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

doi:10.12005/orms.2015.0109

Operations Research and Management Science ›› 2015, Vol. 24 ›› Issue (3): 258-265.DOI: 10.12005/orms.2015.0109

• Management Science • Previous Articles Next Articles

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

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

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)

Abstract

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

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

CLC Number:

F713.359

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.

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.

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

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

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