时滞异质三寡头模型的分岔和混沌控制

考虑到决策的滞后性,建立一个带时滞的非线性三寡头贝特兰博弈模型.分析模型纳什均衡点的稳定条件,通过数值模拟的方法得到模型的动力学性质,发现模型产生倍周期分岔和混沌现象.当延迟参数的取值在一定范围内时,寡头的价格波动就会趋于稳定.为了避免寡头博弈市场价格的剧烈波动和利润的下降,采用相空间压缩的方法对系统的混沌进行控制,数值模拟结果表明,受控的系统消除了混沌.     

房地产销售商投机行为的稳定性分析

分析了房地产销售的纳什博弈模型、房地产开发商作为领导者寡头博弈模型、房地产销售商作为领导者寡头博弈模型、房地产市场销售讨价还价博弈模型四种房地产市场销售博弈模型的利益分配机制和收益策略.结果表明,在房地产开发商作为领导者寡头博弈策略中,房地产销售商具有实施投机行为的动机,利益分配机制不稳定;在房地产销售商作为领导者寡头博弈策略中,房地产销售商没有实施投机行为的动机,利益分配机制的稳定;在房地产市场销售讨价还价博弈策略中,房地产销售商利益分配机制的稳定性与房地产产品的差异化替代率和无限期重复博弈策略的贴现率均有关.     

碳税机制下考虑不同低碳策略的动态博弈模型及复杂性研究

考虑碳排放税,建立双寡头制造商分别实施废品回收和绿色低碳广告投入策略的动态博弈模型。通过系统稳定域,分岔图,功率谱等分析了博弈模型纳什均衡解处的稳定性及参数对系统稳定域的影响,同时对系统的复杂性特征进行了研究。结果表明,消费者回收价格敏感性增加会使整个系统稳定域缩小,而绿色低碳广告投入水平增加只会使实施该策略的企业自身稳定域扩大;当制造商价格调整速度过快时,系统会进入混沌状态;混沌状态下,对比实施广告策略的制造商,实施废品回收策略的制造商价格调整行为对市场造成的震荡更大。最后使用反馈控制策略对系统混沌状态进行了有效的控制,研究结果对制造商低碳策略选择及价格决策有着较好的借鉴意义。     

基于不同策略的三角形区域Hotelling模型混沌动力学分析

建立三角形区域双寡头Hotelling博弈模型,研究了具有不同价格竞争策略的复杂动力学问题.当某些参数发生变化时,会打破系统的纳什均衡,出现分岔、混沌、吸引子和初始条件敏感依赖性等动力学行为,计算了其分形维数.结果表明,采用OYG控制方法,可实现良好的混沌控制效果,使市场回归稳定.     

基于双边匹配-动态博弈的碳减排技术投资决策

在Cap-and-Trade规制下,本文通过匹配-博弈机制研究双寡头制造商(寡头)碳减排技术投资决策问题,考虑了碳交易(CET)过程。从纵向角度,构建寡头与碳减排技术供应商(供应商)的双边匹配模型,研究寡头最佳碳减排技术选择、供应商最佳投资者选择问题;从横向角度,以产量为决策变量,以供应商技术研发人员的努力程度为辅助变量,构建双寡头Stackelberg动态博弈模型,以确定最优产量和碳减排技术投资决策,有效实现碳减排。最后,通过数值模拟实验加以论证。研究发现,第一,寡头-供应商匹配对的整体期望效用与CET价格存在正相关关系;第二,寡头环境绩效对自身技术应用效率较敏感,而对对手技术应用效率不敏感;第三,CET实施与否会直接影响寡头-供应商匹配对效用最大化目标的实现。     

双寡头动态R&D竞合模型的构建与分析

放松了经典Cournot模型中市场容量不变的假设,构建了双寡头企业R&D动态竞争的Cournot模型,研究了双寡头在R&D投入和产量决策两个阶段完全竞争与完全合作情形下的均衡结果.结果表明增加新增市场容量可以提高企业的最佳R&D投入水平和均衡利润,并且可以维持更长久的博弈周期.结果还表明动态R&D竞争模型是对传统模型的进一步拓展,能适用于更广泛、更实际的竞争情形.     

