密封第一价格拍卖中的竞拍者串谋分析——基于“强”卡特尔的第一价格预拍

doi:10.12005/orms.2015.0109

运筹与管理 ›› 2015, Vol. 24 ›› Issue (3): 258-265.DOI: 10.12005/orms.2015.0109

密封第一价格拍卖中的竞拍者串谋分析——基于“强”卡特尔的第一价格预拍

林菡密^1,2, 孙绍荣¹

1.上海理工大学管理学院,上海 200093;
2.杭州师范大学钱江学院,浙江杭州 310036

收稿日期:2013-12-13 出版日期:2015-06-12
作者简介:林菡密(1981-),女,浙江奉化人,博士生;孙绍荣(1954-),男,教授,博士生导师,中国系统工程学会教育系统工程专业委员会副主任兼秘书长,研究方向:制度的工程化设计方法。
基金资助:
国家自然科学基金资助项目(70871080,71171134);上海市教委科研创新重点项目(11ZS138);上海市哲学社会科学规划课题(2011BGL006);上海市一流学科建设项目(S1201YLXK);杭州市哲学社会科学规划课题(D14GL01)

Analysis of Bidder Collusion in First-Price Sealed-Bid Auction ——based on “Strong” Cartel Mechanism of First-Price Pre-auction Knockout

LIN Han-mi^1,2, SUN Shao-rong¹

1.Business college, university of shanghai for science and technology, Shanghai 200093, China;
2.Qianjiang college, Hangzhou normal university, Hangzhou 310036, China

Received:2013-12-13 Online:2015-06-12

摘要/Abstract

摘要： 已有密封一价拍卖竞拍者串谋均衡研究中存在不符合现实的诸多约束,鉴于此,在串谋只包含部分竞拍者、串谋成员与非串谋尔成员间形成独立、非对称以及连续的价值分布并同时存在竞价策略互动的假设下,建立串谋方和非串谋方互动的竞价优化模型以及拍卖方的保留价格优化模型,得到串谋方和非串谋方的最优竞拍出价以及竞拍方的最优保留价格。结果表明串谋方和非串谋方的出价策略不仅与自身的估价、竞标人数、串谋人数相关,也与对方的估价存在关联性;拍卖方的最优保留价格设定与非串谋方和串谋方的价值分布存在关联。

关键词: 第一价格预拍, “强”卡特尔, 竞拍者串谋, 非对称性, 保留价格

Abstract: The existing researches of bidder collusion in first-price sealed-bid auction have many constraints that do not conform to the reality. In view of this, by the assumption that cartels include only a partial of the bidders, collusive and non-collusive members whose value are independent,continuous and asymmetric will respond strategically to each other on bidding, this paper gets the optimal bidding price of collusive members and non-collusive members and the optimal reserve price of the auctioneer. As a result, bidding strategy of collusive and non-collusive members is not only decided by their own valuations, the numbers of bidders, the number of collusive members, but also the valuations of the other side. Optimal reserve price is related to valuation distribution of collusive and non-collusive members.

Key words: first-price pre-auction knockout, “strong cartel”, bidder collusion, asymmetric distribution, reserve price

中图分类号:

F713.359

林菡密, 孙绍荣. 密封第一价格拍卖中的竞拍者串谋分析——基于“强”卡特尔的第一价格预拍[J]. 运筹与管理, 2015, 24(3): 258-265.

LIN Han-mi, SUN Shao-rong. Analysis of Bidder Collusion in First-Price Sealed-Bid Auction ——based on “Strong” Cartel Mechanism of First-Price Pre-auction Knockout[J]. Operations Research and Management Science, 2015, 24(3): 258-265.

