带预算约束的关键词拍卖问题研究

发布时间：2018-03-30 20:37

本文选题：拍卖　切入点：预算约束　出处：《对外经济贸易大学》2017年博士论文

【摘要】：拍卖也称为竞买,是一个拍卖群体决定价格与分配的过程。拍卖理论作为微观经济学的一个分支,已成功应用于很多领域。人们熟知的拍卖形式有苏富比和佳士得拍卖行进行的艺术品拍卖,以及土地管理部门出让土地使用权的拍卖等。由于互联网技术的快速发展,搜索引擎已成为人们获取信息的主要工具之一。因为它不受时间和地点的限制,人们可以通过互联网随时随地进行信息检索。而关键词广告作为搜索引擎主要收入来源,全世界每年的成交金额高达数百亿美元,远远高于传统拍卖交易市场。因此,很多学者已投身于关键词拍卖领域进行学术研究。回顾文献发现,早期学者的研究并没有考虑广告主的预算约束,但在实际情况中,广告主制定广告报价策略一定会考虑预算约束。此外,从商业角度来看,相比传统广告高额的广告费,很多中小企业更愿意选择投放价廉质优的关键词广告,但他们需要面对广告预算有限的问题。而大企业从经济效益角度考虑,为提高自身投资回报率,也会制定合理的预算策略。如果预算设置过高,容易造成资源浪费;而预算设置过低,投放的关键词广告在线时间短,影响推广效果。鉴于此,基于关键词拍卖的相关文献和已有成果,并结合关键词广告的实际发展状况,本文研究了带预算约束的广告主参与关键词拍卖的均衡报价策略以及搜索引擎的收益大小等问题。首先,基于纳什均衡条件分析了广告主报价向量在广义第二价格拍卖机制下达到带预算约束的纳什均衡问题。定义了带预算约束的纳什均衡,给出纳什均衡下广告主报价的上界和下界,分析了广告主提高报价无利可图应满足的充要条件,并使用数值实例验证了有关结论。此外,还通过数值实例的结果表明广告主降低报价后收益的不同变化情况。通过广告主的报价上界和预算给出广告主报价向量是带预算约束的纳什均衡应满足的充要条件。最后,从搜索引擎角度,考虑两位广告主竞争一个广告位达到带预算约束的纳什均衡时应满足的条件,以及达到均衡时搜索引擎的收益大小。结果显示,考虑预算约束的搜索引擎收益大于等于不考虑预算约束时的情况。其次,在VCG机制下对广告主报价向量达到带预算约束的全局无嫉妒纳什均衡的问题进行了研究。给出广告主在全局无嫉妒纳什均衡下支付的上下界,并提出带预算约束的全局无嫉妒纳什均衡的概念,分析广告主提高报价后收益的变化情况,给出无利可图的充要条件,并通过数值实例验证。还研究了广告主的报价上界不满足全局无嫉妒均衡的条件,证明了由报价上界构成的向量满足全局无嫉妒纳什均衡。通过这两个引理,最终得到广告主报价向量是带预算约束的全局无嫉妒均衡的充要条件。这个结果是对带预算约束的对称纳什均衡的扩展。最后,分析了在广告展示时间不固定的情况下,广告主报价能否达到带预算约束的纳什均衡的问题。在考虑预算约束的关键词拍卖中,广告主退出竞拍的条件为自身预算耗尽。这种情况下,广告主参与拍卖的时间,由自身预算和报价共同决定。当广告主预算是自身支付的整数倍时,提高报价后无利可图,而降低报价却是有利可图的,因此,在这种假设下广告主的报价向量无法达到带预算约束的纳什均衡。此外,针对预算对广告主收益的影响进行了讨论,建立一个简单模型,分别给出了参与竞拍的广告主的收益变化趋势情况。结果显示,当两人预算超过临界值时,广告主报价向量达到带预算约束的纳什均衡。
[Abstract]:The auction also known as bidding is a group decision process and distribution price auction. The auction theory as a branch of microeconomics, has been successfully applied in many fields. People familiar with the auction with Sotheby's and Christie's auction of the auction, and land management departments transferring land use rights due to auction. The rapid development of Internet technology, the search engine has become one of the main tools for people to obtain information. Because it is not restricted by time and place, people can retrieve information through the Internet. Key words whenever and wherever possible the search engine advertising as the main source of income, the turnover in the world each year tens of billions of dollars, far higher than the traditional the auction market. Therefore, many scholars have devoted to academic research on keyword auctions field. A review of the literature reveals that research of early scholars Without considering the budget constraint of advertisers, but in reality, advertisers develop advertising bidding strategies will consider budget constraints. In addition, from a commercial point of view, compared with the traditional advertising of high advertising costs, many small and medium enterprises are more willing to choose on the cheap keyword advertising, but they need to face Limited advertising budget the problem. While large enterprises from the economic point of view, to improve their return on investment, will formulate the budget strategy. If the budget is too high, easy to cause the waste of resources; and the budget is set too low, online keyword advertising time on the short effect of promotion. In view of this, the related literature and results of keyword auctions based on combining the actual situation of the development of keyword advertising, this paper investigated the budget constraints of the advertisers to participate in the