基于行为博弈论的连续组合拍卖策略及优化方法研究

项目名称： 基于行为博弈论的连续组合拍卖策略及优化方法研究

项目编号： No.61472095

项目类型： 面上项目

立项/批准年度： 2015

项目学科： 其他

项目作者： 董红斌

作者单位： 哈尔滨工程大学

项目金额： 82万元

中文摘要： 组合拍卖是解决组合资源分配的有效方法，连续组合拍卖是具有连续进行多次交易过程的组合拍卖问题，具有随时间演化的动态特性，参与者在重复博弈过程中都在不断调整自己的博弈策略。为了通过有效的手段控制拍卖的社会效益最大化，本项目以设计最优拍卖机制，预测对手的拍卖策略和选择最优的拍卖策略为分析问题的基础，以演化博弈论和行为博弈论为主要理论工具，解决连续组合拍卖中存在的信息不完全、不对称、成功率低、效率低等问题，具体内容包括：(1)设计一种基于竞标行为建模的最优拍卖机制；(2)以竞拍者预期收益最大化为前提，研究基于在线消费特征建模的点击率预测方法；(3)建立基于动态贝叶斯学习的竞拍策略预测模型；(4)采用协同演化的思想，设计连续组合拍卖的竞胜标确定算法；(5)设计能有效解决竞拍模型中的多目标问题的优化算法。本项目为解决电子商务中连续交易的资源分配问题提供科学的理论研究基础和高效求解方法。

中文关键词： 连续组合拍卖；最优拍卖机制；策略预测；策略优化；行为博弈

英文摘要： Combinatorial auction is one of the effective methods to solve the combination of resource allocation,continuous combinatorial auction is a dynamic combinatorial auction problem with continuous trading for many times,participants in the process of repeated game are constantly adjust their strategy.In order to control social utility maximization of the auction through effective means,aiming at solving some problems,such as incomplete information, asymmetrical information, low success rate and inefficiency in continuous combinatorial auction,this project take the design for optimal auction mechanism,prediction for the opponent's strategy and the selection for the optimal strategy as the basis of analyzing the problem, evolutionary Bayesian game and behavior game theory are employed as the main theoretical foundation,the following research issues will be investigated in the project: (1) to design the multi-agent continuous combination auction with optimal auction mechanism based on modeling bidding behaviours;(2) to design a click-through rate prediction model based on modeling consumption features for continuous combinatorial auction under the premise of maximizing the expected benefit of resource bidders; (3) to propose bidding prediction models based on dynamic bayesian learning; (4) to propose a combination auction winner determination algorithm using the idea of co-evolution; (5) to design an efficient multi-objective optimization algorithm. The project will provide a theoretical foundation and also efficient solving methods for solving the problems in continuous transactions resource allocation.

英文关键词： Continuous Combinatorial Auction;Optimal Auction Mechanism;Strategy prediction;Strategy Optimization;Behavioral Game