在复杂合同的采购拍卖中,除价格外投标中还包含其他的质量属性,因价格和质量在量纲和数值上存在较大差异,使得投标策略择和赢者决策问题变得更加困难. 鉴于此,本文基于简单加权法,提出一种新的赢者决策方案,此方案不仅解决格和质量的量纲不统一和数值不可比的难题,而且还简化了评标的计算过程. 在新方案下,本文分别给出风险中性者和风险规避者的均衡投标策略,投标人数对均衡投标,投标者收益和采购者收益的影响. 结果显示: 投标者之间的竞争激烈程度对风险中性者和风险规避者的投标影响方向相同; 但是,相对于风险中性者,风险规避者将报出较低的价格和较高的质量; 其中,部分结广了传统单属性拍卖理论,部分结论较前人的研究成果更加贴近采购现实.
Abstract
In procurement auctions for complex contracts, bids involve quality attributes in addition to price. In such situation, the bidding strategy selected and the winner determination problem become more difficult because price and quality have different units and valuation scales. Based on the simple additive weighting method, this article proposes a new winner determination protocol. This protocol not only eliminates the problem caused by different measurement units of price and quality, but also transforms the different components of a bid into comparable scales, and simplifies the calculation of evaluating bids as well. Under our protocol, risk-neutral and risk-averse bidders' equilibrium bidding strategies are presented, and the effects of the number of bidders on bidding behavior, bidders' payoff and procurer's utility are examined, respectively. The result shows that: the competition has the same effect on risk-neutral and risk-averse bidders' bidding strategies; however, risk-averse bidders will offer a higher quality at a lower price than risk-neutral bidders; some results obtained generalize the price-only auction theory, and some results are nearer to the reality relative to the previous corresponding results.
关键词
多属性拍卖 /
投标策略 /
赢者决策 /
风险规避
{{custom_keyword}} /
Key words
multi-attribute auction /
bidding strategy /
winner determination /
risk aversion
{{custom_keyword}} /
{{custom_sec.title}}
{{custom_sec.title}}
{{custom_sec.content}}
参考文献
[1] Beil D R, Wein L M. An inverse-optimization-based auction mechanism to support a multi-attribute RFQ process[J]. Management Science, 2003, 49(11): 1529-1545.
[2] McAfee R P, McMillan J. Auctions and bidding[J]. Journal of Economic Literature, 1987, 25(2): 699-738.
[3] Che Y K. Design competition through multidimensional auctions[J]. RAND Journal of Economics, 1993, 24(4): 668-680.
[4] Branco F. The design of multidimensional auctions[J]. RAND Journal of Economics, 1997, 28(1): 63-81.
[5] Chao H P, Wilson R. Multi-dimensional procurement auctions for power reserves: Robust incentive-compatible scoring and settlement results[J]. Journal of Regulatory Economics, 2002, 22(2): 161-183.
[6] De Smet Y. Multi-criteria auctions without full comparability of bids[J]. European Journal of Operational Research, 2007, 177(33): 1433-1452.
[7] Teich J E, Walleniusc H, Walleniusd J, et al. Emerging multiple issue e-auctions[J]. European Journal of Operational Research, 2004, 159(1): 1-16.
[8] Goyal M, Lu J, Zhang G. Decision making in multi-issue e-market suction using fuzzy techniques and negotiable attitudes[J]. Journal of Theoretical and Applied Electronic Commerce Research, 2008, 3(2): 97-110.
[9] 蔡洪斌, 刘彬. 设计多目标下的国有资产拍卖机制[J]. 财经, 2004, 14(1): 120.Cai Hongbin, Liu Bin. Designing a multi-object auction mechanism on state-owned assets[J]. Finance and Economics, 2004, 14(1): 120.
[10] Thiel S E. Multidimensional suctions[J]. Economics Letters, 1988, 28(1): 37-40.
[11] David E, Azoulay-Schwartzb R, Kraus S. Bidding in sealed-bid and English multi-attribute auctions[J]. Decision Support Systems, 2006, 42(2): 527-556.
[12] 孙亚辉, 冯玉强. 多属性密封拍卖模型及最优投标策略[J]. 系统工程理论与实践, 2010, 30(7): 1185-1189.Sun Yahui, Feng Yuqiang. Multi-attribute sealed-bid auction model and optimal bidding strategies[J]. Systems Engineering——Theory & Practice, 2010, 30(7): 1185-1189.
[13] 曾宪科, 冯玉强. 基于非对称投标人的反向多属性英式拍卖模型与最优投标策略[J]. 系统工程理论与实践, 2012, 32(4): 769-775.Zeng Xianke, Feng Yuqiang. Reverse multi-attribute English auction model and optimal bidding strategies based on asymmetric bidders[J]. Systems Engineering——Theory & Practice, 2012, 32(4): 769-775.
