基于认知心理学与随机微分博弈的多主体复杂交互组合拍卖机制研究

With combinatorial auction problem in typical market as research objective, this project will establish an analytical framework based on Sternberg's triple-structured intelligence theory, and analyze the dynamic functional mechanism of information interaction on individual decision by using research methods such as analysis of interaction effects between latent variables, then study the formation of individual decision making evolutionary mechanism and dynamic population evolutionary mechanism. On this foundation, the group dynamic evolution model based on individual preference will be established by methods of system dynamics and artificial intelligence, and the dynamic equilibrium characteristics to investigate the formation mechanism of dynamic mode of cooperation and non-cooperation among individuals can be analyzed by means of stochastic differential game. Besides, this project will establish the combinatorial auction model of heterogeneous multi-agent and multi-objective under asymmetric information condition, give and solve the stochastic differential equation that meets the heterogeneous bidders' bidding strategy; study the dynamic equilibrium characteristics of the above-mentioned combinatorial auction mathematic model by using the interrelated findings of group dynamic equilibrium characteristics, reveal the formation mechanism of equilibrium price under different circumstances, thus discuss the influence of factors such as group structure、individual behavior characteristics、asymmetric information and auction rules on auction participants' revenue, and explore methods of improving the efficiency of mechanism design and participants' revenue. Finally, the transaction platform simulation system of heterogeneous multi-agent combinatorial auction to demonstrate the validity of combinatorial auction mechanism design will be established by methods of complex system simulation technology.

以典型市场组合拍卖问题为研究对象，建立基于斯滕伯格智力三重结构理论的分析框架，运用潜变量交互效应分析等方法研究信息交互对个体决策的动态作用机制，进而研究个体决策进化机制和群体演化动力机制的形成机理。在此基础上，运用系统动力学和人工智能理论建立基于个体偏好的群体动态演化模型，并运用随机微分博弈理论研究其动态均衡特性，探讨个体间合作与非合作动态模式的形成机理。在非对称信息条件下建立异质多主体多目标组合拍卖数学模型，给出异质投标人投标策略所满足的随机微分方程并求解；运用群体动态博弈均衡特征的相关研究结果研究组合拍卖数学模型的动态均衡特性，揭示不同情况下均衡价格的形成机理，在此基础上研究群体结构、个体行为特征、不对称信息以及拍卖规则等因素对拍卖参与方收益的影响，探索提高机制设计效率和参与人收益的方法。运用复杂系统仿真技术建立异质多主体组合拍卖的交易平台仿真模型，验证组合拍卖机制设计的有效性。

通过对排污权市场、电力市场以及股权拍卖市场等组合拍卖典型市场的调研，基于认知心理学和投标者的有限理性特征，建立了斯滕伯格智力三重结构理论的分析框架，探讨了个体在认知基础上对影响决策的信息和情境等不确定因素进行分类、整理、加工和处理的一般机理，进而研究了个体间复杂交互情况下的演化动力机制和群体动态的形成与演化机理。运用系统动力学观点和群体智能算法模拟投标者决策行为，建立基于个体偏好的群体动态演化模型，并运用前景理论、演化博弈和随机微分博弈等理论研究其动态均衡特征，同时研究了决策框架、心理距离和信任认知等因素对对个体间合作行为的影响。针对排污权市场、电力市场以及股权拍卖市场上不同的实际问题，在非对称信息条件下建立了对应异质多主体多目标组合拍卖数学模型，并借助随机微分方程理论和博弈论进行分析和求解，同时结合群体动态博弈均衡特征的相关研究结果分析了组合拍卖数学模型的动态均衡特性及均衡价格的形成条件，揭示了个体行为决策特征、群体结构变化、决策情景变化以及拍卖规则变化对均衡结果的影响，并运用Swarm等多智能体仿真平台进行仿真，根据反馈结果进一步改进模型，以增强模型的有效性和可行性。