FIDIC合同条件下工程索赔的博弈模型

索赔是工程项目各参与主体共同关注的焦点,索赔决策直接影响业主方和承包方的利益。研究通过分析工程索赔的特性,结合FIDIC合同条件下的索赔条款,提出索赔的博弈基础;分析博弈论和贝叶斯法则与索赔决策之间的契合程度,构建工程索赔的基本博弈模型;基于工程索赔的四种情境,构建完全信息有限多轮博弈模型、资金时间价值对博弈模型的影响、不完全信息有限多轮博弈模型和非完全对立的不完全信息有限多轮博弈模型并求解"纳什均衡",模拟工程参与方做出索赔决策的路径,寻求相应情形下承包方和业主方的最优策略,提出工程参与方优化索赔策略的建议。     

审计中博弈模型的扩展分析

进一步研究审计中的博弈分析.在更为一般的条件下分别建立了审计机关与被审计部门之间的完全信息静态博弈模型和无限阶段重复博弈模型,得到审计机关最优混合策略及其对弄虚作假罚款系数的公式,探讨了影响局中人行为的若干因素,提出了加强审计工作的几点建议.     

一种不完全信息相互威慑讨价还价模型

理性威慑理论将相互威慑看作是一种讨价还价过程，但鲁宾斯坦经典讨价还价模型无法直接用于相互威慑讨价还价研究。本文将不完全信息引入相互威慑讨价还价之中，探讨了相互威慑中博弈方单边不完全信息和双边不完全信息条件下的威慑可信性与冲突可能性。     

多大户期货市场博弈分析

本是对存在多个大户的期货市场的博弈分析，讨论了大户和散户的博弈行为，得出在完全信息和不完全信息条件下的博弈情况及其均衡，为期货市场的大户在复杂情况下选择投资行为提供新的思路。     

含成本因素的出口退税的博弈模型研究

利用博弈论的分析方法进一步考虑成本因素 ,在更为一般的条件下分别建立了税务机关与外贸企业之间的完全信息静态博弈模型和无限阶段重复博弈模型 .得到国家税务机关最优混合策略及其骗税罚款系数公式 ,并且讨论了多种因素对局中人的影响 ,提出了降低企业骗税概率的建议 .     

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.     

期货市场的简单博弈分析

本是对多空双方各存在一个大户的简单期货市场进行博弈分析，讨论了大户和散户的博弈行为，得出在完全信息、不完全信息和不完美信息条件下的博弈情况及其均衡结果，以此为基础推出期货市场投资结成联盟，成立投资基金是一种趋向。     

不完全信息动态二维价格博弈模型及其分析

单位生产成本为不完全信息条件下,本文首先讨论了两个企业关于具有一定替代性的两种产品价格的动态二维博弈模型,并求得其精练Bayes均衡.然后分析了当两种产品不存在替代关系时,企业对这两种产品价格进行动态博弈的精练Bayes均衡相当于对这两种产品单独进行博弈的精练Bayes均衡的简单组合.     

助学信贷博弈模型及其均衡分析

本文运用信息经济学中的土地租佃理论,主要分析了具有完全信息和具有道德风险两种情形下的助学信贷博弈问题,并分别建立了信贷博弈模型,求出了借贷均衡解。     

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。     

Granular fuzzy models: Analysis,design, and evaluation

The study is concerned with a design of granular fuzzy models. We exploit a concept of information granularity by developing a model coming as a network of intuitively structured collection of interval information granules described in the output space and a family of induced information granules (in the form of fuzzy sets) formed in the input space. In contrast to most fuzzy models encountered in the literature, the results produced by granular models are information granules rather than plain numeric entities. The design of the model concentrates on a construction of information granules that form a backbone of the overall construct. Interval information granules positioned in the output space are built by considering intervals of equal length, equal probability, and developing an optimized version of the intervals. The induced fuzzy information granules localized in the input space are realized by running a conditional Fuzzy C-Means (FCM). The performance of the model is assessed by considering criteria of coverage and information specificity (information granularity). Further optimization of the model is proposed along the line of an optimal re-distribution of input information granules induced by the individual interval information granules located in the output space. Experimental results involve some synthetic low-dimensional data and publicly available benchmark data sets.     

群决策中语言信息与其他4种偏好信息的一致化方法

研究语言信息与其他4种偏好信息(偏好次序,效用值,互反判断矩阵,互补判断矩阵)之间的相互转换问题.首先,根据各种偏好信息的实际意义,给出语言信息与他们之间的转换公式,并从理论上证明转换公式的合理性;其次,证明了若语言判断矩阵具有完全一致性,转换后的互反判断矩阵和互补判断矩阵也具有完全一致性;最后用实例验证了转换公式的有效性.     

