全支付拍卖模型的信息结构及其对均衡的影响分析——纪念李国平院士吴新谋教授诞辰100周年

数学物理学报 ›› 2010, Vol. 30 ›› Issue (5): 1276-1282.

全支付拍卖模型的信息结构及其对均衡的影响分析——纪念李国平院士吴新谋教授诞辰100周年

王先甲^{1, 2}|陈文磊¹

1.武汉大学经济与管理学院武汉 430072; |2.武汉科技大学理学院武汉 430081

收稿日期:2010-08-01 修回日期:2010-09-20 出版日期:2010-10-25 发布日期:2010-10-25
基金资助:
国家自然科学基金(71071119)和中国博士后基金(20100471129)资助

Information Architecture and Its Impact on the Equilibrium for |All Pay Auction Model

WANG Xian-Jia^{1, 2}, CHEN Wen-Lei¹

1.Economics and Management School of Wuhan University, Wuhan 430072|

2.College of Sciences, Wuhan University of Science and Technology, Wuhan 430081

Received:2010-08-01 Revised:2010-09-20 Online:2010-10-25 Published:2010-10-25
Supported by:
国家自然科学基金(71071119)和中国博士后基金(20100471129)资助

摘要/Abstract

摘要：

研究全支付拍卖模型中参与人的参与结构以及均衡问题.首先给出了非对称信息下参与人的参与选择问题,分析了异质参与人的参与选择. 尔后给出了参与人参与均衡策略,给出当参与人估价分布函数在对称和非对称情形时, 竞赛中的对称均衡策略.最后给出了当均衡存在时, 竞争对手对均衡分布函数的估计.

关键词: 拍卖, 均衡策略, 信息非对称

Abstract:

All pay auction are situations in which players spend bids in order to win the contest. This paper characterize the all pay auction architecture and the equilibrium for the auction. First we give each player's expenditure distributed function when facing different player. Player use cutoff strategies to decide whether they will participate in the all pay auction. Then we give the equilibrium when player are homogeneous or heterogeneous. Finally, when the equilibrium exists, from the point of competitor, we give the the equilibrium distribution estimates.

Key words: Auction, Strategy equilibria, Asymmetric information

中图分类号:

90D22

王先甲, 陈文磊. 全支付拍卖模型的信息结构及其对均衡的影响分析——纪念李国平院士吴新谋教授诞辰100周年[J]. 数学物理学报, 2010, 30(5): 1276-1282.

WANG Xian-Jia, CHEN Wen-Lei. Information Architecture and Its Impact on the Equilibrium for |All Pay Auction Model[J]. Acta mathematica scientia,Series A, 2010, 30(5): 1276-1282.