参考文献

[1] 祁宁,汪定伟.允许不完全拍卖的多轮逆向组合拍卖机制[J].管理科学学报,2013,16(3):61-67.
[2] 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.
[3] 黄河,徐鸿雁,陈剑.基于拍卖-谈判的多因素多物品采购机制设计[J].系统工程学报,2009,24(3):315-321.
[4] Graham D A, Marshall R C. Collusive bidder behavior at single-object second-price and english auctions[J]. The Journal of Political Economy, 1987, 95(6): 1217-1239.
[5] Graham D A, Marshall R C, Richard J F. Differential payments within a bidder coalition and the shapley value[J]. The American Economic Review, 1990, 80(3): 493-510.
[6] Mailath G J, Zemsky P. Collusion in second price auctions with heterogeneous bidders[J]. Games and Economic Behavior, 1991, 3(4): 467-486.
[7] Chen C L, Tauman Y. Collusion in one-shot second-price auctions[J]. Economic Theory, 2006, 28(1): 145-172.
[8] 王宏,陈宏民,等.基于第二价格预拍的竞争者合谋均衡分析[J].中国管理科学,2010,18(3):132-140
[9] Cassady R. Auctions and auctioneering[M]. University of California Pr, 1967.
[10] Robinson M S. Collusion and the choice of auction[J]. The RAND Journal of Economics, 1985,16(1): 141-145.
[11] Milgrom P. Auctions and bidding: a primer[J]. The Journal of Economic Perspectives, 1989, 3(3): 3-22.
[12] Marshall R C, Marx L M. The vulnerability of auctions to bidder collusion[J]. The Quarterly Journal of Economics, 2009, 124(2): 883-910.
[13] Porter R H, Zona J D. Detection of bid rigging in procurement auctions[J]. Journal of Political Economy, 1993: 518-538.
[14] Porter R H, Zona J D. Ohio school milk markets: an analysis of bidding[R]. National Bureau of Economic Research, 1997.
[15] Bajari P, Ye L. Deciding between competition and collusion[J]. Review of Economics and Statistics, 2003, 85(4): 971-989.
[16] Aryal G, Gabrielli M F. Testing for collusion in asymmetric first-price auctions[J]. International Journal of Industrial Organization, 2013, 31(1): 26-35
[17] Marshall, Robert C, Leslie Marx M. The economics of collusion: cartels and bidding rings[M]. Mit Press, 2012.
[18] Marshall R C, Marx L M, Meurer M J. The economics of bidder collusion[M]. Game Theory and Business Applications. Springer US, 2014: 367-397
[19] Lopomo G, Marx L M, Sun P. Bidder collusion at first-price auctions[J]. Review of Economic Design, 2011, 15(3): 177-211.
[20] McAfee R P, McMillan J. Bidding rings[J]. The American Economic Review, 1992, 82(3): 579-599.
[21] Marshall R C, Marx L M. Bidder collusion[J]. Journal of Economic Theory, 2007, 133(1): 374-402.
[22] 敬辉蓉,李传昭.拍卖中卡特尔的两种合谋机制研究[J].管理工程学报,2008,3(3):130-133
[21] Maskin E, Riley J. Asymmetric auctions[J]. The Review of Economic Studies, 2000, 67(3): 413-438.

密封第一价格拍卖中的竞拍者串谋分析——基于“强”卡特尔的第一价格预拍

Analysis of Bidder Collusion in First-Price Sealed-Bid Auction ——based on “Strong” Cartel Mechanism of First-Price Pre-auction Knockout

PDF

可视化

摘要/Abstract

引用本文

使用本文

参考文献

相关文章 5

编辑推荐

Metrics

[1]	任仙玲, 孙文岳. 中国股指期现货市场间的非对称风险溢出效应——基于分位数Granger因果检验[J]. 运筹与管理, 2021, 30(8): 190-197.
[2]	姚海祥, 洪雅芳, 马庆华, 黄予昕. 夜盘交易对我国农产品期货市场影响的实证研究[J]. 运筹与管理, 2021, 30(2): 130-138.
[3]	刘静一, 李彤, 简志宏. 中国股票市场行业间波动溢出非对称效应研究——基于“好的波动”和“坏的波动”分析[J]. 运筹与管理, 2020, 29(9): 196-203.
[4]	姜金贵, 张琦, 沈丹薇, 宋艳. 社会化媒体环境下不可辩解型产品伤害危机演化博弈研究[J]. 运筹与管理, 2019, 28(7): 17-25.
[5]	林菡密, 孙绍荣. 重复采购竞拍中两种卡特尔串谋机制稳定性的边界条件研究[J]. 运筹与管理, 2017, 26(12): 104-111.