数学学术资源开放获取文献类型及获取途径研究

基于互联网,对开放获取数学学术资源类型与布局进行调查,提出开放获取数学学术资源的方法与途径,并对网络开放数学资源应用对策提出几条建议,目的是推动开放获取数学资源在数学研究领域的普遍使用与有效传播.     

Stochastic pursuit-evasion differential games in the plane

Four stochastic pursuit-evasion differential games involving two players, P and E, moving in the plane are considered. The difference between the games lies in their information structures. In each of the games, sufficient conditions on optimal feedback strategies, in the cases of complete information, and on weak optimal feedback strategies, in the cases of incomplete information, are derived. Optimal strategies are computed for the cases of complete information and weak suboptimal strategies for the cases of incomplete information. The results indicate that the correct measurement of the direction of the segment PE is more important than the measurement of the distance (P, E).     

Information structure and the transmission of inflationary expectations

This paper explores the implications of extending the natural-rate model of macroeconomics by expanding agents' information sets and elaborating the structure of information flow. The atomistic information structure of the standard model is replaced by information structures in which agents have access to at least one additional current price in an informationally neighboring market. Several alternative information structures are proposed and explored, including network-like arrays in which all markets are linked directly or indirectly by information sharing. The analysis demonstrates how moments of the time distribution of inflationary shocks, cross-sectional distributions of inflation estimates and forecasts, and the time profile of adjustment to inflationary shocks can all be influenced significantly by the underlying information structure.     

Information in Quantal Response Data and Random Censoring

In this paper we study interesting properties of Fisher and divergence type measures of information for quantal, complete and incomplete random censoring, and not censoring at all. It is shown that, while quantal random censoring is less expensive, it is less informative than complete random censoring. It is also shown that in experiments which are mixtures of quantal and complete random censoring, the information received from these experiments is a convex combination of quantal information and the information in complete random censoring. Finally, the "total information" property is studied, in which the information received by the uncensored experiment can be expressed as the sum of the information provided by random censoring and the loss of information due to censoring. The results for Fisher's measure of information are an extension of already known results to the multiparameter case. The investigation of the previous information properties for divergence type measures is a new element, as well as the comparison of byproducts of Fisher information matrices.     

政府监管下的医院医疗信息分享演化博弈分析

在分析政府监管下医院间医疗信息分享特征的基础上,结合我国当前正在推行的医联体医院间信息分享运作模式,引入梅特卡夫定律并考虑患者评价的影响,分析了监管部门与医院各自的利益组成,建立了监管部门与医院两者之间的演化博弈模型,并采用复制动态方程研究了不同情形下医院间信息分享的演化博弈轨迹。研究表明,政府通过监管并建立激励惩罚机制等引导措施对医院最终达到的演化稳定态具有极大影响;降低医院主体信息分享的风险成本、规范提高医院分享信息的质量、引导患者增强对医院信息分享的关注、制定有吸引力和威慑力的奖惩政策,是促进医院医疗信息分享的关键。研究结果可为政府监管部门预测医院间的信息分享趋势和制定精准化政策以促进分享提供参考。     

Optimal Utility with Some Additional Information

Abstract

A utility optimization problem for continuous time financial markets is examined in the presence of additional information. Three cases, including “side information known in advance,” “information disclosure at the market-known time,” and “information disclosure at the market-unknown time,” are discussed. The martingale representation theorems for each case are obtained by using stochastic filtering technique. In the case of logarithmic utility, the analytic forms of optimal solutions are obtained and the effect of these kinds of additional information to investor's strategies are revealed.     

Quantity of information; Comparison between information systems: 1. Non-fuzzy states

In statistical theory, experiments or probabilistic information systems are supposed to be informative, since they reduce the amount of uncertainty associated with the states of nature. For the case that the available information systems are vague (fuzzy information systems), H. Tanaka, T. Okuda and K. Asai have proven, using the ‘measure of information’ as provided by ‘entropy’, that the fuzzy information systems are informative too.Now, we wish to state and to study a criterion in order to compare fuzzy information systems by the ‘quantity of information of a fuzzy information system’ (defined by Tanaka et al.).In this first paper we consider the situation where we require information about the original state space (non-fuzzy state space).The second paper will deal with the situation where we require only information on certain vague states (fuzzy states).     

基于Fuzzy-Grey关联分析的信息资源聚焦的数学模型

本文运用饱和信息维的增减技术对信息获取子空间进行结构上的剖分,用饱和信息维列作为因子列来构造灰色关联空间,将灰色理论中的关联分析用于模糊综合评判模型,用灰色关联系数来替代隶属度,用关联序来描述信息之间的相关联程度,得到信息资源聚焦的一种新的数学模型。