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基于蒙特卡罗的随机投标商人数决策问题
Competitive Bidding Based on Monte-Carlo with a Stochastic Number of Bidders
【摘要】 随着我国社会主义市场经济的逐步完善,竞争性招投标方法被引入到各个行业,尤其是在大型建设项目中,普遍实行了招投标方法,因此招投标理论逐渐成为人们日益关注的焦点。笔者探讨了投标商人数为随机时的投标决策问题,认为在招投标为对称情形时,可得到一个形式简单的报价方程,并基于蒙特卡罗模拟法给出了一种新解法。
【Abstract】 With the reform of and opening up to the outside world, competitive tender bidding is widely used in every work of life, especially in large construction projects. Therefore, a lot of people focus their effort on the study of tender bidding theory. As the number of bidder is stochastic, the bidding decision is investigated in this article. And then a simple quoted price equation is put forward. The new method of solving the quoted price equation is obtained by means of Monte-Carlo simulation method.
【关键词】 竞标;
最优标价;
蒙特卡罗模拟法;
【Key words】 competitive bidding; optimal bid price; Monte-Carlo simulation;
【Key words】 competitive bidding; optimal bid price; Monte-Carlo simulation;
【基金】 河南省高校杰出科研人才创新工程项目。
- 【文献出处】 经济经纬 ,Economic Survey , 编辑部邮箱 ,2005年03期
- 【分类号】F224
- 【被引频次】7
- 【下载频次】153