基于α-CIS值的非合作-合作双型博弈的求解

本文研究了非合作-合作双型博弈模型求解的问题.首先利用于α-CIS值,求解非合作-合作双型博弈中的合作博弈阶段,再对非合作博弈阶段求其纯策略纳什均衡,获得了基于α-CIS值的双型博弈的一种新的求解方法.推广了原始双型博弈模型的求解方法并证明其可行性.     

不确定性下强Berge均衡的存在性

在已知不确定参数变化的范围下,研究了非合作博弈与广义非合作博弈的强Berge均衡的存在性,基于强Berge均衡与不确定性下非合作博弈的强Nash均衡的概念,给出了不确定参数下非合作博弈与广义非合作博弈的强Berge均衡的定义,并利用Fan-Glicksberg不动点定理证明其存在性,最后用算例验证其可行性.     

不确定下广义博弈强Berge均衡的存在性

本文基于不确定下的非合作博弈NS均衡给出了不确定下广义非合作博弈强Berge均衡与广义多目标弱Pareto强Berge均衡的定义,利用Fan-Glicksberg不动点定理证明了不确定下广义非合作博弈强Berge均衡与不确定下广义多目标弱Pareto强Berge均衡存在性定理.     

交通网络下的多厂商两阶段随机非合作博弈问题——基于随机变分不等式

研究集生产、运输和销售为一体的多个制造商在随机市场环境下的两阶段随机非合作博弈问题.首先,建立了该两阶段随机非合作博弈问题的模型,然后将其转化为两阶段随机变分不等式(Stochastic Variational Inequality,简称SVI).在温和的假设条件下,证明了该问题存在均衡解,并通过Progressive Hedging Method(简称PHM)进行求解.最后,通过改变模型中随机变量的分布和成本参数,分析与研究厂商的市场行为.     

信息波动条件下的机构重复博弈分析

本文建立了一个信息波动条件下的机构重复博弈模型，对机构投资者之间的博弈行为进行了分析。结果表明。信息冲击是导致机构投资者做出买卖决策的关键原因；机构投资者的合作均衡和背离均衡均不是风险占优均衡；在信息冲击下，机构博弈是动态的重复博弈过程。     

有限理性下征地拆迁补偿组合性博弈均衡评价

征地拆迁补偿策略选择是多主体、多策略、多偏好的组合性博弈均衡结果,引入决策理论方法构建组合性博弈均衡评价模型将组合性博弈均衡求解问题转化为均衡评价问题.有助于降低复杂的组合性博弈均衡求解难度.有限理性下,自利动机的基础性寻利偏好常常需与其他行为偏好集合才能完整充分表现,构建寻利、损失规避和互动公平偏好下地方政府、村集体经济组织和被征地农民的三主体多策略博弈模型,并进行均衡评价和算例分析.研究表明组合性均衡评价方法对求解多主体、多策略、多偏好的组合性博弈均衡是有效的;集合考虑主体寻利、损失规避和互动公平偏好能有效实现征地拆迁补偿(公平价格征收,接受,接受)的合意均衡,要推动和谐征收,征地拆迁补偿一定要考虑多重行为偏好对主体得益的影响,征收人要强化互动公平偏好,发挥"公平价格征收"的积极强化作用.     

有限理性下种群博弈中合作均衡的稳定性

本文首先定义了理性函数,构造了有限理性模型,研究了有限理性下种群博弈NTU核的稳定性;其次,又进一步定义了种群博弈另一种合作均衡即强均衡的概念,并且采用类似的方法研究了有限理性下该强均衡的稳定性.研究结果表明:在我们所构造的有限理性模型框架下,对大多数的种群博弈(在Baire分类意义下)其NTU核和强均衡都是稳定的.     

双渠道供应链中合作广告与定价的动态模型

基于单个制造商与单个零售商所组成的双渠道供应链结构,利用微分对策方法,分别考察了动态架构中Stackelberg博弈与合作博弈情形下渠道成员的最优定价和广告策略,并对此两种博弈结构下的反馈均衡结果进行了分析比较.研究发现,两种博弈相比,制造商的直销价格相同,零售商在合作博弈下选择更小的零售价格;制造商在合作博弈下对广告的投入更多,而零售商在两种博弈下的广告投入水平取决于零售商的广告竞争强度与两个渠道销售价格竞争强度的关系;两种博弈下供应链系统利润的大小关系依赖于系统参数.     

