网上拍卖下的动态批量决策与采购拍卖研究

发布时间：2018-01-16 04:28

本文关键词：网上拍卖下的动态批量决策与采购拍卖研究　出处：《湘潭大学》2016年硕士论文　论文类型：学位论文

【摘要】：拍卖是一个经济博弈下的期望收益最大化问题。随着信息技术的发展,人们开始利用网络开展拍卖活动,为拍卖这种古老的活动带来了新的发展契机。网上拍卖具有成本低、贸易机制灵活等特点,这使其在商品零售中越来越受欢迎,另一方面采购拍卖在网上拍卖也占据了很大比重。为了在网上拍卖中获得最大利润,拍卖商如何建立相应的库存量和每场拍卖中的最优批量已经成为必须考虑的重要问题。因此,本文从同一价格拍卖机制出发,研究了含保留价格网上序贯拍卖下的动态批量决策以及网上销售拍卖与采购拍卖下的库存管理。当初始库存量充裕时,零售商往往会采取序贯拍卖,从而减小由于提供大批量产品给拍卖带来的负面市场影响。针对此种情形,第二章利用随机动态规划理论,建立库存控制的动态批量模型。该模型假定每次拍卖中参加投标者的顾客数量是随机的,顾客对物品的估值服从均匀分布,并且运用同质多物品维克瑞拍卖机制。当顾客到达服从泊松过程或常数情形时,证明单阶段收益函数满足一个二阶条件,得到最优存货销毁量策略是一个销毁到水平策略(a scrap-down-to level policy),最优批量策略是一个单位跳的阶梯策略(a monotone staircase with unit jumps policy)。当拍卖期初零售商观察到库存量无法满足阶段性的拍卖需求时,往往会利用采购拍卖来补充商品。针对此种情形,第三章研究零售商一方面利用网上拍卖销售产品,另一方面利用逆向拍卖进行采购补充库存。对于单阶段情形,证明网上拍卖下零售商的期望收益函数是采购量的严格递增的凹函数,从而得到零售商的最优采购策略和供应商的最优投标策略。对于多阶段情形,利用随机动态规划理论建立该问题的最优控制模型,得到零售商的最优采购策略和供应商的最优投标策略均与基本库存策略相类似。
[Abstract]:With the development of information technology, people begin to use the network to carry out auction activities. Online auction has the characteristics of low cost and flexible trade mechanism, which makes it more and more popular in commodity retail. On the other hand, the purchase auction also occupies a large proportion in the online auction. In order to get the most profit in the online auction. How the auctioneer establishes the corresponding inventory and the optimal batch in each auction has become an important issue to be considered. Therefore, this paper starts from the same price auction mechanism. This paper studies the dynamic batch decision and inventory management under online sequential auction with reserved price. When the initial inventory is sufficient retailers often take sequential auction. In order to reduce the negative market impact due to the supply of large quantities of products to the auction. In this case, the second chapter uses stochastic dynamic programming theory. A dynamic batch model for inventory control is established, which assumes that the number of customers participating in each auction is random, and the value of the goods is uniformly distributed. When the customer arrives from the Poisson process or constant case, it is proved that the single-stage income function satisfies a second-order condition. To obtain the optimal inventory destruction policy is a destroy to the level policy a scrap-down-to level policy. The optimal batch policy is a monotone staircase with unit jumps policy. When the retailer observed at the beginning of the auction period that the inventory could not meet the stage of auction demand. Procurement auctions are often used to supplement goods. In view of this situation, the third chapter studies retailers on the one hand, using online auction to sell products. On the other hand, reverse auction is used to replenish inventory. For single-stage cases, it is proved that the expected income function of retailers under online auction is a strictly increasing concave function of purchase volume. The optimal purchasing strategy of the retailer and the optimal bidding strategy of the supplier are obtained. For the multi-stage case, the optimal control model of the problem is established by using the stochastic dynamic programming theory. The optimal purchasing strategy of the retailer and the optimal bidding strategy of the supplier are similar to the basic inventory strategy.
【学位授予单位】：湘潭大学
【学位级别】：硕士
【学位授予年份】：2016
【分类号】：F713.359;F274

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