Design and implementation of combinatorail auctions for multilateral markets

在过去的二十年里，拍卖在经济学、运筹学和计算机科学文献中受到了广泛的关注。在拍卖设计领域的所有报告的研究都认识到，所谓的组合拍卖的潜在好处，特别是当互补性存在于交易项目之间。组合拍卖是指允许对物品的组合出价的拍卖机制。自20世纪90年代中期以来，人们一直致力于开发先进的“一揽子投标”拍卖技术。然而，这项研究的大部分考虑的是单边市场，即，市场包括一个卖方和多个买方或一个买方和多个卖方。该研究计划解决了在多边市场中设计和实施组合拍卖的问题，其中多个卖方和买方交易异质项目。其目的是为市场参与者提供优化的决策工具，以帮助他们解决拍卖过程中或之后可能面临的一些问题。重点将放在三个相互关联的决策问题：（1）谁是最后的赢家？(2)在拍卖结束时，每个参与者应该支付或获得什么？(3)构建投标的最佳策略是什么？所提出的方法的独创性在于结合数学建模和优化技术，适合运筹学领域，成本分摊和定价方法，用于合作博弈理论。在允许组合投标的多边环境中，这种组合是相关的。所有提出的方法都将通过在运输服务采购或电力市场等各种背景下产生的生成和现实问题测试进行评估。因此，他们将有助于工业和学术成就。

In the last two decades, auctions have received a lot of attention in economics, operations research and computer science literature. All reported studies in auctions design field recognized the potential benefits of the, so-called, combinatorial auctions, especially when complementarities exist between the traded items. Combinatorial auctions refer to auction mechanisms in which bids on combinations of items are permitted. A significant effort has been devoted since the mid-1990's to the elaboration of advanced ''package bidding'' auction techniques. The majority of this research considers however unilateral markets, i.e., markets including either, one seller and multiple buyers or one buyer and multiple sellers. This research program addresses the problem of designing and implementing combinatorial auctions in multilateral markets where multiple sellers and buyers trade heterogeneous items. The objective is to provide the actors of the market with optimized decision tools to help them solve some of the problems they would face during or after the auction process. The emphasis will be put on three inter-related decision problems: (1) Who are the final winners? (2) What should every participant pay or receive at the end of the auction? (3) What is the best strategy for constructing bids? The originality of the proposed approaches consists in combining mathematical modeling and optimization techniques, proper to the operations research field, and cost sharing and pricing methods, used in cooperative game theroy. Such a combination is relevant in a multilateral context where combinatorial bids are permitted. All the proposed approaches will be evaluated through generated and real-life problem tests arising in various contexts such as transportation service procurement or electricity markets. They will thus contribute to both industrial and academic environements.