基于制造商技术创新水平的古诺与斯坦伯格博弈对比分析

研究了不同博弈模型下制造商产品策略的问题,建立并求解制造商在古诺博弈和斯坦伯格博弈下的模型。通过逆推法求解最优决策,进一步给出了两种博弈模型下的均衡解,并将结果加以对比,得出两种博弈模型对供应商的批发价格和利润、制造商的产品质量和利润的影响。研究表明:供应商的批发价格与博弈模型无关,只和市场规模有关;供应商的利润、制造商的产品质量和利润不仅与博弈模型相关还与制造商的技术创新水平有关。     

求收益模糊的贝叶斯纳什均衡解的结构元方法

主要目的是利用结构元方法求解收益模糊的贝叶斯纳什均衡.首先,在原有结构元理论基础上,给出了多元模糊值函数的定义及其结构元表示;其次,给出了在混合策略下,收益模糊的贝叶斯纳什均衡的定义,并证明了其存在性定理;然后,利用结构元理论,将该博弈模型等价地转化为一个经典的博弈模型,简化了原问题的求解.最后的应用实例说明了该方法的有效性.     

在消费者偏好不确定下双寡头定位定价博弈

本文通过建立在企业对消费者偏好信息不确定情形下,双寡头企业动态定位、定价博弈模型,研究企业的定位策略、定价策略以及产品差异化问题。证明了该动态博弈存在唯一的子博弈精炼均衡。均衡结果表明,偏好不确定性是一种差异化力量,与消费者偏好信息确定情形相比,企业的不确定性能够提高均衡价格、增加均衡利润。最后,分析了偏好不确定性对社会最优定位和社会最优差异化的影响。     

Saddle point equilibrium under uncertain environment

The saddle point equilibrium problem is of great importance in differential game theory. In this paper, an optimistic value model for the saddle point equilibrium problem under uncertain environment is investigated. The equilibrium equation for the proposed model is presented. Then a linear quadratic model is discussed. Finally, a counter terror problem is analyzed by the results obtained in the paper.     

低碳供应链纵向减排合作下的政府补贴策略

为了研究低碳供应链减排合作的政府补贴问题,分别构建了在纳什博弈、斯塔克尔伯格博弈和供应链集中决策三种不同的博弈关系下,政府对制造商和零售商合作减排投入进行补贴的博弈模型。分析了企业的最优减排成本投入和政府的最优补贴率,并进一步讨论了政府补贴行为和企业选择减排合作行为之间的互动博弈。研究显示:政府提供的减排补贴和企业的收益随着供应链上下游合作的紧密程度不同而不同,在纳什博弈下最高,在集中决策下最低,斯塔克尔伯格博弈下介于两者之间。比较了力量不对等供应链中企业分别处于领导者和跟随者时获得的政府补贴的差异。同时在政府补贴行为和供应链企业合作行为的交互博弈中,政府的最优策略是不对任何一方实行减排补贴。     

基于模糊博弈视角的企业联盟“双循环”合作对策研究

企业合作在“双循环”新发展格局下呈现出更多的模糊特征,能否形成稳定的模糊合作格局及持续合作的收益再分配策略成为合作联盟的关注点。将广义模糊超量博弈和模糊凸博弈及其广义解集应用到“双循环”新发展格局下企业联盟合作与收益再分配中,提出最大广义模糊超量博弈模型及其广义模糊谈判集,并基于最大广义模糊超量博弈均衡性的视角,对模糊凸博弈下广义模糊谈判集与核心的等价性质进行论证。研究结果不仅满足了“双循环”新发展格局下合作企业以部分资源参与合作的意愿,及企业联盟模糊凸合作博弈下再分配方案等价性证明需求,而且实现了保留部分收益用于联盟再发展的策略。     

Coalition-proof equilibria in a voluntary participation game

We examine the coalition-proof equilibria of a participation game in the provision of a (pure) public good. We study which Nash equilibria are achieved through cooperation, and we investigate coalition-proof equilibria under strict and weak domination. We show that under some incentive condition, (i) a profile of strategies is a coalition-proof equilibrium under strict domination if and only if it is a Nash equilibrium that is not strictly Pareto-dominated by any other Nash equilibrium and (ii) every strict Nash equilibrium for non-participants is a coalition-proof equilibrium under weak domination.     

