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很多关注。拍卖设计领域的所有研究报告都承认所谓的组合拍卖的潜在好处，特别是当交易项目之间存在互补性时。组合拍卖是指允许对组合物品进行竞价的拍卖机制。自1990年代中期以来，为制订先进的“一揽子招标”拍卖技术作出了重大努力。然而，大多数研究考虑的是单边市场，即包括一个卖家和多个买家或一个买家和多个卖家的市场。本研究项目解决了在多个卖家和买家交易异质物品的多边市场中设计和实施组合拍卖的问题。目标是为市场参与者提供优化的决策工具，帮助他们解决在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上：(1)谁是最后的赢家？(2)每个参与者在拍卖结束时应该支付或收到什么？(3)投标的最佳策略是什么？该方法的创新之处在于将运筹学领域的数学建模和优化技术与合作博弈理论中的成本分担和定价方法相结合。这种组合在允许组合投标的多边环境中是相关的。将通过在运输服务采购或电力市场等各种情况下产生的实际问题测试来评价所有拟议的办法。因此，他们将为工业和学术环境做出贡献。

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.