비선형 효용함수 기반의 다중경매 모형 = 시장 최적화를 위한 유전자 알고리즘 접근법

다국어 초록 (Multilingual Abstract)

In the previous double auction research for the market optimization, two basic assumptions are usually applied - (1) each trader has a linear or quasi-linear utility function of price and quantity, and (2) buyers as well as sellers have identical utility functions. However, in practice, each buyer and seller in a double auction market may have diverse utility functions for trading goods. Therefore, a flexible and integrated double auction mechanism that can integrate all traders’ diverse utility functions is necessary. In particular, the flexible mechanism is more useful in a synchronous double auction because traders can properly change utilities in each round. Therefore, in this paper, we propose a flexible synchronous double auction mechanism in which traders can express diverse utility functions for the price and quantity of the goods, and optimal total market utility is guaranteed. In order to optimize the total market utility which consists of multiple complex utility functions of traders, We show the viability of the proposed mechanism through a several simulation experiments.

목차 (Table of Contents)

• Abstract
• 1. 서론
• 2. 문헌 연구
• 3. 비선형 효용함수 기반의 다중경매 모형
• 4. 실험설계 및 실험결과
• 5. 결론 및 한계점
• 참고문헌