标题： 对抗风险分析在首价密封投标拍卖中的应用 显示英文标题

标题： Adversarial Risk Analysis for First-Price Sealed-Bid Auctions

摘要： 对抗风险分析（ARA）是一种新兴的方法论，被认为比传统决策理论和博弈论方法具有优势。 已发现针对首价密封投标（FPSB）拍卖的ARA解决方案，但仅在强有力的假设下，这使得模型有些不切实际。 在本文中，我们使用ARA方法论，在更现实的假设下对FPSB拍卖进行建模。 我们定义了一种新的效用函数，该函数考虑了投标人的财富，我们假设了一个底价，并找到了不仅适用于风险中性的而且也适用于风险规避以及风险寻求投标人的解决方案。 我们使用ARA方法论，针对非策略性玩法和层次-k思维解概念对问题进行建模。 显示英文摘要

摘要： Adversarial Risk Analysis (ARA) is an upcoming methodology that is considered to have advantages over the traditional decision theoretic and game theoretic approaches. ARA solutions for first-price sealed-bid (FPSB) auctions have been found but only under strong assumptions which make the model somewhat unrealistic. In this paper, we use ARA methodology to model FPSB auctions using more realistic assumptions. We define a new utility function that considers bidders' wealth, we assume a reserve price and find solutions not only for risk-neutral but also for risk-averse as well as risk-seeking bidders. We model the problem using ARA for non-strategic play and level-k thinking solution concepts.