelter, O. (1989). How auctions work for wine and art. Journal of Economic Perspectives, 3(3), 23-36.
Benoit, J. P. & Krishna, V. (2001). Multiple-Object auctions with budget constrained bidders. The Review of Economic Studies, 68(234), 155-179.
Branco, F. (1997). Sequential auctions with synergies: An example. Economic Letters, 54, 159-163.
Che, Y. K. & Gale, I. (1998). Standard auctions with financially constrained bidders. The Review of Economic Studies, 65(222), 1-21.
Cramton, P. (1998). Ascending auctions, European Economic Review, 42, 745-756.
Elmaghraby, W. (2003). The importance of ordering in sequential auctions. Management Science, 49(5), 673-682.
Fang, S. -C., Nuttle, H. W. L. & Wang, D. (2004). Fuzzy formulation of auctions and optimal sequencing for multiple auctions. Fuzzy Sets and Systems, 142, 421-441.
Gale, I. L. & Hausch, D. B. (1994). Bottom-fishing and declining prices in sequential auctions. Games and Economic Behavior, 7, 318-331.
Gen, M., & Cheng, R. (2000). Genetic Algorithms & Engineering Optimization. New York: Wiley Interscience.
Holland, J. (1973). Genetic algorithm and the optimal allocation of trials. SIAM J. Computing, 2(2), 88-105.
Holland, J. (1975). Adaptation in natural and artificial systems. Ann Arbor: University of Michigan Press.
Jofre-Bonet, M. & Pesendorfer, M. (2000). Bidding behavior in a repeated procurement auction: A summary. European Economic Review, 44, 1006-1020.
Katzman, B. (1999). A two stage sequential auction with multi-unit demands. Journal of Economic Theory, 86, 77-99.
Klein, S. & O’Keefe, R. M. (1999). The impact of the Web on auctions: Some empirical evidence and theoretical considerations. International Journals of Electronic Commerce, 3(3), 7-20.
Klemperer, P. (1999). Auction theory: A guide to the literature. Journal of Economic Surveys, 33(3), 227-286.
Klir, G. J. & Yuan, B. (2002). Fuzzy sets and fuzzy logic theory and applications. Taiwan: Pearson Education Taiwan.
Krishna, V. (2002). Auction Theory, USA: Elsevier Science.
McAfee, R. P. & McMillan, J. (1987). Auctions and bidding. Journal of Economic Literature, 25, 699-738.
McAfee, R. P. & Vincent, D. (1993). The declining price anomaly. Journal of Economic Theory, 60, 191-212.
Menezes, F. M. & Monteiro, P. K. (2003). Synergies and price trends in sequential auctions. Review of Economic Design, 8, 85-98.
Michalewicz, Z. (1996). Genetic Algorithm + Data Structure = Evolution Programs. (3 rd ed.), New York: Springer-Verlag.
Milgrom, P. R. & Weber, R. J. (1982). A theory of auctions and competitive bidding. Econometrica, 50(5), 1089-1122.
Myerson, R. B. (1981). Optimal auction design. Mathematics of Operations Research, 6(1), 58-73
Park, S. & Rothkopf, M. H. (2005). Auctions with bidder-determined allowable combinations. European Journal of Operational Research, 161, 399-415.
Pitchik, C. & Schotter, A. (1988). Perfect equilibria in budget-constrained sequential auctions: an experimental study. The Rand Journal of Economics, 19(3), 363-388.
Riley, J. G., & Samuelson, W. F. (1981). Optimal auctions. The American Economic Review, 71(3), 381-392.
Vickrey, W. (1961). Counterspeculation, auctions, and competitive sealed tenders. Journal of Finance, 16(1), 8-37.
Wilson, R. (1969). Competitive bidding with disparate information. Management Science, 15, 446-448.
Zadeh, L. A. (1965). Fuzzy sets. Information and Control, 8(3), 338-353.
校內:2035-06-20公開