auction bidding strategies and keyword search Returns the size of the engine. First of all, Nash equilibrium analysis of advertisers offer vector reach Nash equilibrium problems with budget constraints in the generalized second price auction mechanism. Based on the definition of Nash equilibrium with budget constraints, to offer advertisers the Nash equilibrium under the upper and lower bounds, analyzes the advertisers to improve quotation unprofitable the necessary and sufficient conditions should be satisfied, and the use of examples are given to verify the relevant conclusions. In addition, advertisers also showed different changes after the price reduce income through numerical examples results. Necessary and sufficient conditions for the Nash equilibrium through the advertising circles and offer advertisers bid vector is given the budget should meet with the budget constraint. Finally, from the perspective of search engine, considering two advertisers competing for a advertising to reach the Nash equilibrium with the budget constraint conditions, and the balanced search A search engine returns the size. The results show that considering the budget constraints of the search engine revenue is greater than or equal to not considering the budget constraint condition. Secondly, under the VCG mechanism to offer advertisers reach the global budget constraint vector with no jealousy of Nash equilibrium is studied. Give advertisers in the global non envy Nash equilibrium payment the upper and lower bounds, and put forward with the overall budget constraint without envy the definition of Nash equilibrium, analysis of advertisers improve price changes after the return, gives a sufficient and necessary condition of unprofitable, and through numerical examples. The research also offers the upper main advertisement does not meet the global envy free equilibrium conditions show that the vector composed of the upper bound of the offer to satisfy global jealousy of Nash equilibrium. Through these two lemmas, finally offer advertisers with the overall budget constraint vector is not sufficient conditions for equilibrium of jealousy This result is extended to pieces. With a budget constraint symmetric Nash equilibrium. Finally, analysis of the advertisement display time is not fixed, advertisers can reach the quotation with budget constrained Nash equilibrium problem. Considering the budget constraint of keyword auctions, advertisers out auction conditions for their budget depletion in this case, advertisers participate in the auction time, determined by its own budget and quotation. When advertisers pay their budget is integer times, improve the price and reduce the offer is unprofitable, profitable, therefore, this hypothesis in the quotation under the main vector advertising cannot reach the Nash equilibrium with budget constraints. In addition, the effect of advertising revenue budget is discussed, the establishment of a simple model, the change trend of advertising revenue to participate in the auction are given. The results show that when the When the two person's budget exceeds the critical value, the advertiser's quotation vector reaches the Nash equilibrium with the budget constraint.

【学位授予单位】：对外经济贸易大学
【学位级别】：博士
【学位授予年份】：2017
【分类号】：F224;F713.8;F713.359

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