不完全信息下三度价格歧视的有效性研究

基于不完全信息静态博弈模型,讨论了相互竞争的两厂商在双方都掌握的线性需求函数和一方随机选取的线性成本函数这样的不完全信息情况下实施三度价格歧视的有效性问题,且给出了双方实施三度价格歧视的最优产量,最优价格以及最大利润公式,并把相关结论与基于完全信息静态博弈的三度歧视定价和不完全信息静态博弈的统一定价进行对比,得出了许多重要的结论.     

防范道德风险的博弈分析和契约设计

运用不完全信息动态博弈的理论，建立了一个防范道德风险的博弈模型．给出了该博弈的精炼贝叶斯纳什均衡．在此基础上给出了基于最优博弈策略的契约的具体形式。而这种基于博弈论的契约可以克服有成本的状态验证模型(CSV)及经典激励理论中承诺的可信性问题。     

基于二次运输函数博弈方法的应用研究

博弈论在市场竞争分析中具有广泛的应用,通过构建基于二次运输函数的市场竞争模型,运用博弈论方法研究产品市场竞争情况.放松厂商定位的约束条件,市场竞争的空间扩大了.结果表明,当市场中两垄断厂商定位不局限于消费者分布的线性空间时,市场环境加剧了厂商之间的竞争,但厂商博弈的均衡仍然存在.该模型是研究网络环境下产品市场竞争策略的有效方法.     

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。     

乳制品安全监管中的多阶段进化博弈分析

乳制品安全风险存在于生产与组织的多个阶段。在各个阶段中,政府监管部门虽统一监管,但由于采取的监管策略不同,使其与厂商之间的博弈情景存在差异,这将影响风险控制的成果。为探索多阶段监管的有效途径,找寻降低监管风险的方法,本文分析了乳制品安全监管中的多阶段进化博弈。首先阐述多阶段厂商监管的相关组织关系,构建进化博弈模型;其次基于模型进行进化博弈分析,分别得出了不同监管情景下的演化稳定策略,识别了多阶段策略选择的稳定条件;最后归纳了进化博弈分析结果,通过模拟仿真以及案例分析加以验证。     

伪造风险损失欺诈博弈与最优保险合同设计

运用不完全信息动态博弈和机制设计的有关理论，建立了伪造风险损失欺诈博弈模型，研究了伪造风险损失欺诈博弈问题的纳什均衡及其保险双方的最优博弈策略。在此基础上，得出了使保险人的期望利润为零的保险定价公式，讨论了基于保险双方最优博弈策略的最优保险合同形式，证明了基于保险双方最优博弈策略的保险合同是部分保险。     

非线性需求下两类价格歧视交互效应的动态博弈分析

在一类非线性需求函数的条件下,基于完全信息动态博弈模型,对两寡头厂商在竞争状态下同时实施二度与三度价格歧视的定价方法进行了研究,讨论了两厂商在面对两个子市场情形下,分别对各子市场的需求区间进行两段分段时的利润最大化问题,得出了在二三度价格歧视下两厂商的均衡产量与分段点,为寡头厂商的生产决策提供了理论依据.     

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.     

虚拟企业收益分配问题博弈研究

收益分配是虚拟企业的一个敏感而关键的问题，制订合理的收益分配方案对虚拟企业无疑是重要的。本分析了虚拟企业收益分配过程应考虑的因素，在此基础上应用博弈论建立了虚拟企业收益分配的博弈模型，并进行了相关分析，所得出的结论可用于虚拟企业的收益分配策略的制订，最后，论证了在虚拟企业中进行合作机制设计和应用的必要性。     

超图结构上合作博弈的赋权Position值

在合作博弈的一般模型中总是假设所有联盟都能形成。不过,在实际中由于受到一些因素的制约,有些联盟是不能形成的。基于此,Myerson提出了具有图通讯结构的合作博弈。Myerson值和Position值是超图博弈上的两个重要分配规则。2005年,Slikker给出了在图博弈上Position值的公理化刻画。但超图博弈上Position值的公理化刻画一直悬而未决。本文通过引入 “赋权平衡超边贡献公理”,并结合经典的“分支有效性”,提出了超图博弈上赋权Position值的公理化刻画。作为推论,解决了超图博弈上Position值的公理化刻画问题。     

Equilibrium two-part cost structures

We consider an oligopolistic product market in which two competing firms instead of paying a competitive input price choose a two-part tariff. Costs for the input are divided up into upfront fixed costs independent of the output level and reductions in marginal costs. We explore under which competitive settings will such a two-part cost structure correspond to equilibrium behavior in a two stage game. We find that firms in a static model do have an incentive to choose a two-part cost structure when competition in the product market is not too strong and oligopoly rents can be shifted form the rival to the own firm. In a dynamic market when firms use Markov strategies competition is so intense that there are no rents to be shifted and firms do not benefit from two-part cost structures.     

Competitive capacity expansion under demand uncertainty

We analyze the capacity expansion behavior of firms in a duopoly faced with an uncertain new market. The market demand may be high or low with a given probability mass function. Firms obtain private information about the market size and build their capacity before the market demand is known. Once the demand is revealed, firms enter a capacity constrained price competition phase which determines their revenues. Two scenarios are considered: first, when firms choose their capacities simultaneously in the investment phase, and second, when they do so sequentially. For each case, we determine the unique symmetric Nash equilibrium. Excess capacity can occur in equilibrium in the industry. It is seen that preempting the competitor in the capacity expansion phase offers first mover benefits. We argue that the sequential moves game is more prone to equilibrium excess capacity compared to the simultaneous case. We show that preemption is a good strategy if the investing environment is either highly optimistic or highly pessimistic. If the industry outlook is only moderately optimistic, a capacity planner is still better off preempting his competitor, however, the industry may encounter overcapacity as a consequence.     

