基于进化博弈视角的水源地与下游生态补偿合作演化分析

水源地与下游地方政府之间的协议合作可以协调流域上下游之间的矛盾和利益,是一种可实现流域生态保护良性循环的生态补偿尝试。本文应用进化博弈的双种群博弈理论,研究了水源地和下游地方政府之间博弈演化过程及影响因素。研究表明,流域上下游地方政府合作的演化方向主要受水源地不保护及下游不补偿受到的惩罚、下游对水源地的补偿额度、水源地和下游合作的初始成本、水源地生态保护的成本及收益等八个因素的影响。降低水源地的保护成本及水源地和下游合作的初始成本,提高水源地因保护而获得的综合效益、提高水源地不保护及下游不补偿受到的惩罚额度、合理确定下游对水源地的补偿额度将有利于水源地生态补偿机制向合作方向演进。     

基于博弈论的融资租赁保证金确定方法研究

针对融资租赁中租金偿还违约风险的防范问题,研究了如何合理设置租赁保证金来防范违约风险.运用博弈理论建立了租金偿还的动态博弈模型,采用逆向归纳法求解该博弈模型并推导出了预防性保证金确定方法及其适用条件,通过边界条件的改变继而推导出了补偿性保证金确定方法及其适用条件.算例分析表明,运用两种方法来计算租赁保证金时,只需已知租赁项目各期租金和租赁资产的价值而无需知道租赁项目的各期收益,仅以出租人预期租赁项目在各期的收益与租金之间的大小作为判据来选择保证金确定方法.两种保证金确定方法具有较高的实用性和可操作性,是出租人合理地确定租赁保证金的有效方法.     

Stability and Evolution of Synonyms and Homonyms in Signaling Game

Synonyms and homonyms appear in all natural languages. We analyze their evolution within the framework of the signaling game. Agents in our model use reinforcement learning, where probabilities of selection of a communicated word or of its interpretation depend on weights equal to the number of accumulated successful communications. When the probabilities increase linearly with weights, synonyms appear to be very stable and homonyms decline relatively fast. Such behavior seems to be at odds with linguistic observations. A better agreement is obtained when probabilities increase faster than linearly with weights. Our results may suggest that a certain positive feedback, the so-called Metcalfe’s Law, possibly drives some linguistic processes. Evolution of synonyms and homonyms in our model can be approximately described using a certain nonlinear urn model.     

再装股票期权的Esscher变换定价

近年来,公司为了吸引和激励股票的执行者而引入了一系列的非传统期权.本文将讨论其中的一种:再装期权,运用Esscher变换给出了再装期权(只装一次)的闭式解,并提供了数值计算的例子,为实践者提供了理论上的参考价格.     

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.     

随机利率下跳-扩散过程的产量保险定价模型

本文研究了农产品价格为一般的跳-扩散模型,随机跳部分为复合Poisson过程,并假设远期利率服从HJM模型,利用测度变换技巧,给出了合同的在此模型下的解析解.     

Complex adaptive systems and game theory: An unlikely union

A Complex Adaptive System is a collection of autonomous, heterogeneous agents, whose behavior is defined with a limited number of rules. A Game Theory is a mathematical construct that assumes a small number of rational players who have a limited number of actions or strategies available to them. The CAS method has the potential to alleviate some of the shortcomings of GT. On the other hand, CAS researchers are always looking for a realistic way to define interactions among agents. GT offers an attractive option for defining the rules of such interactions in a way that is both potentially consistent with observed real‐world behavior and subject to mathematical interpretation. This article reports on the results of an effort to build a CAS system that utilizes GT for determining the actions of individual agents. © 2009 Wiley Periodicals, Inc. Complexity, 16,24–42, 2010     

Information patterns and Nash equilibria in extensive games: 1

In this paper we explore the relation between information patterns and Nash Equilibria in extensive games. By information we mean what players know about moves made by others, as well as by chance. For the most part we confine ourselves to pure strategies. But in Section 2 behavioral strategies are also examined. It turns out that they can be modeled as pure strategies of an appropriately enlarged game. Our results, applied to the enlarged game, can then be reinterpreted in terms of the behavioral strategies of the original game.     

Regular Subgraphs in Graphs and Rooted Graphs and Definability in Monadic Second - Order Logic

We investigate the definability in monadic ∑₁¹ and monadic Π₁¹ of the problems REG_k, of whether there is a regular subgraph of degree k in some given graph, and XREG_k, of whether, for a given rooted graph, there is a regular subgraph of degree k in which the root has degree k, and their restrictions to graphs in which every vertex has degree at most k, namely REG_k^k and XREG_k^k, respectively, for k ≥ 2 (all our graphs are undirected). Our motivation partly stems from the fact (which we prove here) that REG_k^k and XREG_k^k are logspace equivalent to CONN and REACH, respectively, for k ≥ 3, where CONN is the problem of whether a given graph is connected and REACH is the problem of whether a given graph has a path joining two given vertices. We use monadic first - order reductions, monadic ∑₁¹ games and a recent technique due to Fagin, Stockmeyer and Vardi to almost completely classify whether these problems are definable in monadic ∑₁¹ and monadic Π₁¹, and we compare the definability of these problems (in monadic ∑₁¹ and monadic Π₁¹ with their computational complexity (which varies from solvable using logspace to NP - complete).     

The Study of Minimax Inequalities, Abstract Economics and Applications to Variational Inequalities and Nash Equilibria

In this survey, a new minimax inequality and one equivalent geometricform are proved. Next, a theorem concerning the existence of maximalelements for an LC-majorized correspondence is obtained.By the maximal element theorem, existence theorems of equilibrium point fora noncompact one-person game and for a noncompact qualitative game withLC-majorized correspondences are given. Using the lastresult and employing 'approximation approach', we prove theexistence of equilibria for abstract economies in which the constraintcorrespondence is lower (upper) semicontinuous instead of having lower(upper) open sections or open graphs in infinite-dimensional topologicalspaces. Then, as the applications, the existence theorems of solutions forthe quasi-variational inequalities and generalized quasi-variationalinequalities for noncompact cases are also proven. Finally, with theapplications of quasi-variational inequalities, the existence theorems ofNash equilibrium of constrained games with noncompact are given. Our resultsinclude many results in the literature as special cases.