本文關(guān)鍵詞：網(wǎng)上拍賣下的動(dòng)態(tài)批量決策與采購拍賣研究　出處：《湘潭大學(xué)》2016年碩士論文　論文類型：學(xué)位論文

  更多相關(guān)文章： 網(wǎng)上拍賣 保留價(jià)格 批量決策 采購拍賣 隨機(jī)動(dòng)態(tài)規(guī)劃

【摘要】：拍賣是一個(gè)經(jīng)濟(jì)博弈下的期望收益最大化問題。隨著信息技術(shù)的發(fā)展,人們開始利用網(wǎng)絡(luò)開展拍賣活動(dòng),為拍賣這種古老的活動(dòng)帶來了新的發(fā)展契機(jī)。網(wǎng)上拍賣具有成本低、貿(mào)易機(jī)制靈活等特點(diǎn),這使其在商品零售中越來越受歡迎,另一方面采購拍賣在網(wǎng)上拍賣也占據(jù)了很大比重。為了在網(wǎng)上拍賣中獲得最大利潤,拍賣商如何建立相應(yīng)的庫存量和每場(chǎng)拍賣中的最優(yōu)批量已經(jīng)成為必須考慮的重要問題。因此,本文從同一價(jià)格拍賣機(jī)制出發(fā),研究了含保留價(jià)格網(wǎng)上序貫拍賣下的動(dòng)態(tài)批量決策以及網(wǎng)上銷售拍賣與采購拍賣下的庫存管理。當(dāng)初始庫存量充裕時(shí),零售商往往會(huì)采取序貫拍賣,從而減小由于提供大批量產(chǎn)品給拍賣帶來的負(fù)面市場(chǎng)影響。針對(duì)此種情形,第二章利用隨機(jī)動(dòng)態(tài)規(guī)劃理論,建立庫存控制的動(dòng)態(tài)批量模型。該模型假定每次拍賣中參加投標(biāo)者的顧客數(shù)量是隨機(jī)的,顧客對(duì)物品的估值服從均勻分布,并且運(yùn)用同質(zhì)多物品維克瑞拍賣機(jī)制。當(dāng)顧客到達(dá)服從泊松過程或常數(shù)情形時(shí),證明單階段收益函數(shù)滿足一個(gè)二階條件,得到最優(yōu)存貨銷毀量策略是一個(gè)銷毀到水平策略(a scrap-down-to level policy),最優(yōu)批量策略是一個(gè)單位跳的階梯策略(a monotone staircase with unit jumps policy)。當(dāng)拍賣期初零售商觀察到庫存量無法滿足階段性的拍賣需求時(shí),往往會(huì)利用采購拍賣來補(bǔ)充商品。針對(duì)此種情形,第三章研究零售商一方面利用網(wǎng)上拍賣銷售產(chǎn)品,另一方面利用逆向拍賣進(jìn)行采購補(bǔ)充庫存。對(duì)于單階段情形,證明網(wǎng)上拍賣下零售商的期望收益函數(shù)是采購量的嚴(yán)格遞增的凹函數(shù),從而得到零售商的最優(yōu)采購策略和供應(yīng)商的最優(yōu)投標(biāo)策略。對(duì)于多階段情形,利用隨機(jī)動(dòng)態(tài)規(guī)劃理論建立該問題的最優(yōu)控制模型,得到零售商的最優(yōu)采購策略和供應(yīng)商的最優(yōu)投標(biāo)策略均與基本庫存策略相類似。
[Abstract]:With the development of information technology, people begin to use the network to carry out auction activities. Online auction has the characteristics of low cost and flexible trade mechanism, which makes it more and more popular in commodity retail. On the other hand, the purchase auction also occupies a large proportion in the online auction. In order to get the most profit in the online auction. How the auctioneer establishes the corresponding inventory and the optimal batch in each auction has become an important issue to be considered. Therefore, this paper starts from the same price auction mechanism. This paper studies the dynamic batch decision and inventory management under online sequential auction with reserved price. When the initial inventory is sufficient retailers often take sequential auction. In order to reduce the negative market impact due to the supply of large quantities of products to the auction. In this case, the second chapter uses stochastic dynamic programming theory. A dynamic batch model for inventory control is established, which assumes that the number of customers participating in each auction is random, and the value of the goods is uniformly distributed. When the customer arrives from the Poisson process or constant case, it is proved that the single-stage income function satisfies a second-order condition. To obtain the optimal inventory destruction policy is a destroy to the level policy a scrap-down-to level policy. The optimal batch policy is a monotone staircase with unit jumps policy. When the retailer observed at the beginning of the auction period that the inventory could not meet the stage of auction demand. Procurement auctions are often used to supplement goods. In view of this situation, the third chapter studies retailers on the one hand, using online auction to sell products. On the other hand, reverse auction is used to replenish inventory. For single-stage cases, it is proved that the expected income function of retailers under online auction is a strictly increasing concave function of purchase volume. The optimal purchasing strategy of the retailer and the optimal bidding strategy of the supplier are obtained. For the multi-stage case, the optimal control model of the problem is established by using the stochastic dynamic programming theory. The optimal purchasing strategy of the retailer and the optimal bidding strategy of the supplier are similar to the basic inventory strategy.
【學(xué)位授予單位】：湘潭大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2016
【分類號(hào)】：F713.359;F274

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