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Online auctions with a buyout price, as an innovation mode of Internet auction, are applied widely because of breaking the limitation of fixed time ending. In this paper, we introduce a dynamic temporary buyout model featuring risk-neutral bidders with uniform valuations and Poisson arrivals. Based on recent theoretical research results, we will show the seller's optimal strategy on setting buyout price and reserve price. Moreover, our model suggests that there is an equilibrium which is the optimal for any bidder.