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1、竞争双边拍卖定价策略的博弈论分析????????????????//.paper,edu.cn竞争双边拍卖定价策略的博弈论分析石兵??,黄亚龙??,王瑾雯????武汉理工大学计算机科学与技术学院,武汉,430070摘要:本论文使用博弈论对竞争双边拍卖市场机制中的定价策略进行分析,在此设定下,交易智能体可以任意选择市场,其市场选择和报价策略与市场的定价策略互相影响,因此木论文使用一种基于fictitiousplay的联合学习算法来分析此问题。本论文分析了双竞争拍卖市场如何在差异定价和均衡定价策略下选择合适的定价策略并设置合适的ko通过数值实验发现,当双市场均使用同
2、种定价策略时,他们可以共存,但当使用不同种的定价策略时,差异定价获胜,并吸引所有的交易智能体,此时双市场不能共存。关键词:人工智能,多智能体系统,定价策略,交易策略,纳什均衡中图分类号: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