Economics of Mobile Data Trading Market
Other conference paper


其它資訊
摘要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 work, we aim to understand the users’ optimal trading decisions and the operator’s revenue maximizing strategy. We model the interactions between the mobile operator and the users as a two-stage Stackelberg game. In Stage I, the operator chooses the operation fee imposed on sellers to maximize its revenue. In Stage II, each user decides whether to be a seller or a buyer and optimizes the corresponding trading price and quantity. We derive the closed-form expression of the unique Nash equilibrium (NE) in Stage II in closed-form, and prove that the users’ decisions can converge to the NE through distributed best response updates. We show that at the NE, different types of sellers and buyers should propose the same price such that the total demand matches the total supply. We further show that the Stage I operation fee optimization problem is convex, and derive the optimal operation fee in closed-form. Our analysis and numerical results show that the users who have less uncertainty of their data usages can benefit more from data trading. We also show that an operation fee that is too high hurts both the users’ payoffs and the operator’s revenue.
出版社接受日期23.02.2017
著者Junlin Yu, Man Hon Cheung, Jianwei Huang
會議名稱International Symposium on Modeling and Optimization in Mobile, Ad Hoc and Wireless Networks (WiOpt)
會議開始日15.05.2017
會議完結日19.05.2017
會議地點Paris
會議國家/地區法國
出版年份2017
語言英式英語

上次更新時間 2018-18-01 於 03:08