• 제목/요약/키워드: auction mechanism

검색결과 51건 처리시간 0.022초

비선형 효용함수 기반의 다중경매 모형 : 시장 최적화를 위한 유전자 알고리즘 접근법 (A Double Auction Model based on Nonlinear Utility Functions : Genetic Algorithms Approach for Market Optimization)

  • 최진호;안현철
    • 한국경영과학회지
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    • 제33권1호
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    • pp.19-33
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    • 2008
  • In the previous double auction research for the market optimization, two basic assumptions are usually applied - (1) each trader has a linear or quasi-linear utility function of price and quantity, and (2) buyers as well as sellers have identical utility functions. However, in practice, each buyer and seller in a double auction market may have diverse utility functions for trading goods. Therefore, a flexible and integrated double auction mechanism that can integrate all traders' diverse utility functions is necessary. In particular, the flexible mechanism is more useful in a synchronous double auction because traders can properly change utilities in each round. Therefore, in this paper, we propose a flexible synchronous double auction mechanism in which traders can express diverse utility functions for the price and quantity of the goods, and optimal total market utility is guaranteed. In order to optimize the total market utility which consists of multiple complex utility functions of traders. We show the viability of the proposed mechanism through a several simulation experiments.

A Double Auction Model based on Nonlinear Utility Functions;Genetic Algorithms Approach for Market Optimization

  • 최진호;안현철
    • 한국지능정보시스템학회:학술대회논문집
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    • 한국지능정보시스템학회 2007년도 추계학술대회
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    • pp.592-601
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    • 2007
  • In the conventional double auction approaches, two basic assumptions are usually applied - (1) each trader has a linear or quasi-linear utility function of price and quantity, (2) buyers as well as sellers have identical utility functions. However, in practice, these assumptions are unrealisitc. Therefore, a flexible and integrated double auction mechanism that can integrate all traders' diverse utility functions is necessary. We propose a double auction mechanism with resource allocation based on nonlinear utility functions, namely a flexible synchronous double auction system where each participant can express a diverse utility function on the price and quantity. In order to optimize the total market utility consists of multiple complex utility functions of traders, our study proposes a genetic algorithm (GA) We show the viability of the proposed mechanism through several simulation experiments.

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A New Dynamic Auction Mechanism in the Supply Chain: N-Bilateral Optimized Combinatorial Auction (N-BOCA)

  • 최진호;장용식;한인구
    • 한국지능정보시스템학회:학술대회논문집
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    • 한국지능정보시스템학회 2005년도 공동추계학술대회
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    • pp.379-390
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    • 2005
  • In this paper, we introduce a new combinatorial auction mechanism - N-Bilateral Optimized Combinatorial Auction (N-BOCA). N-BOCA is a flexible iterative combinatorial auction model that offers optimized trading for multi-suppliers and multi-purchasers in the supply chain. We design the N-BOCA system from the perspectives of architecture, protocol, and trading strategy. Under the given N-BOCA architecture and protocol, auctioneers and bidders have diverse decision strategies for winner determination. This needs flexible modeling environments. Hence, we propose an optimization modeling agent for bid and auctioneer selection. The agent has the capability to automatic model formulation for Integer Programming modeling. Finally, we show the viability of N-BOCA through prototype and experiments. The results say both higher allocation efficiency and effectiveness compared with I-to-N general combinatorial auction mechanisms.

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제한적 평균가낙찰제 경매방식의 균형분석 (An Equilibrium Analysis of the Constrained Mean-Price Sealed Bid Auction)

