谈判环境下供应链质量合同设计——基于Rubinstein模型

基于Rubinstein谈判模型,探讨了谈判环境下三种类型供应链的质量合同设计,包括供应商-A型分销商(不执行来料检验)、供应商-B型分销商(执行来料检验)及供应商-制造商供应链。分别得到了三种类型的供应链双方讨价还价时能够提供的最优质量合同各参数之间所需满足的关系,以及讨价还价时间间隔趋于0时双方能够提供的最优质量合同各参数之间所需满足的关系。本文给出了谈判理论下供应链质量合同设计研究的方法和途径。     

供应商竞争下的供应链多边谈判

探讨了单买方多供应商基于供应链利润分配的多边谈判,其中的供应商具有不同讨价还价力.多边谈判程序为买方与单个供应商轮流进行双边谈判.此种情形下,供应商参与双边谈判的顺序影响供应商所获谈判利润,同时基于讨价还价力供应商通过向买方支付排位费用竞争双边谈判位置.结果给出了供应商竞争下多边谈判的唯一均衡,以及均衡状态下各方所获利润.本文构建了供应商讨价还价力不同情形下供应链多边谈判分析框架,并指出讨价还价力的不同使能力强的供应商通过竞争双边谈判位置而获利.     

基于期权博弈的跨国并购实证分析——以联想并购IBMPC为例

将实物期权定价方法引入到讨价还价谈判博弈中,分别建立了完全信息和不完全信息跨国并购期权博弈模型,并应用纳什讨价还价定理求出了其中不完全信息博弈的唯一解,以及完全信息博弈的解区间.该模型证明期权估值法具有普遍意义, DCF估值法是跨国并购中的一种特例,最后,通过联想并购IBM PC案例检验了模型的基本结论.     

Nash讨价还价公平关切框架下闭环供应链定价机制研究

基于纳什讨价还价公平关切理论,通过建模分析,探讨了零售商具有相对公平关切以及制造商和零售商同时具有相对公平关切行为倾向的闭环供应链的定价机制,并用数值分析加以验证.研究表明公平关切行为倾向是零售商和制造商获取其对供应链系统利润分配的一种手段,这种相对公平偏好对闭环供应链系统成员的最优定价决策、效用函数以及闭环供应链系统的效用产生了一定的影响.     

需求预测更新条件下两阶段电子商务供应链契约协调

研究了一类在贝叶斯需求预测更新情形下,生命周期中采用B2C与C2B两阶段进行产品销售的供应链模型,研究发现无法使用单一契约来协调供应链。在此基础上,设计了具有供应商价格折扣契约与零售商承诺订购契约的两阶段供应链契约协调机制,证明了两阶段协调机制能够实现供应链的帕累托改进。算例分析表明了两阶段契约协调机制的有效性,并发现能够实现供应链完美协调的契约参数不一定在帕累托集合内,供应链不一定能够达到完美协调;且由于零售商与供应商的最优契约参数不同,需要通过零售商与供应商之间的谈判达到纳什均衡。     

考虑供应商努力水平和风险规避行为的供应链协调机制

利益冲突是影响供应链绩效的重要原因,如何消除供应链冲突、设置合理的协调机制对供应链稳定和可持续发展具有重要的意义.考虑到供应商努力水平和风险规避行为是影响供应链绩效的重要因素,利用博弈论和"均值-方差法",构建一种基于供应商努力水平的主体效用模型,设计了基于增值利润共享的供应链协调机制.结果表明,所设计的机制能够有效地保障供应链主体在利润不受损情形下调动成员合作的积极性与能动性,实现零售商与供应商长期合作和供应链的可持续发展.     

“讨价还价”的“纳什解”的形成路径与结论拓展

建立了一个"讨价还价"的双边适应性预期模型,并利用这个模型的二元常系数线性差分方程组,揭示"纳什讨价还价解"的形成路径.对于不是"纳什讨价还价解"的一般讨价还价的成交结果,同样可以运用这样一个模型来揭示.基于这个模型,当买、卖双方希望成交,各方的出价通过逐次调整会最终收敛到同一个常数,因此能够从理论上保证讨价还价最终成交.双方当中有一方不肯让价而成交的情形,可以作为这个模型退化成为单边适应性预期模型的情形.举例计算说明了一个讨价还价问题的收敛过程与结果.     

随机需求下专利供应链的不完全契约设计

企业在授权高技术专利时往往存在诸多不确定性且难以被第三方证实,于是在实践中,不完全专利授权契约及事后的再谈判十分常见.文章构建了随机需求下考虑不完全(专利授权)契约的供应链模型,求解了该模型中各成员的均衡决策.研究发现,与完全契约相比,不完全契约会增加制造商的产量,但专利供应商的专利授权费是否增加,取决于其谈判力的大小.尽管不完全契约提高了整条供应链的利润、消费者剩余和社会福利;但出人意料的是,不论从制造商还是从专利供应商的视角来看,存在再谈判选项的不完全契约并非总是优于完全契约.具体来说,当专利供应商的谈判力较小或较大时,只有一方愿意选择不完全契约;当该谈判力适中时,双方才都愿意选择不完全契约.     

