Minority Game of price promotions in fast moving consumer goods markets

A variation of the Minority Game has been applied to study the timing of promotional actions at retailers in the fast moving consumer goods market. The underlying hypotheses for this work are that price promotions are more effective when fewer than average competitors do a promotion, and that a promotion strategy can be based on past sales data. The first assumption has been checked by analysing 1467 promotional actions for three products on the Dutch market (ketchup, mayonnaise and curry sauce) over a 120-week period, both on an aggregated level and on retailer chain level.

The second assumption was tested by analysing past sales data with the Minority Game. This revealed that high or low competitor promotional pressure for actual ketchup, mayonnaise, curry sauce and barbecue sauce markets is to some extent predictable up to a forecast of some 10 weeks. Whereas a random guess would be right 50% of the time, a single-agent game can predict the market with a success rate of 56% for a 6–9 week forecast. This number is the same for all four mentioned fast moving consumer markets. For a multi-agent game a larger variability in the success rate is obtained, but predictability can be as high as 65%.

Contrary to expectation, the actual market does the opposite of what game theory would predict. This points at a systematic oscillation in the market. Even though this result is not fully understood, merely observing that this trend is present in the data could lead to exploitable trading benefits. As a check, random history strings were generated from which the statistical variation in the game prediction was studied. This shows that the odds are 1:1,000,000 that the observed pattern in the market is based on coincidence.     

匹配对策模型的核心稳定性

本文研究匹配合作对策模型的核心稳定性。基于线性规划对偶理论和图论的相关知识，我们首先证明了匹配对策有稳定核心当且仅当其基础二部图有完美匹配。其次我们讨论了几个与核心稳定性密切相关的性质（核心的包容性、对策的精确性和可扩性）并证明了它们的等价性。基于这些结果，我们还讨论了相应问题的算法。     

矩阵博弈的胜利度和“僵局”

矩阵博弈又称有限对抗博弈，而对抗博弈的结果必是一方胜利，失败或双方和局，本首先给出胜利、失败和和局的数学模型，接着给出描述胜利程度的概念-胜利度并讨论了胜利度的几个简单性质，依此分析了传统矩阵博弈出现“僵局”的原因并指出排除“僵局”的方法。     

模糊二人零和对策的纳什均衡求解

用三角模糊数刻画二人零和对策支付值的不确定性,提出了计算模糊二人零和对策纳什均衡解的多目标规划方法.给出了一种基于区间数比较的三角形模糊数排序方法,根据该方法将模糊二人零和对策转化为多目标线性规划.通过一个数值实例说明了该方法的有效性和实用性.     

On optimal reinsurance treaties in cooperative game under heterogeneous beliefs

In this paper, we study the optimal reinsurance policies as the result of a two-person cooperative game. We assume that both the insurer and the reinsurer are risk averse and expected-utility maximizers. In addition, we assume that they “agree to disagree” on the distribution of the underlying losses in the contract negotiation.In our analysis, we consider two scenarios. In the first one, the reinsurance premium is fully negotiable, whereas in the second one, the premium is determined by the reinsurer using the expected value premium principle. For both scenarios, we first derive the set of Pareto-optimal reinsurance contracts and then identify the reinsurance contract corresponding to the Nash bargaining solution as well as that corresponding to the Kalai–Smorodinsky bargaining solution.     

Stochastic differential reinsurance games with capital injections

This paper investigates a class of reinsurance game problems between two insurance companies under the framework of non-zero-sum stochastic differential games. Both insurers can purchase proportional reinsurance contracts from reinsurance markets and have the option of conducting capital injections. We assume the reinsurance premium is calculated under the generalized variance premium principle. The objective of each insurer is to maximize the expected value that synthesizes the discounted utility of his surplus relative to a reference point, the penalties caused by his own capital injection interventions, and the gains brought by capital injections of his competitor. We prove the verification theorem and derive explicit expressions of the Nash equilibrium strategy by solving the corresponding quasi-variational inequalities. Numerical examples are also conducted to illustrate our results.     

基于复杂网络演化博弈的企业低碳创新合作行为网络演化机理研究

针对企业低碳创新合作所面临的复杂问题,基于现实复杂网络结构特征,运用演化博弈理论研究有限理性下企业低碳创新合作行为网络演化机理,利用Matlab仿真技术探究无标度网络载体上微观因素对低碳创新合作行为的影响。研究结果表明:低碳创新利益分配、协同效益和违约惩罚对低碳创新合作行为网络演化结果的影响最为显著,网络规模越大网络演化速度越慢,网络规模越小对协同系数和利益分配系数的敏感性越强,网络规模越大对技术溢出系数和违约惩罚的敏感性越强。研究结论可以为企业低碳创新合作策略制定提供解决依据。     

公平关切下物流服务供应链质量缺陷承诺策略研究

考虑物流服务供应链中成员的公平关切行为,以Nash讨价还价均衡解作为公平收益参照点,构建Nash讨价还价公平关切下物流服务供应链质量缺陷承诺策略模型,分析和研究公平关切对最优策略、利润和效用的影响。研究结果表明,物流服务质量缺陷承诺水平随着物流服务集成商公平关切系数的增加而减少,却随着物流服务提供商公平关切系数的增加而增加;物流服务订购量随着物流服务集成商公平关切系数的增加而减少,也随着物流服务提供商公平关切系数的增加而减少;当物流服务提供商的公平关切系数增加时,物流服务供应链中各成员的利润和效用以及整体利润和效用都会不断减少;但当物流服务提供商的公平关切程度一定而物流服务集成商的公平关切系数增加时,物流服务供应链中各成员的利润和效用以及整体利润和效用不断提高。     

PPP项目中投资者协同行为发生机制及其演化规律研究

在公私合作项目(PPP)项目中,政府和私人投资者可能会采取协同行为来追求自身利益。这就需要对政府和私人投资者的协同行为进行研究,以了解提高项目绩效的基础机制。首先,基于演化博弈模型分析项目投资者策略选择的动态演化过程,据此政府和私人投资者通过交互选择来实现各自的最优策略。其次,通过演化博弈模型分析发现,政府和私人投资者协作管理具有多重复杂路径演化,其稳定策略很大程度上取决于组织的初始状态及相互激励关系。然后,探讨不同情境下投资者的最优策略和有效增强投资者协同行为的利益协调机制。     

"双积分"制度下新能源汽车 双合作制造的博弈分析

基于即将实施的"双积分"政策,分析普通、新能源汽车生产线共存的供应链合作模式,建立"双积分"下新能源汽车双合作制造模型,提出车企总收益最大化的生产布局策略.分析分配应该满足的性质,将满足此性质的双合作博弈Shapley值应用到两条生产线并存的供应链合作制造问题中,提出最优分配策略.最后,以吉利汽车为例进行实证分析,对于总积分值为正的单位,应该通过增加普通汽车产量、对外出售积分、提高积分达标值等增加收益.实证显示新能源汽车双合作制造模型的有效性,模拟结果可为车企决策提供参考.