arXiv:2507.14470econ.THcs.AI2025-07

为网络拍卖设计可证明近优的保留价,提升卖家收益。

Approximate Revenue Maximization for Diffusion Auctions

  • 基于贝叶斯近似分析,给出适用于网络拍卖的显式保留价函数。
  • 当卖家有ρ个直接邻居时,收益可达理论上限的1−1/ρ。
  • 适用于任意规模和结构的网络市场,且保持激励相容性。

保留价在实践中广泛应用,如何设计基于保留价的收益最优拍卖是拍卖设计领域的热点。尽管已有大量研究,但多数方法依赖于卖方能直接触达所有潜在买家这一假设,忽略了经济网络中未获知拍卖信息的大量竞标者。本文采用扩散拍卖框架,将最优拍卖理论扩展至整个经济网络。通过贝叶斯近似分析,提出一种简单且可证明近优的网络拍卖保留价函数。该函数在确保高成功销售收益的同时,吸引网络中更多买家以提高成交概率。所设计的保留价函数保持了网络拍卖的激励相容性,使卖方可获得超过Myerson最优拍卖的额外收益。具体而言,若卖家在网络中拥有ρ个直接邻居,该保留价可保证收益达到理论上限的1−1/ρ,该结果对任意规模和结构的网络市场均成立。

原文摘要 · Abstract (English)

Reserve prices are widely used in practice. The problem of designing revenue-optimal auctions based on reserve price has drawn much attention in the auction design community. Although they have been extensively studied, most developments rely on the significant assumption that the target audience of the sale is directly reachable by the auctioneer, while a large portion of bidders in the economic network unaware of the sale are omitted. This work follows the diffusion auction design, which aims to extend the target audience of optimal auction theory to all entities in economic networks. We investigate the design of simple and provably near-optimal network auctions via reserve price. Using Bayesian approximation analysis, we provide a simple and explicit form of the reserve price function tailored to the most representative network auction. We aim to balance setting a sufficiently high reserve price to induce high revenue in a successful sale, and attracting more buyers from the network to increase the probability of a successful sale. This reserve price function preserves incentive compatibility for network auctions, allowing the seller to extract additional revenue beyond that achieved by the Myerson optimal auction. Specifically, if the seller has $ρ$ direct neighbours in a network of size $n$, this reserve price guarantees a $1-{1 \over ρ}$ approximation to the theoretical upper bound, i.e., the maximum possible revenue from any network of size $n$. This result holds for any size and any structure of the networked market.

拍卖设计网络博弈收益最大化

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