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최고가 입찰 경매×스태켈버그 경쟁×
분야게임이론게임이론
계열Machine learningMachine learning
기원 연도19611934
창시자William VickreyHeinrich von Stackelberg
유형algorithmalgorithm
원전Vickrey, W. (1961). Counterspeculation, auctions, and competitive sealed bids. The Journal of Finance, 16(1), 8-37. DOI ↗von Stackelberg, H. (1934). Marktform und Gleichgewicht. Julius Springer. link ↗
별칭FPSB, Sealed-Bid Auction, Bid-Equal-Price AuctionQuantity Leadership, Sequential Oligopoly, Stackelberg Equilibrium
관련44
요약A first-price auction is a sealed-bid mechanism where all participants submit bids simultaneously without knowing others' bids. The highest bidder wins and pays their own bid (the price they offered). Systematically analyzed by William Vickrey in 1961, first-price auctions require bidders to balance between winning and profit, leading to strategic underbidding relative to true valuations in equilibrium.Stackelberg Competition models sequential oligopolistic markets where one firm (the leader) commits to a quantity first, and other firms (followers) observe this choice and respond. Introduced by Heinrich von Stackelberg in 1934, the model captures first-mover advantage in quantity-setting competition. The resulting Stackelberg Equilibrium, found by backward induction, yields the leader higher profit than simultaneous (Cournot) competition.
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