| 基于先验信息的无标底投标报价策略研究 |
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| 引用本文： | 宋维佳,张巍. 基于先验信息的无标底投标报价策略研究[J]. 预测, 2007, 26(1): 33-37 |
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| 作者姓名： | 宋维佳 张巍 |
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| 作者单位： | 1. 东北财经大学,金广建设管理学院,辽宁,大连,116025
2. 东北财经大学,数量经济系,辽宁,大连,116025 |
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| 摘 要： | 将次序统计量与拍卖理论相结合,考虑投标商在无标底投标形式下的最优报价策略问题,通过估计投标商报价的分布,可以通过蒙特卡罗模拟方式得到每一报价下投标商中标的概率,最终可依据最高中标概率和最高期望利润来计算最优报价。
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| 关 键 词： | 无标底投标 次序统计量 蒙特卡罗模拟 |
| 文章编号： | 1003-5192（2007）01-0033-05 |
| 收稿时间： | 2006-03-16 |
| 修稿时间： | 2006-03-16 |
Optimal Bidding Strategy Based on Apriori Information under Non-base Auction |
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| SONG Wei-jia,ZHANG Wei. Optimal Bidding Strategy Based on Apriori Information under Non-base Auction[J]. Forecasting, 2007, 26(1): 33-37 |
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| Authors: | SONG Wei-jia ZHANG Wei |
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| Affiliation: | 1. Jinguang School of Construction Management, Dongbei University of Finance and Economics, Dalian 116025, Chian ; 2. Department of Quantitative Economics, Dongbei University of Finance and Economics, Dalian 116025, China |
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| Abstract: | With combination of order statistics and bidding theory,we consider optimal bidding strategy under non-base auction.Through estimating the distribution of tenderer's quote,we can calculate its winning probability using Monte Carlo simulation,and ultimately determine best quote by highest winning probability or expected profit. |
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| Keywords: | non-base auction order statistics Monte Carlo simulation |
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