Buying cooperation in an asymmetric environmental differential game

We consider a two-player asymmetric differential game of pollution control. One player is non-vulnerable to pollution, or unwilling to consider damages when choosing her production policy in a non-cooperative game. We characterize the feedback-Nash equilibrium and the cooperative solution. We establish conditions under which the vulnerable player can buy the cooperation of the non-vulnerable player to control her emissions. We further use the Nash bargaining solution to allocate the total cooperative dividend between the two players and propose a time-consistent decomposition overtime of the total payoff.     

具缺货期不同决策支配权的两级供应链合作机制研究

从考虑市场需求固定且卖方和买方对缺货期的不同决策支配权情况,研究了两级供应链的合作机制,建立了其不完全信息的动态博弈模型,并得出其精炼贝叶斯纳什均衡,从理论上证明了卖方和买方分别占支配地位和从属地位时买方卖方应相互合作。     

机制设计中的履约理论研究综述

显示原理和履约理论是机制设计理论中的两大基石。履约理论把社会选择规则和博弈论联系起来,确保计划者预设的社会目标可以实现。马斯金首先提出了纳什履约理论的充分必要条件,即马斯金单调性和无否决权,随后其他学者提出了其它均衡策略的履约条件。文章论述了履约理论的产生背景和过程,分析了完全信息和不完全信息两种情形下不同的均衡策略履约条件及其精炼,并讨论了履约理论的局限性和未来的研究方向。     

Pricing policy and coordination for a two-layer supply chain of duopolistic retailers and socially responsible manufacturer

This paper explores channel coordination and profit distribution in a two-layer socially responsible supply chain that consists of a manufacturer and two competitive retailers. In manufacturer-Stackelberg game setting, the manufacturer exhibits corporate social responsibility and the retailers play Cournot and Collusion games. Besides comparing the optimal decisions of the retailers two game behaviours, the paper analyses the effects of social responsibility on the optimal decisions. It is found that two-part tariff contract resolves channel conflict and provides win–win outcome for a specific range of the franchise fee and it is always possible to find a particular profit split using Nash bargaining product. With increasing social responsibility of the manufacturer, the coordinated wholesale prices of the manufacturer may be both decreasing or ‘U’ shaped and decreasing when the market potentials of the retailers are almost the same or significantly different. Also, at least one coordinated wholesale price is less than the manufacturer's marginal cost. The proposed model is illustrated by a numerical example.     

多渠道环境下产品分销及协调策略

文中构建了由一个制造商与一个零售商组成的双渠道供应链模型,提出了三种不同条件下的决策模型。研究了双渠道环境下产品分销及协调结构中的利益分享。研究发现品牌差异化并不是协调渠道冲突的主导分销策略。制造商采用协调结构并进行利益分享可以最大化整个供应链的利益,同时对于每个渠道成员都是双赢的。     

A market game with symmetric limit orders

We extend the market game with symmetric limit orders studied in Weyers (2003, 2004) to a many-good setup. Our limit orders are symmetric in terms of payment and determine a unique consistent price system for every strategy profile. The limit orders studied in the previous literature—see Dubey (1982), Simon (1984) and Mertens (2003)—share none of these properties. It is shown that three mild market-thickness conditions imply that the set of symmetric Nash equilibrium outcomes coincides with the set of price-taking equilibrium outcomes. First, the Dubey and Shubik (1978) refinement is used to eliminate no-trade as an equilibrium. Second, any price-taking equilibrium has trade in each market. Third, there are at least two agents of each type, where a type is determined by preferences and endowments. The last two conditions enable applying the Bertrand argument. This paper thus provides new insights to Bertrand’s (1883) classic critique of Cournot and the associated problem of capacity constraints raised by Edgeworth (1897).     

集中战略的博弈分析

企业的经营战略可分为成本领先战略、差异化战略以及集中战略。集中战略最突出的特点是企业专门服务于总体市场的一部分,对某一类型的顾客或某一地区性市场作密集性经营。本文拟运用博弈论的相关模型对集中战略进行分析。     

助人为乐的“道德困境”研究

本文运用博弈模型揭示了"助人为乐"现象逐步沦失的经济学原理,结论显示:在一定的假设前提下,出现了"道德困境"。即:不提供帮助和实施报复是经济人的最优选择。为了改变这一低效率的均衡,本文引入政府行为变量后再次博弈,最终得出解决"道德困境"的途径。     

用博弈理论选择虚拟建筑施工企业的协作伙伴

虚拟企业是二十一世纪制造业主要的发展模式,是以制造技术和计算机技术支持的系统建模和仿真技术为基础、集成现代制造工艺、计算机图形学、并行工程人工智能、人工现实技术和多学科知识形成的一种综合系统技术。根据虚拟建筑施工企业涉及到与建筑施工有关的工程活动的情况,分析了虚拟建筑施工企业协作伙伴的选择方法,得出采用博弈理论的讨价还价模型来评估协作伙伴是最有效的方法之一。     