技术创新对集群双寡头产量博弈均衡的影响分析

考虑技术溢出的距离衰减效应,引入技术创新参数,建立了集群内采取不同策略的双寡头企业的产量动态博弈系统,分析了技术创新参数对博弈均衡稳定性的影响,并进行了数值模拟.研究表明:采取GD策略的企业的产量调整速度过大会引起产量演化发生分叉和混沌.技术创新参数的设置对均衡的稳定性具有重要调节作用,采取GD策略的企业减少创新成本减少量,采取Naive策略的企业在企业间距较小时减少创新成本减少量而在间距较大时增大创新成本减少量,可增大实现均衡的稳定区域,减少产量博弈系统的分叉和混沌现象.     

基于创新驱动的天然气三寡头垄断市场动态微分博弈定价模型

针对天然气生产商三寡头垄断市场,基于知识创新所产生的成本降低和降价决策反应时滞,建立了定价决策动态微分博弈模型.模型分析发现:知识创新周期不变时,企业可通过调整知识创新投入产出强度来降低成本,并据此实施降价策略,随着创新投入产出强度的改变,系统会出现Hopf分岔,且有唯一的Nash平衡点;当创新投入产出强度不断增加时,系统会达到并保持平衡状态;而创新投入产出强度不断降低时,系统会出现周期解,进而增大周期运动幅度,市场出现无序竞争状态.数值模拟印证了理论推导结果.该研究对于三寡头垄断市场中,各天然气生产商有效实施创新驱动战略具有积极的参考价值.     

基于异质预期的量子伯川德博弈复杂动力机制分析

针对伯川德双寡头垄断博弈经济系统中出现的混沌现象,利用量子博弈论,构建了基于有限理性与天真预期行为的量子伯川德动态博弈模型,分析了量子纠缠度对纳什均衡点稳定性及复杂动力行为的影响。结果表明:量子纠缠度能增强该系统的稳定性,企业价格调整速度达到某一程度时会导致该系统的复杂混沌特性,纠缠度可以有效控制混沌状态。最后利用数值模拟从分岔、最大李雅普诺夫指数、奇怪吸引子、初始条件敏感性及分数维数方面验证了理论准确性。     

产品多方面差异下双寡头定位定价模型

建立在同类产品存在多方面差异条件下双寡头企业两阶段动态定位定价博弈模型,在市场中存在不同类型消费者时,求出了使企业利润最大化的子博弈精炼纳什均衡,并深入分析了消费者对两家企业平均偏好效用差(ΔU)和企业的运输成本率(t)对企业定位定价策略的影响.     

Complex dynamics and chaos control of duopoly Bertrand model in Chinese air-conditioning market

A dynamic duopoly Bertrand model with quadratic cost function which is closer to reality and different from previous researches is discussed. The model is applied into air-conditioning market where the boundary equilibrium point is locally stable. Numerical simulations illustrate that the stability of Nash equilibrium strongly depends on the speed of adjustment of bounded rational player. The adjustment speeds and the degree of substitutability may undermine the stability of the equilibrium and cause a market structure to behave chaotically. The Lyapunov dimension of the chaos attractor is 1.9585 under some conditions. The stabilization of the chaotic behavior can be obtained by reducing the degree of substitutability. The results have an important theoretical and practical significance to Chinese air-conditioning market.     

基于模糊机会约束规划的最优产量决策

研究了模糊环境下,双寡头市场中两企业的最优产量决策问题。在四种博弈结构下,结合Cournot模型、Stackelberg模型以及模糊可能性理论,建立了模糊机会约束规划模型来确定两企业的最优产量水平。最后通过一个算例说明,基于市场的最大收益,最优决策应为两企业均为追随者。     

Analysis of decision-making in economic chaos control

In some economic chaotic systems, players are concerned about whether their performance is improved besides taking some methods to control chaos. In the face of chaos occurring in competition, whether one player takes controlling measures or not affects not only their own earning but also other opponents’ income. An output duopoly competing evolution model with bounded rationality is introduced in this paper. Using modern game theory, decision-making analyses about chaos control of the model are taken by taking aggregate profits as players’ payoff. It is found that the speed of players’ response to the market and whether the decisive parameters are in the stable region of the Nash equilibrium or not have a distinct influence on the results of the game. The impact of cost function’ type on results of the game is also found. The mechanism of influences is discovered by using numerical simulation.     