On the Performance of Managers and Controllers: A Polymatrix Game Approach for the Manager–Controller–Board of Directors’ Conflict

In this article, we focus on the conflict among the manager, the controller and the board of directors of a company. We model the problem as a three-player polymatrix game. Under a set of assumptions, we identify five potential Nash equilibria. We prove that the Nash equilibrium is unique, despite its changing structure. Next, we analyze the influence of the manager’s and controller’s bonuses and penalties on the Nash equilibria. Finally, we explain how the manager and the controller may decrease or maintain their performance, when their bonuses or penalties increase.     

Avoiding non-optimal management decisions by applying a three-person inspection game

An inspection game models a conflict situation between an inspector and an inspectee. The mathematical analysis aims to generate optimal behavior of the inspectee under the assumption that an undesirable action of the inspectee could otherwise be carried out strategically. In this paper the controller’s (inspector’s) particular job is to audit a manager’s (inspectee’s) decision and to submit a report to the company’s top managers for examination. Thus, a conflict as regards the choice of behavioral actions of the manager, the controller and the top management impends. Based on Fandel and Trockel (2011a) this modified inspection game is discussed here for the first time as a three-person game in the context of a manager’s faulty decision that will unnecessarily add to the company’s costs and that the top management understandably wishes to minimize. We will first examine the conditions under which a Nash equilibrium occurs in this three-person game in which poor management, poor monitoring and poor revision coincide. We will then examine the effects that the penalties and bonuses exert on the Nash equilibrium solution. We will find that penalties and bonuses can neutralize each other in their effects on the improved decision making by the manager and the controller.     

One-to-many non-cooperative matching games

We study a strategic model of wage negotiations between firms and workers. First, we define the stability of an allocation in an environment where firms can employ more than one worker. Secondly, we develop a one-to-many non-cooperative matching game, which is an extension of Kamecke’s one-to-one non-cooperative matching game. The main result shows the equivalence between the stable allocations and the outcomes of the subgame equilibria in the matching game: for any stable allocation in this game there is a subgame perfect equilibrium which induces the allocation on the equilibrium path, and every subgame perfect equilibrium induces a stable allocation on the equilibrium path. Furthermore, as for the existence of a stable allocation, we argue that a stable allocation, as with a subgame perfect equilibrium, does not always exist, but it exists under some conditions, using Kelso and Crawford’s modelling.     

带有环境反馈的不对称劳动分工博弈模型

带有环境反馈的两策略博弈被广泛研究,本文研究带有环境反馈的三策略博弈模型.环境被分为富裕斑块和贫穷斑块,富裕的斑块可以为玩家提供额外的环境收益,而贫穷斑块不为玩家提供任何收益.首先,建立模仿者动力学模型,推导模型平衡点稳定性的充分条件.该模型平衡点的稳定性取决于各策略的成本、富裕环境的收益、策略C对策略A和策略B的干扰以及策略A和策略B的合作效益.此外,通过对模型进行数值模拟,可以发现与初始期望结果一致,并且得到了在异质环境下各策略的频率.     

Precommitment and equilibrium investment strategies for defined contribution pension plans under a jump–diffusion model

In this paper, we study an optimal investment problem under the mean–variance criterion for defined contribution pension plans during the accumulation phase. To protect the rights of a plan member who dies before retirement, a clause on the return of premiums for the plan member is adopted. We assume that the manager of the pension plan is allowed to invest the premiums in a financial market, which consists of one risk-free asset and one risky asset whose price process is modeled by a jump–diffusion process. The precommitment strategy and the corresponding value function are obtained using the stochastic dynamic programming approach. Under the framework of game theory and the assumption that the manager’s risk aversion coefficient depends on the current wealth, the equilibrium strategy and the corresponding equilibrium value function are also derived. Our results show that with the same level of variance in the terminal wealth, the expected optimal terminal wealth under the precommitment strategy is greater than that under the equilibrium strategy with a constant risk aversion coefficient; the equilibrium strategy with a constant risk aversion coefficient is revealed to be different from that with a state-dependent risk aversion coefficient; and our results can also be degenerated to the results of He and Liang (2013b) and Björk et al. (2014). Finally, some numerical simulations are provided to illustrate our derived results.