中文摘要：

针对连续双向拍卖市场中报价决策的复杂性问题,运用严格不确定决策中的Hurwicz准则,提出了3种动态调整乐观系数λ的报价策略,分别为λ-凹、λ-线性和λ-凸,并通过仿真实验比较了3种策略的收益差异.研究发现,无论在何种类型的市场中,λ-凹策略均可获得最大收益,即乐观系数λ的调整“先慢后快”是最优策略.

英文摘要：

For the complexity of studying the bidding strategy in a continuous double auction （CDA） market, this paper applies the Hurwicz criterion, an important criterion for decision making under uncertain- ty, to investigate the problem. Three dynamic Hurwicz strategies are provided. They are named as λ-con- cave, ）,-line, and ）,-convex respectively. Simulation results show that the ）,-concave always makes the maximal profit among the three strategies under different types of market environments. It means that ＂slowly first then fast afterwards＂ is the best adjustment of parameterλ for agents in a CDA.