企业合作竞争的进化博弈分析

从参与人有限理性出发,建立了企业合作竞争的模型,采用生物学中的“复制动态”机制来模拟参与人的学习与调整机制,用“进化稳定策略”来描述企业合作竞争博弈的长期进化趋势,探讨了企业合作竞争博弈中的复杂性存在的根源,并提出了相应的解决方案。     

A note on the robustness of Box-Behnken designs to the unavailability of data

Box-Behnken designs and central composite designs are efficient designs for fitting second order polynomials to response surfaces, because they use relatively small numbers of observations to estimate the parameters. In this paper we investigate the robustness of Box-Behnken designs to the unavailability of observations, in the sense of finding t _max , the maximum number of arbitrary rows in the design matrix that can be removed and still leave all of the parameters of interest estimable. The results are compared to the known results for the central composite designs found in MacEachern, Notz, Whittinghill & Zhu (1995). The blocked Box-Behnken designs are equally as robust as those that are not blocked. Received December 1997     

Evolutionary game analysis and regulatory strategies for online group-buying based on system dynamics

The emergence of online group-buying provides a new consumption pattern for consumers in e-commerce era. However, many consumers realize that their own interests sometimes can’t be guaranteed in the group-buying market due to the lack of being regulated. This paper aims to develop effective regulation strategies for online group-buying market. To the best of our knowledge, most existing studies assume that three parties in online group-buying market, i.e. the retailer, the group-buying platform and the consumer, are perfectly rational. To better understand the decision process, in this paper, we incorporate the concept of bounded rationality into consideration. Firstly, a three-parties evolutionary game model is established to study each player’s game strategy based on bounded rationality. Secondly, the game model is simulated as a whole by adopting system dynamics to analyze its stability. Finally, theoretical analysis and extensive computational experiments are conducted to obtain the managerial insights and regulation strategies for online group-buying market. Our results clearly demonstrate that a suitable bonus-penalty measure can promote the healthy development of online group-buying market.     

Beliefs,payoffs, information: On the robustness of the BDP property in models with endogenous beliefs

Neeman (2004) and Heifetz and Neeman (2006) have shown that, in auctions with incomplete information about payoffs, full surplus extraction is only possible if agents’ beliefs about other agents are fully informative about their own payoff parameters. They argue that the set of incomplete-information models with common priors that satisfy this so-called BDP property (“beliefs determine preferences”) is negligible. In contrast, we show that, in models with finite-dimensional abstract type spaces, the set of belief functions with this property is topologically generic in the set of all belief functions. Our result implies genericity of (non-common or common) priors with the BDP property.     

On the relationship between robustness to incomplete information and noise-independent selection in global games

This note demonstrates that a symmetric 3×3 supermodular game may fail to have any equilibrium robust to incomplete information. Since the global game solution in symmetric 3×3 supermodular games is known to be independent of the noise structure, this result implies that a noise-independent selection in global games may not be a robust equilibrium. Our proof reveals that the assumption in global games that the noise errors are independent of the state imposes a non-trivial restriction on incomplete information perturbations.     

对华直接投资跨国公司与中国关系的博弈分析

随着经济全球化的发展,世界各地对跨国公司的发展越来越重视。如今,跨国公司对华直接投资有力地促进了中国经济的发展,但同时也产生了诸多不利影响。本文通过分析跨国公司与我国之间的关系,认为跨国公司与我国政府作为理性的行为主体,其行为都是为了实现自身的利益最大化,然而,由于政府与跨国公司之间的博弈,使本来可以双赢的结果变得不尽如人意。本文试图通过建立一个模型来解决这一问题,从而为我国政府做出相关决策提供理论支持。     

考虑责任违规中断的负责任采购博弈

随着全球供应链的发展,供应商过程违规越来越成为供应中断的常见原因。为改善过程合规性,很多跨国公司已经在全球范围内,尤其是发展中国家实施负责任采购。针对供应商-采购方过程行为建模内生化责任违规中断风险,构建采购方和风险供应商之间的Stackelberg博弈模型,研究订货比例、成本结构等对决策产生的影响。通过比较静态分析发现,在责任违规中断风险下,即使跨国公司的订单占比较小,风险供应商也有动力不断提高合规水平直至完全合规。这说明跨国公司可通过游说当地政府提高对过程违规行为的监管和惩罚,以此激励风险供应商提高合规努力。     

基于合作博弈理论的流失客户赢回决策研究

本文针对不同类型的流失客户分别针对流失客户赢回策略即费用进行博弈,将赢回预算按比例分配这一方式和夏普利值以及核仁的分配进行比较,研究发现企业赢回投入和赢回概率具有正相关的关系,同时对于企业营销实践具有重要的意义。     

战储物资采购定价过程中合谋问题的博弈分析

战储物资采购定价过程的容易发生在军方和供应商之间的合谋问题可分成两情况:一种是信息不对称情况下合谋问题;另一种是存在第三方监管下合谋问题。运用博弈理论对这两种情况进行了探讨,在此基础上,得出解决此类合谋问题的最佳策略。     

A general framework for approximate sampling with an application to generating points on the boundary of bounded convex regions

We consider the problem of generating a sample of points according to some given probability distribution over some region. We give a general framework for constructing approximate sampling algorithms based on the theory of Markov chains. In particular, we show how it can be proven that a Markov chain has a limiting distribution. We apply these results to prove convergence for a class of so-called Shake-and-Bake algorithms, which can be used to approximate any absolutely continuous distribution over the boundary of a full-dimensional convex body.     

