| 基于随机微分博弈的动态投入产出问题研究 |
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| 引用本文： | 周海英,宾宁,朱怀念. 基于随机微分博弈的动态投入产出问题研究[J]. 数学的实践与认识, 2017, 0(12): 283-288 |
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| 作者姓名： | 周海英 宾宁 朱怀念 |
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| 作者单位： | 1. 广州航海学院港口与航运管理学院,广东广州,510725;2. 广东工业大学管理学院,广东广州,510520 |
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| 基金项目： | 国家自然科学基金(71171061)，广东省自然科学基金(2014A030310366;2015A030310218)，广东省哲学社会科学“十二五”规划项目(GD14YGL01)，广州航海学院人才引进科研启动项目 |
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| 摘 要： | 基于W Leontief提出的动态投入产出模型,讨论了考虑随机因素的离散时间下的最优策略设计问题.利用博弈论的思想,把动态投入产出系统抽象为离散时间的博弈模型,运用鞍点均衡策略设计出求解该投入产出问题的新方法,为宏观经济决策提供依据.
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| 关 键 词： | 动态投入产出分析 微分博弈 鞍点均衡策略 |
The Analysis of the Dynamic Input-Output Problem with the Saddle Point Equilibrium Strategies |
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| ZHOU Hai-ying,BING Ning,ZHU Huai-nian. The Analysis of the Dynamic Input-Output Problem with the Saddle Point Equilibrium Strategies[J]. Mathematics in Practice and Theory, 2017, 0(12): 283-288 |
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| Authors: | ZHOU Hai-ying BING Ning ZHU Huai-nian |
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| Abstract: | In this paper,Based on W Leontief's dynamic input-output model,the optimal strategies for discrete-time model Considering random factors are studied.With the ideas of game theory,the dynamic input-output system is constructed as a game model which is solved by the saddle point equilibrium strategies.the existence condition of this games is equivalent to the solvability of the associated algebraic Riccati equations.also this new method will provide the basis for macro economic decision-making. |
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| Keywords: | dynamic input-output model differential game saddle point equilibrium strategies |
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