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关键字营销中若干博弈问题研究
其他题名Game-theoretic Analyses of Keyword Advertising Markets
李林静
2011-05-29
学位类型工学博士
中文摘要在线关键字营销基于搜索引擎而发展起来,目前已渗透到各类互联网应用中,形成了以网页文本、图片、视频和手机等为基础的众多新广告形式。关键字广告因其众多优良特性(如目标受众的海量性、投放的精准性和效果的可测度性等)成为当前最为流行和有效的网络营销渠道,吸引了大量的客户,并为广告服务提供商带去了丰厚的利润。 跟传统商业模式中的标价买卖或议价买卖不同,关键字广告的价格主要采用拍卖的方式确定。这类拍卖机制的设计是博弈论和拍卖理论在互联网时代的成功应用。同时,市场参与人的广泛性、拍卖过程的动态重复性,以及参与人报价行为的复杂性也为理论的发展提出了新的挑战,产生了大量尚待解决的问题,学术界和产业界都极为重视。 从博弈的角度对关键字广告的研究主要包括:拍卖机制的均衡分析、报价策略的制定、拍卖机制的设计和优化,以及广告预算分配等问题。本文针对这些挑战进行了研究,主要的工作和贡献如下: (1) 针对均衡计算问题。在扩展二级价格(Generalized Second-price,GSP)机制的均衡空间上定义了”same-slot”等价关系,并用其将包含无限多均衡的空间划分为有限多个均衡等价类,进而通过求取各个等价类的通解得到GSP机制的全部均衡。分析表明GSP机制的均衡等价类为凸多面体;任意两个等价类的交集或为空集,或测度为零;任意三个或更多等价类的交集则必为空集。 (2) 针对均衡精炼和报价策略问题。提出了三种针对GSP机制的纯策略均衡精炼概念:弱稳定均衡(Weakly Stable Nash Equilibrium,WSNE)、稳定均衡(Stable Nash Equilibrium,STNE)和无风险对称均衡(Risk-free Symmetrical Nash Equilibrium,RfSNE)。其中,STNE和RfSNE可用线性算法高效求解,能用作报价策略;RfSNE策略不存在over-bidding,可用于防范对手的恶意消耗。 (3) 针对机制分析问题。将GSP机制推广为更一般的线性机制,探讨了线性机制存在Nash均衡和对称Nash均衡的充分必要条件,并给出了均衡的特性。在线性机制空间上,提出了基于纯策略的弱收益等价原理,并研究了保持弱收益等价的机制变换,进而证明在所有的线性机制中,GSP类机制能实现最大的价格向量空间,为GSP机制获得的市场成功给出了一种理论解释。 (4) 针对机制设计问题。以全体线性机制为寻优空间,提出了一种最优机制设计的max-min框架。跟经典机制设计理论选择最大化期望收益不同,本文框架首先分析机制在所有均衡点上的最低收益,进而选择能最大化该最低收益的机制作为最优机制,用以防范广告主共谋造成的收益下降。本部分最后讨论了所提框架在非线性机制空间上的表达模型和求解的可能性。 (5) 针对预算分配问题。将经典的Newsboy采购量优化模型,扩展用于预算优化问题。并将只能包含需求不确定性的经典一维模型,推广为能同时包含价格和需求两种不确定性的二维模型。基此给出了一种用于关键字广告的单期预算最优化模型,并针对可能存在的参数组合方式分别给出了最优预算满足的方程。应用上,可通过数值方法求解对应的方程得到最优预算量。
英文摘要Online keyword advertising was inspired by search engine companies, and it is now widely applied in almost all online services. The advantages (e.g., mass audience, targeted, and measurable) of this advertising form have made it currently the most prevailing and effective online marketing instrument. It has attracted a large number of advertisers and is the major revenue source of the service providers. The prices of the keyword advertisements are determined by auction, which makes it different from the traditional posted price or negotiating transactions. The designing of this kind of auction mechanisms is a great success of the game theory and auction theory in the era of the Internet. However, the particular characteristics of this market, such as large number of participants, dynamic and repeated adjustments, and complex bidding behaviors, have generated new challenges for researchers in both academia and industry. From the point of view of game theory, the research of keyword advertising includes the following major directions: equilibrium analysis of auction mechanism, bidding strategy planning, auction mechanism designing and optimization, advertising budget allocation, etc. In this thesis, we perform analyses on all of the above challenges, and make the following researches and contributions: (1) To compute all equilibria of the generalized second-price (GSP) mechanism. We define an equivalence relation, ``same-slot'', on the space of all equilibria of the GSP mechanism, then partition the space into finite many equivalence classes. With the help this partition, we can find all equilibria of the GSP mechanism. We prove that each of this class is a convex polyhedron, the intersection of two classes is either empty or with zero measure, and the intersection of three or even more classes is definitely empty. (2) To further refine the obtained equilibria and plan bidding strategy for advertisers. We propose three refinement concepts: Weakly Stable Nash Equilibrium (WSNE), Stable Nash Equilibrium (STNE), and Risk-free Symmetrical Nash Equilibrium (RfSNE). STNE and RfSNE can be efficiently computed, thus can be used as bidding strategy. RfSNE strategy does not include over-bidding, as a result, can be safely employed to avoid malicious bids from the rivals. (3) We extend the GSP mechanism to more general linear mechanism and obtain the sufficient and necessary conditions of the existence of Nash and symmetrical Nash equilibrium of a li...
关键词关键字拍卖 Gsp机制 线性机制设计 稳定均衡 无风险对称均衡 预算分配 二维newsboy模型 Keyword Auction Generalized Second-price Mechanism Linear Mechanism Designing Stable Nash Equilibrium Risk-free Symmetrical Nash Equilibrium Budget Allocation Two-dimensional Newsboy Model
语种中文
文献类型学位论文
条目标识符http://ir.ia.ac.cn/handle/173211/6367
专题毕业生_博士学位论文
推荐引用方式
GB/T 7714
李林静. 关键字营销中若干博弈问题研究[D]. 中国科学院自动化研究所. 中国科学院研究生院,2011.
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