生猪产业链行为主体博弈对生猪价格影响分析

由于生猪产业链不同节点上行为主体目标利益的差异。导致所有行为主体在产业链上追逐着各自的最大化利益,利益博弈最终影响了生猪产业链各节点市场价格的变化。应用博弈论中的讨价还价模型和信号传递模型分析了种猪供应商、仔猪养殖者、生猪饲养者以及在这三者之间的中间商等生猪产业链行为主体博弈对生猪市场价格的影响。     

我国环境信息公开制度实施有效性的研究

我国的经济发展取得巨大成就的同时,带来了日益严峻的环境污染问题。而企业作为环境污染的主体,其环境行为备受瞩目。自2008年5月1日起正式实施的《环境信息公开办法(试行)》为更有效地管理企业生产行为、减少污染提供了新的手段。     

城市拆迁中的维权博弈

首先依据外部性原理和博弈论方法,构建了被拆迁人维权行为博弈模型,并对此进行了分析.研究表明,增加对被拆迁人的补偿比加大对拆迁人惩罚力度的效果要好;政府行政执法机关积极履行职责,要比被动查处拆迁人的侵权来保护被拆迁人的合法权益成本更低.最后,据此提出了建议.     

A flexible approach to parametric inference in nonlinear and time varying time series models

Many structural break and regime-switching models have been used with macroeconomic and financial data. In this paper, we develop an extremely flexible modeling approach which can accommodate virtually any of these specifications. We build on earlier work showing the relationship between flexible functional forms and random variation in parameters. Our contribution is based around the use of priors on the time variation that is developed from considering a hypothetical reordering of the data and distance between neighboring (reordered) observations. The range of priors produced in this way can accommodate a wide variety of nonlinear time series models, including those with regime-switching and structural breaks. By allowing the amount of random variation in parameters to depend on the distance between (reordered) observations, the parameters can evolve in a wide variety of ways, allowing for everything from models exhibiting abrupt change (e.g. threshold autoregressive models or standard structural break models) to those which allow for a gradual evolution of parameters (e.g. smooth transition autoregressive models or time varying parameter models). Bayesian econometric methods for inference are developed for estimating the distance function and types of hypothetical reordering. Conditional on a hypothetical reordering and distance function, a simple reordering of the actual data allows us to estimate our models with standard state space methods by a simple adjustment to the measurement equation. We use artificial data to show the advantages of our approach, before providing two empirical illustrations involving the modeling of real GDP growth.     

A unified approach to validating univariate and multivariate conditional distribution models in time series

Modeling conditional distributions in time series has attracted increasing attention in economics and finance. We develop a new class of generalized Cramer–von Mises (GCM) specification tests for time series conditional distribution models using a novel approach, which embeds the empirical distribution function in a spectral framework. Our tests check a large number of lags and are therefore expected to be powerful against neglected dynamics at higher order lags, which is particularly useful for non-Markovian processes. Despite using a large number of lags, our tests do not suffer much from loss of a large number of degrees of freedom, because our approach naturally downweights higher order lags, which is consistent with the stylized fact that economic or financial markets are more affected by recent past events than by remote past events. Unlike the existing methods in the literature, the proposed GCM tests cover both univariate and multivariate conditional distribution models in a unified framework. They exploit the information in the joint conditional distribution of underlying economic processes. Moreover, a class of easy-to-interpret diagnostic procedures are supplemented to gauge possible sources of model misspecifications. Distinct from conventional CM and Kolmogorov–Smirnov (KS) tests, which are also based on the empirical distribution function, our GCM test statistics follow a convenient asymptotic $N(0,1)$ distribution and enjoy the appealing “nuisance parameter free” property that parameter estimation uncertainty has no impact on the asymptotic distribution of the test statistics. Simulation studies show that the tests provide reliable inference for sample sizes often encountered in economics and finance.     

关于新时期统一战线如何扶持中小企业发展的思考

在新时期,统一战线要全面贯彻落实科学发展观,团结一切可以团结的力量,调动一切积极因素,为帮助中小企业克服困难,促进中小企业实现又好又快发展做好服务工作。     

A new approach to maximum likelihood estimation of sum-constrained linear models in case of undersized samples

Maximum likelihood procedures for estimating sum-constrained models like demand systems, brand choice models and so on, break down or produce very unstable estimates when the number of categories ( n ) is large as compared with the number of observations ( T ). In applied research, this problem is usually resolved by postulating the contemporaneous covariance matrix of the dependent variables to be known apart from a constant of proportionality. In this paper we develop a maximum likelihood procedure for sum-constrained models with large numbers of categories, which does not require too many observations, but nevertheless allows for n covariance parameters to be estimated freely.     

水产领域技术性贸易措施通报趋势分析

及时分析国际技术性贸易措施动态,掌握其发展趋势,有利于我国加强对技术性贸易措施的预警与应对工作。近年来涉及水产品的通报在通报数量、成员提交通报情况、制定通报文件的目的理由及通报的热点问题等方面呈现出一定的规律性及发展趋势：一是水产品技术性贸易措施的提交国呈现出明显的地区特点,二是农药残留通报已成为通报主要热点,三是卫生防疫类通报呈现上升趋势,四是TBT类型通报数量上升趋势明显,五是有机食品类型通报数量显著上升。     

关于新时期统一战线如何扶持中小企业发展的思考

在新时期,统一战线要全面贯彻落实科学发展观,团结一切可以团结的力量,调动一切积极因素,为帮助中小企业克服困难,促进中小企业实现又好又快发展做好服务工作。