供应商风险规避情形下基于期权契约的组装供应链协调

基于产品分工的发展及供应链成员风险偏好不同的特性,构建了由多个风险规避的零部件供应商和一个组装商构成的两阶段组装供应链模型.首先,发现在各供应商均采用批发价格契约向组装商提供零部件情况下,各供应商的最优产量均小于集中决策下的最优产量;其次,引入期权契约机制对组装供应链进行了协调;最后,通过数值算例验证了期权契约协调机制的有效性.     

考虑消费者低碳偏好的供应链企业减排成本分摊比较研究

在低碳环境下,研究了单一制造商和单一零售商组成的两级低碳供应链成本分摊决策问题。考虑消费者具有环保意识,因此在购买产品时会考虑产品的碳排放。分别讨论了零售商参与减排成本分摊契约和双方Nash讨价还价成本分摊契约两种形式对碳减排、产品定价和整个供应链及其成员收益的影响。研究发现,在两种契约形式中,零售商都可以实现与制造商共同降低碳排放的目标,从而促进制造商提高碳减排率,提高供应链利润。但是基于Nash讨价还价方式的减排成本分摊契约的供应链绩效高于零售商成本分摊契约下的供应链绩效。同时消费者低碳偏好增加可以激励零售商更多地分摊减排成本,在此基础上,利用Nash讨价还价模型确定了零售商为制造商提供减排成本分摊的比例范围及其最优解。最后,通过数值分析验证了减排因子对不同决策结构的定价、零售商减排分摊比例、供应链利润等决策的影响。     

考虑边流量有限的网络路径博弈问题研究

考虑每条边有流量约束的网络路径博弈问题, 根据收益函数单调递增的特点分析其内在零和性质, 并建模为存在公共边的路径博弈模型。在寻找均衡解的过程中, 首先考虑非合作的情形, 在局中人风险中性的假设下, 给出了求Nash均衡流量分配的标号法并证明该均衡分配的唯一性。接着进一步考虑局中人合作的可能性, 给出模型求得所有局中人的整体最大收益, 并基于纳什谈判模型给出目标函数为凸函数的数学模型确定唯一收益分配方案。事实上, 该方案是对剩余价值的平均分配。最后给出一个算例, 验证本文理论和方法的可行性。关键词:流量约束; 均衡流量; 网络路径博弈; 收益分配     

运输问题的合作对策求解方法

产地间或销地间往往存在竞争,在这种情况下,使用运输问题最优化方法是不合理的。因此,从个体理性的视角提出运输问题的合作对策求解方法,方法将运输问题看作是一个博弈问题,各个产地或销地是博弈的局中人,求解其纳什均衡与纳什讨价还价解。在此基础上,说明了运输问题的非合作形式是一个指派问题,并证明指派问题的最优解是一个纳什均衡点。接着,通过实验验证运输问题的最优解是一个纳什讨价还价解,满足产地或销地的自身利益。在此基础上,针对纳什讨价还价解不唯一的问题,从决策者的视角给出最大可能激励成本的计算方法。最后,为弥补纳什讨价还价解不唯一及纳什讨价还价解不允许出现子联盟的缺陷,给出运输收益分配或成本分摊的Shapely值计算方法。     

Intergenerational risk sharing in closing pension funds

We model intergenerational risk sharing in closing funded pension plans. Specifically, we consider a setting in which in each period, the pension fund’s investment and indexation policy is the outcome of a bargaining process between representatives of the then living generations. Because some generations might be under- or overrepresented in the board, we use the asymmetric Nash bargaining solution to allow for differences in bargaining powers. In a numerical study, we compare the welfare that the generations derive from the outcome of this repeated bargaining to the welfare that they would derive if a social planner’s optimal policy would instead be implemented. We find that as compared to the social optimum, older generations benefit substantially from the repeated bargaining, even if all generations are equally well-represented in the board. If older generations are relatively over-represented, as is sometimes argued, these effects are attenuated.     

SHARING THE BENEFITS OF COOPERATION IN HIGH SEAS FISHERIES: A CHARACTERISTIC FUNCTION GAME APPROACH

In the current paper we examine a game-theoretic setting in which three countries have established a regional organization for the conservation and management of straddling and highly migratory fish stocks. A characteristic function game approach is applied to describe the sharing of the surplus benefits from cooperation. We demonstrate that the nucleolus and the Shapley value give more of the benefits to the coalition with substantial bargaining power than does the Nash bargaining scheme. We also compare the results that are obtained by using the nucleolus and the Shapley value as solution concepts. The outcomes from these solution concepts depend on the relative efficiency of the most efficient coalition. Furthermore, the question of fair sharing of the benefits is considered in the context of straddling stocks.     

The price of fairness with the extended Perles–Maschler solution

In Nash bargaining problem, due to fairness concerns of players, instead of maximizing the sum of utilities of all players, an implementable solution should satisfy some axioms or characterizations. Such a solution can result in the so-called price of fairness, because of the reduction in the sum of utilities of all players. An important issue is to quantify the system efficiency loss under axiomatic solutions through the price of fairness. Based on Perles–Maschler solution of two-player Nash bargaining problem, this paper deals with the extended Perles–Maschler solution of multi-player Nash bargaining problem. We give lower bounds of three measures of the system efficiency for this solution, and show that the lower bounds are asymptotically tight.     