考虑不同商业目标和公平关切的动态博弈模型及复杂性研究

建立双寡头零售商具有不同商业目标和公平关切的动态价格博弈模型,着重分析了基于零售商考虑不同商业目标和公平关切下的价格博弈模型的复杂性。数值模拟了不同参数数值组合条件下的价格动态博弈过程,通过系统稳定域,分岔,李雅普诺夫指数,混沌吸引子等对模型进行了复杂性分析,发现零售商考虑公平关切会使自身稳定域减小;公平关切的水平越高,系统越容易进入混沌状态。同时研究了价格调整速度对零售商利润的影响,结果发现当价格调整速度过大时,系统会进入混沌状态,利润值波动剧烈且平均利润随着价格调整速度的增大而减小。最后选择控制因子对系统混沌进行了控制,该研究对零售商价格决策有着很好的借鉴意义。     

一种双寡头垄断Cournot-Puu模型的混沌控制研究

基于非线性动力学的基本原理,研究了经济系统中的双寡头垄断Cournot-Puu模型及其混沌控制方法.Cournot-Puu模型具有双曲线形需求函数和彼此不同的不变边际成本,离散化的差分系统显示出其复杂的非线性、分岔和混沌行为.在此基础上,结合Cournot-Puu模型的基本特征,应用延迟反馈控制方法以及自适应控制方法对该系统的混沌行为进行了研究.在结合实际经济意义的条件下,对该模型的输出进行调整并实现混沌控制.     

Complex dynamics with three oligopolists

The adjustment process by three Cournot oligopolists is studied. An iso-elastic demand function and constant marginal costs are assumed. The system can easily result in chaotic behaviour, and a much richer variety of bifurcations will occur than in the case of duopoly with two agents, discussed before under the same assumptions.     

Complex nonlinear dynamics and controlling chaos in a Cournot duopoly economic model

Complex nonlinear economic dynamics in a Cournot duopoly model proposed by M. Kopel is studied in detail in this work. By utilizing the topological horseshoe theory proposed by Yang XS, the authors detect the topological horseshoe chaotic dynamics in the Cournot duopoly model for the first time, and also give the rigorous computer-assisted verification for the existence of horseshoe. In the process of the proof, the topological entropy of the Cournot duopoly model is estimated to be bigger than zero, which implies that this economic system definitely exhibits chaos. In particular, the authors observe two different types of economic intermittencies, including the Pomeau–Manneville Type-I intermittency arising near a saddle-node bifurcation, and the crisis-induced attractor widening intermittency caused by the interior crisis, which lead to the appearance of intermittency chaos. The authors also observe the transient chaos phenomenon which leads to the destruction of chaotic attractors. All these intermittency phenomena will help us to understand the similar dynamics observed in the practical stock market and the foreign exchange market. Besides, the Nash-equilibrium profits and the chaotic long-run average profits are analyzed. It is numerically demonstrated that both firms can have higher profits than the Nash-equilibrium profits, that is to say, both of the duopolists could be beneficial from a chaotic market. The controlled Cournot duopoly model can make one firm get more profit and reduce the profit of the other firm, and control the system to converge to an equilibrious state, where the two duopolists share the market equally.     

A nonlinear Cournot duopoly with advertising

This paper aims at studying local and global dynamics in a nonlinear duopoly with quantity-setting firms and non-cooperative advertising investments that affect the degree of (horizontally) differentiated products. It concentrates on persuasive advertising in a model where each firm has limited information and uses a behavioural rule to set the quantity for the subsequent period. By using some mathematical techniques and numerical simulations, our results show the existence of weak (à la Milnor) attractors, multistability and chaotic dynamics. In the long term, firms may continuously shift from states in which they invest in advertising to states in which advertising investment is absent.