  • 서용모;이병채
    • 한국융합학회논문지
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    • 제10권1호
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    • pp.205-214
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    • 2019
  • 우리나라 정부 당국은 주로 최저가낙찰제도를 이용하여 조달을 시행해왔으나, 과거 일정 시기 동안은 제한적 평균가 낙찰제 경매방식(일명 부찰제)을 이용하여 시설공사부문 조달을 실시했다. 부찰제란 각 입찰자들이 서로 모르게 공급가격을 적어 내면 그 가격을 평균하여 그 평균값에 가장 가까우면서 평균값보다는 낮은 공급가격을 부른 사람이 승자가 되며, 그가 부른 가격에서 낙찰가가 결정되는 제도이다. 본 논문은 제한적 평균가낙찰제 경매방식을 자원배분기구설계(mechanism design)의 관점에서 정형화하고, 고려할 문제를 제시한다. 나아가 ?명의 일반적 상황 하에서 사적 정보를 가지고 있는 입찰자들의 전략을 일양 분포 가정과 선형전략의 가정을 도입하여 구하고, 이를 통해 부찰제 경매방식의 균형을 제시한다. 또한 이러한 균형전략을 최저가낙찰제도와 비교함으로써 우리나라에서 자주 사용되는 두 제도의 효율성과 기대수입의 측면을 살펴본다. 끝으로 부찰제를 실시하는 경매인(정부)의 현실적 목적성이 어느 정도 달성되고 있는가를 비판적으로 고찰한다.

A combined auction mechanism for online instant planning in multi-robot transportation problem

  • Jonban, Mansour Selseleh;Akbarimajd, Adel;Hassanpour, Mohammad
    • Advances in robotics research
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    • 제2권3호
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    • pp.247-257
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    • 2018
  • Various studies have been performed to coordinate robots in transporting objects and different artificial intelligence algorithms have been considered in this field. In this paper, we investigate and solve Multi-Robot Transportation problem by using a combined auction algorithm. In this algorithm each robot, as an agent, can perform the auction and allocate tasks. This agent tries to clear the auction by studying different states to increase payoff function. The algorithm presented in this paper has been applied to a multi-robot system where robots are responsible for transporting objects. Using this algorithm, robots are able to improve their actions and decisions. To show the excellence of the proposed algorithm, its performance is compared with three heuristic algorithms by statistical simulation approach.

Provable Secure Brand-new Multi-auction Mechanism with Dynamic Identity

  • Lee, Jung-San;Wei, Kuo-Jui;Chen, Ying-Chin;Sun, Yun-Hsiang
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • 제10권12호
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    • pp.5616-5642
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    • 2016
  • Different from traditional auctions, electronic auctions provide a platform to allow bidders and auctioneers merchandise to each other over network anytime and anywhere. Auctioneers can publish information of goods, and bidders can choose the interested targets through this bidding platform. To ensure the fairness and security of electronic auctions, Li et al. have proposed a practical electronic auction scheme which can confirm the requirement of strong anonymity, bidding privacy, and secret bidding price. However, we have found out that Li et al.'s scheme may lurk the risk of the denial-of-service attack during the bidding phase in a sealed-bid auction. Thus, we propose a brand-new sealed-bid auction mechanism, in which the essentials of e-auction can be firmly preserved. In particular, each bidder only needs to register at the center once and then can join to multiple plays launched by different auctioneers. Moreover, the correctness of mutual authentication is confirmed according to the BAN logic model.

공급사슬에서의 새로운 동적 경매 메커니즘: 다자간 최적화 조합경매 모형 (A New Dynamic Auction Mechanism in the Supply Chain: N-Bilateral Optimized Combinatorial Auction (N-BOCA))

  • 최진호;장용식;한인구
    • 지능정보연구
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    • 제12권1호
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    • pp.139-161
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    • 2006
  • 본 논문에서는 새로운 조합경매(combinational auction)모형인 다자간 최적화 경매모형(N-Bilateral Optimized Combinatorial Auction; N-BOCA)을 제시하였다. N-BOCA는 다수의 공급자 및 다수의 구매자간 최적화된 거래를 지원하는 조합경매모형이다. 특히 아키텍처, 거래규약, 거래전략 세가지 관점에서 N-BOCA 시스템을 설계하였다. 경매시장 참여자인 경매자들과 입찰자들은 특정 아키텍처 및 거래규약하에서 최적 거래 대상자 선정을 위한 다양한 전략을 가지게 되며 이러한 거래전략에 따른 유연한 의사결정 모델링 지원을 필요로 한다. 이에 본 논문에서는 최적의 입찰 및 경매자 선정을 위한 Integer Programming 모형 기반의 에이전트 시스템을 제시하였다. 아울러 N-BOCA모형의 유용성을 입증하기 위해 프로토타입과 실험결과를 제시하였다. 실험결과, 기존의 일대다 조합경매 모형 대비 높은 거래 성과를 나타내었다.