[14] Asker J, Cantillon E. Properties of scoring auctions[J]. RAND Journal of Economics, 2008, 39(1): 69-85.
[15] Bushnell J, Oren S. Bidder cost revelation in electric power auctions[J]. Journal of Regulatory Economics, 1994, 6(1): 5-26.
[16] Wilson R. The architecture of power markets[J]. Econometrica, 2002, 70(4): 1299-1341.
[17] Bellosta M J, Brigui I, Kornman S, Vanderpooten D. A multi-criteria model for electronic suctions[C]// Proceedings of the 2004 ACM Symposium on Applied Computing, 2004: 759-765.
[18] Liu S L, Lai K K. A DEA approach for winner determination for sealed-bid multi-attribute reverse auctions[R]. The 2nd International Workshop on Competitive Bidding and Auctions, Wuhan, China, 2004.
[19] 金涬, 石纯一. 一种暗标叫价的多属性拍卖方法[J]. 计算机学报, 2006, 29(1): 145-152.Jin Xing, Shi Chunyi. An ascending bid multi-attribute auction method[J]. Chinese Journal of Computers, 2006, 29(1): 145-152.
[20] Bichler M, Kalagnanam J. Bidding languages and winner determination in multi-attribute auctions[J]. European Journal of Operational Research, 2005, 160(2): 380-394.
[21] Sun J, Sadeh N M. Coordinating multi-attribute procurement auctions subject to finite capacity considerations[R]. CMU-ISRI-03-105, 2004.
[22] Burmeister B, Ihde T, Kittsteiner T, et al. A practical approach to multi-attribute auctions[C]// Proceedings of the 13th International Workshop on Database and Expert Systems Applications(DEXA'02) , 2002: 1529-4188.
[23] Reyes-Moro A, Rodriguez-Aguilar J A, Lopez-Sanchez M, et al. Embedding decision support in e-sourcing tools: Quotes, a case study[J]. Group Decision and Negotiation, 2003, 12(4): 347-355.
[24] 谢安石, 李一军. 基于模糊粗糙集的多属性网上拍卖决策[J]. 系统工程理论方法应用, 2005, 14(2): 182-184. Xie Anshi, Li Yijun. Multi-attribute decision making based on fuzzy rough set in e-auction[J]. Systems Engineering——Theory Methodology Applications, 2005, 14(2): 182-184.
[25] 胡斌, 刘仲英. 基于智能代理的多维拍卖模型的设计[J]. 计算机工程与应用, 2005, 41(1): 8-10.Hu Bin, Liu Zhongying. Designing of multidimensional auction based on intelligent agents[J]. Computer Engineering and Applications, 2005, 41(1): 8-10.
[26] 刘旭旺, 汪定伟. 博弈论视角的多属性逆向拍卖评标行为研究[J]. 运筹学学报, 2012, 16(4): 12-19.Liu Xuwang, Wang Dingwei. Study of bid evaluation behaviors for multi-attribute reverse auction based on game theory[J]. OR Transactions, 2012, 16(4): 12-19.
[27] 武钢. 层次交互式多属性电子拍卖中标人选择方法[J]. 管理科学, 2007, 20(3): 55-60.Wu Gang. Hierarchical interactive winner bidder selection approach in multi-attribute e-auction[J]. Journal of Management Science, 2007, 20(3): 55-60.
[28] 王明喜, 刘树林. 三类风险投标者共存下的一级价格拍卖[J]. 管理科学学报, 2010, 13(8): 15-21.Wang Mingxi, Liu Shulin. First-price auction with three types of risk bidders[J]. Journal of Management Sciences in China, 2010, 13(8): 15-21.
[29] Maskin E S, Riley J G. Asymmetric auctions[J]. Review of Economic Studies, 2000, 67(3): 413-438.
[30] Riley J, Samuelson W. Optimal auctions[J]. American Economic Review, 1981, 71(3): 381-392.
[31] Matthews S A. Comparing auctions for risk averse buyers: A buyer's point of view[J]. Econometrica, 1987, 55(3): 633-646.
[32] Waehrer K, Harstad R M, Rothkopf M H. Auction from preferences of risk-averse bid takers[J]. Rand Journal of Economics, 1998, 29(1): 179-192.
[33] Fibich G, Gavious A, Sela A. All-pay auctions with risk-averse players[J]. International Journal of Game Theory, 2006, 34(4): 583-599.
[34] Campo S, Guerre E, Perrigne I, et al. Semiparametric estimation of first-price auctions with risk-averse bidders[J]. View of Economic Studies, 2011, 78(1): 112-147.
{{custom_fnGroup.title_cn}}
脚注
{{custom_fn.content}}
基金
国家自然科学基金(71001097,71471039);对外经济贸易大学学术创新团队资助项目(CXTD4-01)
{{custom_fund}}