论文标题
移动数据交易市场的经济学
Economics of Mobile Data Trading Market
论文作者
论文摘要
为了利用用户的异质数据需求，全球几家移动网络运营商已经启动了移动数据交易市场，用户可以在其中彼此交易移动数据配额。在本文中，我们旨在通过研究用户的运营商选择和交易决策并分析运营商的利润最大化策略来了解数据交易市场（DTM）的重要性。我们将移动操作员与用户之间的交互作用为三阶段的Stackelberg游戏。在第一阶段，操作员选择对卖方征收的操作费用来最大化其利润。在第二阶段，每个用户选择他的操作员。在第三阶段，每个DTM用户都选择他的交易决策。我们在II和III阶段中得出了独特的NASH平衡（NE）的封闭式表达，每个用户都提出相同的价格，以使总需求与总供应匹配。我们进一步表明，I阶段的问题是凸面并计算最佳操作费用。我们的分析和数值结果表明，具有较小初始市场份额的运营商可以通过提出DTM来增加其利润，而DTM符合香港的现实情况。
To exploit users' heterogeneous data demands, several mobile network operators worldwide have launched the mobile data trading markets, where users can trade mobile data quota with each other. In this paper, we aim to understand the importance of data trading market (DTM) by studying the users' operator selection and trading decisions, and analyzing the operator's profit maximizing strategy. We model the interactions between the mobile operator and the users as a three-stage Stackelberg game. In Stage I, the operator chooses the operation fee imposed on sellers to maximize its profit. In Stage II, each user chooses his operator. In Stage III, each DTM user chooses his trading decisions. We derive the closed-form expression of the unique Nash equilibrium (NE) in Stages II and III, where every user proposes the same price such that the total demand matches with the total supply. We further show that the Stage I's problem is convex and compute the optimal operation fee. Our analysis and numerical results show that an operator with a small initial market share can increase its profit by proposing a DTM, which is in line with the real-world situation in Hong Kong.
