上海交通大学学报(自然版)

• 管理科学 • 上一篇    下一篇

基于动态博弈模型的付费搜索拍卖广义第二价格机制——规则、均衡与效率分析

姜晖,王浣尘,高朝伟   

  1. (上海交通大学 安泰经济与管理学院, 上海 200052)
  • 收稿日期:2009-03-11 修回日期:1900-01-01 出版日期:2010-03-30 发布日期:2010-03-30

Research on the Generalized Second Price Mechanism of Sponsored Search Auctions Based on Dynamic Gaming Models

JIANG Hui,WANG Huanchen,GAO Chaowei   

  1. (Antai College of Economics and Management, Shanghai Jiangtong University, Shanghai 200052, China)
  • Received:2009-03-11 Revised:1900-01-01 Online:2010-03-30 Published:2010-03-30

摘要: 针对付费搜索拍卖问题,通过分析VCG(VickreyClarkeGroves)机制优劣势以及搜索引擎结果网页(SERP)位置价值结构,引出并界定了作为简化VCG机制的广义第二价格(GSP)机制,证明了在广告主估价具有可分离的形式时,按点击付费并进行有效排名的GSP机制能够实现VCG均衡.通过数值实验,讨论了动态环境下排名规则对均衡效率和搜索引擎收入的影响,指出了有效排名相对于单纯排名的优势.

关键词: 付费搜索, 广义第二价格, VCG机制, 拍卖

Abstract: Aiming at the problem of sponsored search auctions, this article introduced and defined the generalized second price(GSP) mechanism as a simplified VCG(VickreyClarkeGroves) mechanism by stating the advantages and disadvantages of VCG mechanism and analyzing the value structures of positions on the search engine result page(SERP). It proves that when advertisers have separable values, payperclick along with ranking by effective bids will guarantee the realization of VCG equilibrium under GSP mechanism. A quantitative experiment was done and the impacts of ranking rules on equilibrium and efficiency in the dynamic circumstance were discussed. The article as a whole builds a theoretical foundation to explain and predict the phenomenon in real sponsored search auctions.

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