供应链联盟的博弈分析及模型构建研究

伴随着供应链联盟的兴起,供应链之间的竞争代替企业间的竞争作为一种新观念正在逐渐深化。本文通过对供应链联盟的成因分析以及博弈现象分析的论述,并应用纳什均衡原理,最终提出只有当所有的成员组成联合的同盟时才能获得最高的总体效益这一论点,这是合作与竞争之间的一种能够真正实现共赢的高端结合。     

石油企业海外开发策略——反馈纳什均衡解法的应用

微分博弈是博弈论中最复杂而又甚有实用价值的分支。由于经济系统处于时时的动态之中,很多经济行为或状态变量在时间上无法割裂。由于前一刻的最优决策在下一刻可能不再为最优,甚至是最劣的,决策者需要在每时每刻根据环境的转变而制定相应的对策。因此,引入微分博弈研究相关动态经济问题具有更大的实用价值。在研究微分博弈的反馈纳什均衡解法的基础上,联系中国石油企业海外开发的实际情况,通过建立一个石油跨国开采微分博弈模型,分析并得出跨国石油开采的最优策略轨迹,为中国石油企业的跨国经营提供了建设性的策略。     

博弈视角下的大股东掏空与支持行为研究

大股东对上市公司采取掏空或支持投资行为的关键在于双方的博弈,若大股东的综合资本成本较低,那么大股东和上市公司之间存在重复博弈,这种情况下大股东采取支持行为,为了获得更长远利益;反之,则两者之间就是"囚徒"模型,大股东选择掏空追求短期利益。     

Stationary Markovian equilibrium in altruistic stochastic OLG models with limited commitment

We introduce a new class of infinite horizon altruistic stochastic OLG models with capital and labor, but without commitment between the generations. Under mild regularity conditions, for economies with either bounded or unbounded state spaces, continuous monotone Markov perfect Nash equilibrium (henceforth MPNE) are shown to exist, and form an antichain. Further, for each such MPNE, we can also construct a corresponding stationary Markovian equilibrium invariant distribution. We then show for many versions of our economies found in applied work in macroeconomics, unique MPNE exist relative to the space of bounded measurable functions. We also relate all of our results to those obtained by promised utility/continuation methods based upon the work of Abreu et al. (1990). As our results are constructive, we can provide characterizations of numerical methods for approximating MPNE, and we construct error bounds. Finally, we provide a series of examples to show the potential applications and limitations of our results.     

Odd man out: the proposal-making model

The proposal-making model is applied to the class of three-player/three-cake problems. The set of subgame perfect equilibria (SPEs) and the limit set of SPE payoffs as the risk of breakdown vanishes is characterized. The necessary and sufficient condition for uniqueness is derived. The results for the alternating offer model play an important role. The model always admits one stationary SPE and this equilibrium is related to a multilateral Nash solution. The stationary SPE is the coalition-proof SPE and the limit result differs from the result known for the model without risk of breakdown.     

博弈论视角下的产品质量安全问题研究

近年来,我国频繁爆发产品质量安全事件,从"瘦肉精"、"染色馒头"到"一滴香"、"三聚氰胺"等,产品质量安全问题日益成为影响社会和谐与稳定的重要因素之一,阻碍和制约了我国经济的又好又快发展。本文首先梳理了产品质量安全相关的研究成果,随后从博弈论的角度出发,建立企业和消费者之间的完全信息动态博弈模型,分析企业和消费者为实现各自利益最大化而采取的策略,得出企业和消费者的纳什均衡结果.进而达到探寻产品质量安全产生根源,提出相应对策建议的目的。     

农村宅基地自愿退出中的要价博弈均衡分析

探索宅基地退出机制是当前农村综合改革五大关键领域的重要内容,而农村宅基地退出的关键问题是补偿价格。本文的研究表明:自愿退出决策中,农民的要价决策取决于其对宅基地价值的评估值,但农民的评估价格高于政府的评估价格不是退地交易成功的充分条件,贝叶斯纳什均衡的要价博弈策略并不能使参与者的福利状况达到最大化,农村宅基地自愿退出制度的帕累托改进空间尚存。     

从博弈论的角度分析我国税务筹划的现状

税务筹划作为一种节税行为应当符合政府的立法意图。但在现实条件下,由于政府征税与纳税人追求最大利益是相违背的,因此形成了一种博弈关系。纳税人和税务机关之间的博弈存在着混合战略纳什均衡,并且我国目前税务筹划在实践中应用滞后的现状与纳税人和税务机关之间的博弈关系存在着紧密联系。     

An exact non-cooperative support for the sequential Raiffa solution

This article provides an exact non-cooperative foundation of the sequential Raiffa solution for two-person bargaining games. Based on an approximate foundation due to Myerson (1991) for any two-person bargaining game (S, d) an extensive form game G^S,d is defined that has an infinity of weakly subgame perfect equilibria whose payoff vectors coincide with that of the sequential Raiffa solution of (S, d). Moreover all those equilibria share the same equilibrium path consisting of proposing the Raiffa solution and accepting it in the first stage of the game.By a modification of G^S,d the analogous result is provided for subgame perfect equilibria. These results immediately extend to implementation of a sequential Raiffa (solution based) social choice rule in subgame perfect equilibrium.