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1、競(jìng)爭(zhēng)雙邊拍賣定價(jià)策略的博弈論分析????????????????//.paper,edu.cn競(jìng)爭(zhēng)雙邊拍賣定價(jià)策略的博弈論分析石兵？？，黃亞龍？?，王瑾雯？？??武漢理工大學(xué)計(jì)算機(jī)科學(xué)與技術(shù)學(xué)院，武漢，430070摘要：本論文使用博弈論對(duì)競(jìng)爭(zhēng)雙邊拍賣市場(chǎng)機(jī)制中的定價(jià)策略進(jìn)行分析，在此設(shè)定下，交易智能體可以任意選擇市場(chǎng)，其市場(chǎng)選擇和報(bào)價(jià)策略與市場(chǎng)的定價(jià)策略互相影響，因此木論文使用一種基于fictitiousplay的聯(lián)合學(xué)習(xí)算法來分析此問題。本論文分析了雙競(jìng)爭(zhēng)拍賣市場(chǎng)如何在差異定價(jià)和均衡定價(jià)策略下選擇合適的定價(jià)策略并設(shè)置合適的ko通過數(shù)值實(shí)驗(yàn)發(fā)現(xiàn)，當(dāng)雙市場(chǎng)均使用同
2、種定價(jià)策略時(shí)，他們可以共存，但當(dāng)使用不同種的定價(jià)策略時(shí),差異定價(jià)獲勝，并吸引所有的交易智能體，此時(shí)雙市場(chǎng)不能共存。關(guān)鍵詞：人工智能，多智能體系統(tǒng)，定價(jià)策略，交易策略，納什均衡中圖分類號(hào)：TP18AGame-TheoreticAnalysisofPricingStrategiesinCompetingDoubleAuctionsSHIBing??,HUANGYalong??,WANGJinwen????SchoolofComputerScieneeandTechnology,WuhanUniversityofTechnology,Wuhan,430070Abstm
3、et:Inthispaper,weusegametheorytoanalysethepricingpoliciesofcompetingdoubleauctionmarketplaces,wheretraderscanchoosetoparticipateinanyofthemarkets.Themarketselectionandbiddingstrategiesoftradersareaffectedbythepricingpoliciesandviceversa,andsoweproposeaco-learningalgorithmbasedonficti
4、tiousplaytoanab^sethisproblem.Inmoredetail,weinvestigateasettingwithtwocompetingmarketplaceswhocanadoptoneoftwotypesofpricingpolicies:equilibriumkpricingpolicyanddiscriminatorykpricingpolicy,wherekisaparameterwhichdeterminesthetransactionprice.Wefindthat,whenbothmarketplacesusethesam
5、etypeofpricingpolicy,theycanco-existinequilibrium,andtheyhaveanextremebiastoonesidethemarket(buyersorsellers)whensettingk.Whenbothmarkctplacesadoptdifferenttypesofpolicies,wcfindthatal1traderstendtoconvergetothediscriminatorykpricingpolicyandsothetwocompetingmarketplacescannolongerco
6、-exist.Keywords:ArtificialIntelligence,Multi-AgentSystems,PrcingStrategy,TradingStrategy,NashEquilibriumFoundations:NationalNaturalScienceFoundationofChina(No.61402344),SpecializedResearchFundfortheDoctoralProgramofHigherEducationofChina(No.20120092120033)AuthorIntroduction:Correspon
7、denceauthor:ShiBing(1982-),male,associateprofessor,majorresearchdirection:multi-agentsystems,lluangYalong(1992-),male,masterstudent,majorresearchdirection:multi-agentsystems.WangJinwcng(1995-),female,masterstudent,majorresearchdirection:multi-agentsystems.-1-????????????????//.paper,
8、edu.cn0Intro
