本文選題：拍賣　切入點：預(yù)算約束　出處：《對外經(jīng)濟貿(mào)易大學(xué)》2017年博士論文

【摘要】：拍賣也稱為競買,是一個拍賣群體決定價格與分配的過程。拍賣理論作為微觀經(jīng)濟學(xué)的一個分支,已成功應(yīng)用于很多領(lǐng)域。人們熟知的拍賣形式有蘇富比和佳士得拍賣行進行的藝術(shù)品拍賣,以及土地管理部門出讓土地使用權(quán)的拍賣等。由于互聯(lián)網(wǎng)技術(shù)的快速發(fā)展,搜索引擎已成為人們獲取信息的主要工具之一。因為它不受時間和地點的限制,人們可以通過互聯(lián)網(wǎng)隨時隨地進行信息檢索。而關(guān)鍵詞廣告作為搜索引擎主要收入來源,全世界每年的成交金額高達數(shù)百億美元,遠遠高于傳統(tǒng)拍賣交易市場。因此,很多學(xué)者已投身于關(guān)鍵詞拍賣領(lǐng)域進行學(xué)術(shù)研究�；仡櫸墨I發(fā)現(xiàn),早期學(xué)者的研究并沒有考慮廣告主的預(yù)算約束,但在實際情況中,廣告主制定廣告報價策略一定會考慮預(yù)算約束。此外,從商業(yè)角度來看,相比傳統(tǒng)廣告高額的廣告費,很多中小企業(yè)更愿意選擇投放價廉質(zhì)優(yōu)的關(guān)鍵詞廣告,但他們需要面對廣告預(yù)算有限的問題。而大企業(yè)從經(jīng)濟效益角度考慮,為提高自身投資回報率,也會制定合理的預(yù)算策略。如果預(yù)算設(shè)置過高,容易造成資源浪費;而預(yù)算設(shè)置過低,投放的關(guān)鍵詞廣告在線時間短,影響推廣效果。鑒于此,基于關(guān)鍵詞拍賣的相關(guān)文獻和已有成果,并結(jié)合關(guān)鍵詞廣告的實際發(fā)展?fàn)顩r,本文研究了帶預(yù)算約束的廣告主參與關(guān)鍵詞拍賣的均衡報價策略以及搜索引擎的收益大小等問題。首先,基于納什均衡條件分析了廣告主報價向量在廣義第二價格拍賣機制下達到帶預(yù)算約束的納什均衡問題。定義了帶預(yù)算約束的納什均衡,給出納什均衡下廣告主報價的上界和下界,分析了廣告主提高報價無利可圖應(yīng)滿足的充要條件,并使用數(shù)值實例驗證了有關(guān)結(jié)論。此外,還通過數(shù)值實例的結(jié)果表明廣告主降低報價后收益的不同變化情況。通過廣告主的報價上界和預(yù)算給出廣告主報價向量是帶預(yù)算約束的納什均衡應(yīng)滿足的充要條件。最后,從搜索引擎角度,考慮兩位廣告主競爭一個廣告位達到帶預(yù)算約束的納什均衡時應(yīng)滿足的條件,以及達到均衡時搜索引擎的收益大小。結(jié)果顯示,考慮預(yù)算約束的搜索引擎收益大于等于不考慮預(yù)算約束時的情況。其次,在VCG機制下對廣告主報價向量達到帶預(yù)算約束的全局無嫉妒納什均衡的問題進行了研究。給出廣告主在全局無嫉妒納什均衡下支付的上下界,并提出帶預(yù)算約束的全局無嫉妒納什均衡的概念,分析廣告主提高報價后收益的變化情況,給出無利可圖的充要條件,并通過數(shù)值實例驗證。還研究了廣告主的報價上界不滿足全局無嫉妒均衡的條件,證明了由報價上界構(gòu)成的向量滿足全局無嫉妒納什均衡。通過這兩個引理,最終得到廣告主報價向量是帶預(yù)算約束的全局無嫉妒均衡的充要條件。這個結(jié)果是對帶預(yù)算約束的對稱納什均衡的擴展。最后,分析了在廣告展示時間不固定的情況下,廣告主報價能否達到帶預(yù)算約束的納什均衡的問題。在考慮預(yù)算約束的關(guān)鍵詞拍賣中,廣告主退出競拍的條件為自身預(yù)算耗盡。這種情況下,廣告主參與拍賣的時間,由自身預(yù)算和報價共同決定。當(dāng)廣告主預(yù)算是自身支付的整數(shù)倍時,提高報價后無利可圖,而降低報價卻是有利可圖的,因此,在這種假設(shè)下廣告主的報價向量無法達到帶預(yù)算約束的納什均衡。此外,針對預(yù)算對廣告主收益的影響進行了討論,建立一個簡單模型,分別給出了參與競拍的廣告主的收益變化趨勢情況。結(jié)果顯示,當(dāng)兩人預(yù)算超過臨界值時,廣告主報價向量達到帶預(yù)算約束的納什均衡。
[Abstract]:The auction also known as bidding is a group decision process and distribution price auction. The auction theory as a branch of microeconomics, has been successfully applied in many fields. People familiar with the auction with Sotheby's and Christie's auction of the auction, and land management departments transferring land use rights due to auction. The rapid development of Internet technology, the search engine has become one of the main tools for people to obtain information. Because it is not restricted by time and place, people can retrieve information through the Internet. Key words whenever and wherever possible the search engine advertising as the main source of income, the turnover in the world each year tens of billions of dollars, far higher than the traditional the auction market. Therefore, many scholars have devoted to academic research on keyword auctions field. A review of the literature reveals that research of early scholars Without considering the budget constraint of advertisers, but in reality, advertisers develop advertising bidding strategies will consider budget constraints. In addition, from a commercial point of view, compared with the traditional advertising of high advertising costs, many small and medium enterprises are more willing to choose on the cheap keyword advertising, but they need to face Limited advertising budget the problem. While large enterprises from the economic point of view, to improve their return on investment, will formulate the budget strategy. If the budget is too high, easy to cause the waste of resources; and the budget is set too low, online keyword advertising time on the short effect of promotion. In view of this, the related literature and results of