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连续双向多品种商品拍卖中单个卖方的集成控制策略
引用本文:王良,杨乃定. 连续双向多品种商品拍卖中单个卖方的集成控制策略[J]. 系统工程, 2005, 23(8): 104-109
作者姓名:王良  杨乃定
作者单位:西北工业大学,管理学院,陕西,西安,710072
基金项目:国家社会科学基金资助项目(03CJY004);航空科学基金资助项目(03J53074)
摘    要:针对一种连续双向拍卖状况进行了数学描述.建立了Hamilton—Jacobi方程;在假设商品可行拍卖价格可预测的基础上,提出运用最大递增凹向包络原理确定单个卖方的最优拍卖价格集合;定义了单个卖方的最小接受价格并对其性质进行了分析.据此给出了商品最优拍卖价格转换时机阈值的定义及求解方法,单个卖方可利用该阈值实现最优拍卖价格时机转换及商品存量的集成控制策略。

关 键 词:连续双向拍卖 阚值 凹向包络原理
文章编号:1001-4098(2005)08-0104-06
收稿时间:2005-04-23
修稿时间:2005-04-232005-05-22

Single Bargainer''''s Integrated Control Strategy with Muti-kinds Commodity under Continuous Double Auction Mechanism
WANG Liang,YANG Nai-ding. Single Bargainer''''s Integrated Control Strategy with Muti-kinds Commodity under Continuous Double Auction Mechanism[J]. Systems Engineering, 2005, 23(8): 104-109
Authors:WANG Liang  YANG Nai-ding
Abstract:In this paper,a mathematical model is given for a special condition of continuous double auction.With assumption of commodities' possible auction price could be forecasted;maximum increasing concave envelope is offered for the set of commodities' optimal auction price.On the basis of defining minimum acceptance auction price and analyzing its' character,a definition and arithmetic are given for switch threshold of optimal auction price.With this,single bargainer can implement its' integrated control strategy of pricing and inventory.
Keywords:Continuous Double Auction   Threshold   Concave Envelope
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