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MoCAAS: Auction Agent System Using a Collaborative Mobile Agent in Electronic Commerce

  • Lee, Kwang-Yong;Yoon, Jung-Sup;Jo, Geun-Sik
    • 한국지능정보시스템학회:학술대회논문집
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    • 한국지능정보시스템학회 2001년도 The Pacific Aisan Confrence On Intelligent Systems 2001
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    • pp.83-88
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    • 2001
  • To get the items that a buyer wants in Internet auction. he must search for the items through several auction sites. When the bidding starts, he(the buyer) needs to connect to these auction sites frequently so that he can monitor the bid stats and re-bid. A reserve-price auction reduces the number of connections, but this limits the user's bidding strategy. Another problem is equity between the buyer and the seller. Both the buyer and the seller should profit together within proper limits. In this paper, we propose an auction agent system using a collaborative mobile agent and a brokering mechanism called MoCAAS (Mobile Collaborative Auction Agent System), which mediates between the buyer and the seller and executes bidding asynchronously and autonomously. This reduces connection costs. offers more intelligent bidding and solves the equity problem.

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Combinatorial Auction-Based Two-Stage Matching Mechanism for Mobile Data Offloading

  • Wang, Gang;Yang, Zhao;Yuan, Cangzhou;Liu, Peizhen
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • 제11권6호
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    • pp.2811-2830
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    • 2017
  • In this paper, we study the problem of mobile data offloading for a network that contains multiple mobile network operators (MNOs), multiple WiFi or femtocell access points (APs) and multiple mobile users (MUs). MNOs offload their subscribed MUs' data traffic by leasing the unused Internet connection bandwidth of third party APs. We propose a combinatorial auction-based two-stage matching mechanism comprised of MU-AP matching and AP-MNO matching. The MU-AP matching is designed to match the MUs to APs in order to maximize the total offloading data traffic and achieve better MU satisfaction. Conversely, for AP-MNO matching, MNOs compete for APs' service using the Nash bargaining solution (NBS) and the Vickrey auction theories and, in turn, APs will receive monetary compensation. We demonstrated that the proposed mechanism converges to a distributed stable matching result. Numerical results demonstrate that the proposed algorithm well capture the tradeoff among the total data traffic, social welfare and the QoS of MUs compared to other schemes. Moreover, the proposed mechanism can considerably offload the total data traffic and improve the network social welfare with less computation complexity and communication overhead.

조합경매 설계방법론에 관한 연구 (Towards a Combinatorial Auction Design Methodology)

  • 최진호;장용식;한인구
    • 경영정보학연구
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    • 제8권2호
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    • pp.103-117
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    • 2006
  • 기업간 전자상거래에서 조합경매(combinational auction)에 대한 관심이 증가함에 따라 다양한 조합경매 유형이 제시되고 있다. 조합경매의 실용성에 대한 잠재적 중요성을 고려할 때, 다양한 조합경매모델을 지원할 수 있는 통합적이고 체계적인 설계방법이 필요하다. 조합경매 설계에 대한 기존 연구들은 조합경매에 관한 일부 설계요소들에 대해서만 제시하였으며, 부분적인 측면에서 연구가 진행되어 전체적인 관점에서의 설계체계가 제시되지 않았다. 이에 본 연구에서는 조합경매모형에 대한 설계의 토대가 될 수 있는 체계적인 틀을 제시하고자 한다. 설계단계는 크게 아키텍처, 프로토콜, 거래전략 설계 과정으로 이루어진다. 설계과정에서 아키텍처 유형과 프로세스 유형을 분류하고 이들의 조합으로 나타나는 메커니즘 유형을 분류하여 조합경매 모형에 대한 분류체계를 제시하였다. 또한, 거래전략 설계 단계에서는, 거래 당사자들의 다양한 전략을 반영하여 최적의 거래대상을 선정하는 최적화 모형에 기반한 효과적인 조합경매모형 설계방법을 제안하였다. 마지막으로, 본 방법론에 기반하여 새로운 조합경매 모형인 다자간 일반 조합경매 시장에 대한 설계과정을 예시함으로써, 본 방법론의 적용 가능성을 제시하였다.