keyword auctions based on combining the actual situation of the development of keyword advertising, this paper investigated the budget constraints of the advertisers to participate in the auction bidding strategies and keyword search Returns the size of the engine. First of all, Nash equilibrium analysis of advertisers offer vector reach Nash equilibrium problems with budget constraints in the generalized second price auction mechanism. Based on the definition of Nash equilibrium with budget constraints, to offer advertisers the Nash equilibrium under the upper and lower bounds, analyzes the advertisers to improve quotation unprofitable the necessary and sufficient conditions should be satisfied, and the use of examples are given to verify the relevant conclusions. In addition, advertisers also showed different changes after the price reduce income through numerical examples results. Necessary and sufficient conditions for the Nash equilibrium through the advertising circles and offer advertisers bid vector is given the budget should meet with the budget constraint. Finally, from the perspective of search engine, considering two advertisers competing for a advertising to reach the Nash equilibrium with the budget constraint conditions, and the balanced search A search engine returns the size. The results show that considering the budget constraints of the search engine revenue is greater than or equal to not considering the budget constraint condition. Secondly, under the VCG mechanism to offer advertisers reach the global budget constraint vector with no jealousy of Nash equilibrium is studied. Give advertisers in the global non envy Nash equilibrium payment the upper and lower bounds, and put forward with the overall budget constraint without envy the definition of Nash equilibrium, analysis of advertisers improve price changes after the return, gives a sufficient and necessary condition of unprofitable, and through numerical examples. The research also offers the upper main advertisement does not meet the global envy free equilibrium conditions show that the vector composed of the upper bound of the offer to satisfy global jealousy of Nash equilibrium. Through these two lemmas, finally offer advertisers with the overall budget constraint vector is not sufficient conditions for equilibrium of jealousy This result is extended to pieces. With a budget constraint symmetric Nash equilibrium. Finally, analysis of the advertisement display time is not fixed, advertisers can reach the quotation with budget constrained Nash equilibrium problem. Considering the budget constraint of keyword auctions, advertisers out auction conditions for their budget depletion in this case, advertisers participate in the auction time, determined by its own budget and quotation. When advertisers pay their budget is integer times, improve the price and reduce the offer is unprofitable, profitable, therefore, this hypothesis in the quotation under the main vector advertising cannot reach the Nash equilibrium with budget constraints. In addition, the effect of advertising revenue budget is discussed, the establishment of a simple model, the change trend of advertising revenue to participate in the auction are given. The results show that when the When the two person's budget exceeds the critical value, the advertiser's quotation vector reaches the Nash equilibrium with the budget constraint.

【學(xué)位授予單位】：對外經(jīng)濟貿(mào)易大學(xué)
【學(xué)位級別】：博士
【學(xué)位授予年份】：2017
【分類號】：F224;F713.8;F713.359

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