A bargaining game model for measuring performance of two-stage network structures

Data envelopment analysis (DEA) is a method for measuring the efficiency of peer decision making units (DMUs), where the internal structures of DMUs are treated as a black-box. Recently DEA has been extended to examine the efficiency of DMUs that have two-stage network structures or processes, where all the outputs from the first stage are intermediate measures that make up the inputs to the second stage. The resulting two-stage DEA model not only provides an overall efficiency score for the entire process, but also yields an efficiency score for each of the individual stages. The current paper develops a Nash bargaining game model to measure the performance of DMUs that have a two-stage structure. Under Nash bargaining theory, the two stages are viewed as players and the DEA efficiency model is a cooperative game model. It is shown that when only one intermediate measure exists between the two stages, our newly developed Nash bargaining game approach yields the same results as applying the standard DEA approach to each stage separately. Two real world data sets are used to demonstrate our bargaining game model.     

Multiple-issue bargaining and axiomatic solutions

We study two-person, multiple-issue bargaining problems and identify four procedures by which the bargaining may take place. Drawing on some logic from non-cooperative game theory, we propose axioms which relate the outcomes of the procedures. We also promote a weak monotonicity axiom on solutions, called issue-by-issue monotonicity, which is geared toward multiple-issue bargaining. Our main result concerns the relationship between a sequential bargaining procedure — with the rule that agreements are implemented only after all issues are resolved — and global bargaining (in which all issues are negotiated simultaneously). If a bargaining solution predicts the same outcome with these two procedures, then we say that it satisfiesagenda independence. We prove that a solution satisfies axioms of efficiency, symmetry, scale invariance, issue-by-issue monotonicity, and agenda independence if and only if it is the Nash solution. This result provides new intuition for Nash's independence of irrelevant alternatives axiom. Among other results, we show that a solution is invariant to all four of the procedures and satisfies efficiency and symmetry if and only if it is the utilitarian solution with equal weights. We comment on the results of other authors who address multiple-issue bargaining.     

基于合作博弈纳什议价的几种网络定价结构模型比较

本文基于目前的网络资费模式,提炼出三种网络定价结构模型,研究本地网络服务提供商(ISP)及用户之间的利润分配.首先,利用一个简化的网络业务质量(Qos)保证模型构造目标函数,说明合作博弈得到的解比非合作博弈情形下更优,合作博弈时得到纳什议价解与双方的相对议价权力有关.然后,从社会结构理论角度,说明议价权力取决于网络结构类型以及局中人在结构中所处的位置.相对议价权力大,获益较多;相对议价权力小,获益较少.最后,通过实例分析得到三种网络定价结构模型下的纳什议价解.结果表明,本地网络服务提供商的合并、收购、互联有利于提高其相对议价权力,从而获益增加.     

基于CAPM框架下的创业企业风险资本融资契约设计

从组合的视角出发,考虑创业企业家的风险厌恶程度,通过等价利率将创业企业的风险资本融资契约适应到CAPM框架下,利用纳什议价解刻画双方在信息不对称下的均衡解,基于风险-收益的角度建立了最优融资契约设计模型,为创业企业融资提供了契约设计和风险资本类型选择的一个依据,并通过算例说明了模型的可行性。研究还表明,创业企业引入风险资本优于纯债务融资,而股权的分配则取决于双方的议价力。同时,风险厌恶程度越低的创业企业家越趋向于选择独立的风险投资机构;风险厌恶程度越高的创业企业家越趋向于选择公司背景的风险投资机构;而风险厌恶程度不高,考虑后期贷款的创业企业家则趋向于选择银行背景的风险投资机构。     

Strategic Manipulation Approach for Solving Negotiated Transfer Pricing Problem

This paper suggests an approach for solving the transfer pricing problem, where negotiation between divisions is carried out considering the manipulation game theory model for a multidivisional firm. The manipulation equilibrium point is conceptualized under the Machiavellian social theory, represented by three concepts: views, tactics and immorality. In this approach, we are considering a non-cooperative model for the transfer pricing problem: a game model involving manipulating and manipulated players engaged cooperatively in a Nash game, restricted by a Stackelberg game. The cooperation is represented by the Nash bargaining solution. The transfer pricing problem is conceptualized as a strong Stackelberg game involving manipulating and manipulated divisions. This structure established conditions of unequal relative power among divisions, where high-power divisions tend to be abusive and less powerful divisions have a tendency to behave compliantly. For computation purposes, we transform the Stackelberg game model into a Nash game, where every division is able of manipulative behavior to some degree: the Nash game relaxes the interpretation of the manipulation game and the equilibrium selection for the transfer pricing problem. The manipulation dynamics and rationality proposed for the transfer pricing problem correspond to many real-world negotiation situations. We present an example, that illustrates how manipulation can be employed to solve the transfer pricing problem in a multidivisional firm.