具有产品质量差异的扩展Hotelling模型

假定两家厂商生产的同种产品具有质量差异,及消费者对产品质量偏好服从[d,e]区间上的均匀分布情况,研究了二次运输成本Hotelling模型:两家厂商首先沿[0,1]线性城市同时选址,然后进行价格竞争.运用后退归纳法得到了子博弈精炼Nash均衡,此时厂商将选址于城市中心。     

Return distributions of strategic growth options

In this study, we develop implications of imperfect competition on the return distribution of strategic growth options. We integrate real option theory with a Cournot-Nash framework in which two firms choose output levels endogenously and may have investment-timing differences. Simulations show that traditional option variables are significant determinants for the moments of the return distribution. In addition, uncertain preemption may introduce discontinuities in the payoff of the option that increase skewness and kurtosis. When first-mover advantages are crucial and sustainable, investment-timing differences between competitors can result in bimodal return distributions, where the firm with the first-mover advantage has a high probability of generating high returns. The authors are greatly indebted to the editor, the seminar participants of the Real Option Conference 2003 and the anonymous reviewers for their insightful comments and guidance. All remaining errors are our own.     

跨国公司与国内企业之间的非对称研发竞争

同跨国公司相比，国内企业的融资能力受到资本市场的限制，这削弱了其参与研发竞争的能力。本文建立了一个动态博弈模型来分析这一状况。研究表明，跨国公司存在一种研发竞争策略，即通过更激进的产品市场攻势，来对国内企业施加融资限制，进而扩大其研发竞争优势。这一策略增加了跨国公司垄断技术产品市场的可能性。     

基于演化博弈的发电侧电力市场长期均衡模型

研究包含生产同质电力产品的两组 (种群 )企业——低成本发电企业和高成本发电企业的发电侧电力市场的长期均衡问题 .应用演化博弈论的有限种群演化稳定战略概念 ,证明了有限种群的演化稳定战略产量分别等于两组 (种群 )企业的竞争产量 .通过建立基于企业战略模仿和试验的随机演化模型 ,分析了发电侧电力市场长期均衡的演化过程 .     

Strategic analysis of influence peddling

This paper analyzes ??influence peddling?? in a model that portrays interactions involving human capital transfer and collusion-building, in which each government official regulates multiple firms simultaneously. We show that there exists a collusion maximizing equilibrium between a sequence of ??qualified?? regulators and a firm such that the qualified bureaucrat manipulates regulation rates for two firms by regulating the colluding firm leniently for the maximized sum of their payoffs, but regulating the non-colluding firm stringently for the signaling in order to ??compensate?? for the lenient regulatory stance taken toward the colluding firm.     

Nonlinear Cournot oligopoly games with isoelastic demand function: The effects of different behavior rules

The analysis of asymptotical convergence for the oligopoly game has always been important to characterize the firms’ long-term behavior. In the nonlinear oligopoly competition possibly involving chaotic fluctuations, non-convergent trajectories are particularly undesirable since the resulting behavior will become unpredictable. In this paper, consistent with a traditional assumption that the firms update their outputs simultaneously, we at first construct an adjustment process and discuss the convergence to the equilibrium for a nonlinear Cournot duopoly game with the isoelastic demand function. We indicate that the tendency to instability does rise with the number of firms and the adjustment speeds. In particular, we alter this assumption from simultaneous decisions to sequential decisions so that the latter firms are able to observe the former ones at every time periods. We finally arrive at a conclusion that the unique equilibrium is convergent as long as the adjustment speeds are less than a fixed threshold, no matter what the number of the firms. Our findings show that the firms with sequential decisions can achieve the equilibrium more easily.     

政府补贴方式下排放许可交易生产优化

从学术上探讨了政府补贴方式下有排放许可交易的生产优化问题.分析了配额和补贴方式效果在管理上的差异,给出了补贴方式下的各经济核算关系及模型,给出了最低净化水平定理的证明;给出优化计算,求解了最优净化水平,并探讨了其与最优产量和企业最优收益间的关系;给出仿真计算,并对企业生产在这种支持方式下的优化管理进行了分析.研究表明:企业将对生产中产生的全部排放物进行相同净化水平α的处理时,所需要的处理费用最低;在线性反需求函数下,最优产量的变化量只与净化成本函数、排放交易价格、补助价格等几个量相关,最优收益与最优产量的平方成正比.     

Decentralized job matching

This paper studies a multi-stage decentralized matching model where firms sequentially propose their (unique) positions to workers. At each stage workers sequentially decide which offer to accept (if any). A firm whose offer has been declined may make an offer to another worker in the next stage. The game stops when all firms either have been matched to a worker or have already made unsuccessful offers to any worker remaining in the market. We show that there is a unique subgame-perfect equilibrium outcome, the worker-optimal matching. Firms in this game have a weakly dominant strategy, which consists of making offers in the same order as given by their preferences. When workers play simultaneously any stable matching can be obtained as an equilibrium outcome, but an unstable matching can obtain in equilibrium.