Coalition Formation and Stability

This paper aims to develop, for any cooperative game, a solution notion that enjoys stability and consists of a coalition structure and an associated payoff vector derived from the Shapley value. To this end, two concepts are combined: those of strong Nash equilibrium and Aumann–Drèze coalitional value. In particular, we are interested in conditions ensuring that the grand coalition is the best preference for all players. Monotonicity, convexity, cohesiveness and other conditions are used to provide several theoretical results that we apply to numerical examples including real-world economic situations.     

An Abortion Based Search Method for Optimal Coalition Structure Generation

Group Decision and Negotiation - The Coalition Structure Generation (CSG) problem is a partitioning of a set of agents into exhaustive and disjoint subsets to maximize social welfare. This...     

Coalition Formation: The Role of Procedure and Policy Flexibility

A spatial model of coalition formation is used together with data from Dutch elections and theoretical instances to study different procedures of coalition formation. The model shows that procedure plays an important role in reaching a coalition agreement and that political parties do not necessarily benefit from being a first-mover. Moreover, it is shown that a decrease in a party’s flexibility can be (dis)advantageous in coalition negotiations. Furthermore, certain power sharing tactics appear not always to lead to an agreement that is in a party’s advantage. The main message put forward is that the procedure of forming a coalition plays a more important role than is usually acknowledged in literature and practice.     

东亚货币联盟的可行性研究

本文运用最优货币区理论，对东亚地区建立货币联盟的可行性进行了分析。结果表明：东亚地区目前整体上并不具备建立货币联盟的条件，但在日本等几个国家（地区）之间，则比较符合建立货币联盟的标准。所以，首先在东亚地区的这几个国家（地区）建立货币联盟，然后逐步向外围扩展是最可行的选择。     

基于AHP的含偏好DEA物流战略伙伴选择模型研究

物流战略伙伴的评价和选择是一个非常复杂的过程。基于AHP的含偏好DEA物流战略伴选择模型,将物流运作成本和评价指标分别作为模型的输入、输出变量,考虑到了工商企业对物流企业的输出指标的偏好。文章还对输出变量进行了综合处理,使模型更具有实用性和可操作性。     

基于多Agent的期货市场实验研究

期货市场是一个多Agent复杂性适应系统。此文结合复杂性系统理论,建立期货市场的离散性事件仿真模型,并设计了市场交易机制和自动学习方法,介绍了公共仿真平台Swarm,并通过Swarm仿真平台编写仿真程序,对仿真结果进行了分析,研究了期货市场的一些运行情况,并对特殊情况下市场的变化做出了准确预测。     

Coalition Formation Procedures: The Impact of Issue Saliences and Consensus Estimation

Coalition formation procedures incorporate two properties that are not often found in other coalition formation models: the choice between different formation paths and constrained consensus positions. However, there are two aspects of coalition formation procedures that are often overlooked: issue saliences and consensus estimation. Issue saliences are a measure of the importance that parties can attribute to issue dimensions. Initially, we employ the classical application to implement issue saliences. The classical application combines the Euclidean distance with the center of gravity as a consensus estimate. Secondly, we introduce a consistent distance application where the coalition consensus position is determined by minimizing the sum of salience-weighted Euclidean distances. The impact of these aspects is examined with the help of both numerical and empirical applications. The results indicate that both the consensus estimation method and the inclusion of issue saliences do not only have an impact on the estimated consensus position. They also determine the individual parties’ preferences towards the potential coalition formation procedures.     

基于企业资源异质性的战略联盟偏好研究

关于战略联盟的大多数研究都是沿袭传统的交易成本理论。然而,随着战略联盟数量和方式的不断增加,该理论的解释能力受到质疑。以企业间拥有资源的异质性特征为基础,利用资源学说的观点解释了基于資源异质的战略联盟偏好并对其联盟特性进行了分析总结。     

A Multi-Agent Model for Overlapping Negotiations

In the last few years, research on multi-agent systems has addressed different aspects of intelligent negotiations using methods developed in different domains including game theory, decision theory, and economic models. The research proposed in Andersson and Sandholm (1999), Sandholm (1993), Sandholm and Lesser (1995) and Aknine et?al. (2004), Aknine (2002) are significant examples. However, only some of this work focuses on problems related to complex negotiations, particularly those concerning new generation applications. This new research raises fundamental difficulties we have encountered, especially in overlapping negotiations and combined negotiations. This article is interested essentially in overlapping negotiations, which include several agent roles in a same negotiation. One or more agents may play each of these roles. This work shows that the high-level negotiation models are necessary in order to control the execution of overlapping negotiation processes, since, in these negotiations we are facing both classical problems of multi-agent negotiations based on two agents’ roles and the problems concerned with the interdependence of these negotiations. Synchronization of these different processes is thus necessary because of the multiplicity of the roles. Thus, this paper presents a formalized negotiation model, which deals with this problem. It gives a theoretical analysis of the suggested model and discusses the results of the experimental evaluation. To perform this evaluation, we use the application of intelligent service agencies on the Internet.     

Matrix Representation of Conflict Resolution in Multiple-Decision-Maker Graph Models with Preference Uncertainty

Explicit matrix representations of solution concepts in a graph model of a multiple-decision-maker conflict with preference uncertainty are developed. In a graph model, the relative preferences of each DM over the available states are crucial in determining which states are stable according to any stability definition (solution concept). Unfortunately, it is often difficult to obtain accurate preference information in practical cases, so models that allow preference uncertainty can be very useful. In this work, stability definitions are extended to apply to graph models with this feature. The extension is easiest to implement using the matrix representation of a conflict model, which was developed to ease the coding of logically-defined stability definitions. Another benefit of matrix representation is that it facilitates modification and extension of the definitions.     

A Comparative Analysis of Two Models of Store Preference Incorporating the Notion of Self-Image and Store-Image:

A model of consumer preferences of department stores is presented which links preferences to Weighted Differences between various components of Images of department stores and a consumer's self-image--the WDI model of preference. We provide a theoretical and empirical comparison of the WDI model with Moutinho's model that also incorporates the idea of self- and storeimages but does not permit differential weighing of image components. We show that theWDI model is parsimonious and empirically outperforms Moutinho's model of preference.     

权证定价中基于GARCH模型族的波动率研究

传统的权证定价方法假定标的证券收益率服从对数正态分布。但现实世界中标的证券收益率却具有尖峰厚尾分布,波动率的聚集性,证券市场的"杠杆作用"等特征,因而传统定价结果可能导致偏差较大。为此,本文以随机波动率代替历史波动率的假设,消除金融时间序列的异方差性的影响;运用GARCH模型族中的3种模型(GARCH,EGARCH,GJR-GARCH)对其进行参数估计,及权证定价对比;还分别就历史与随机波动率的差别、对称型与非对称型GARCH模型的差别,以及理论与实际的差别进行了比较分析。结论得出这种差别的来源,并对此进行了探讨。     

Negotiating a Stable Government: An Application of Bargaining Theory to a Coalition Formation Model

In this paper, we apply bargaining theory to a certain model of coalition formation. The notions of a feasible government and a stable government are central in the model considered. By a government, we mean a pair consisting of a majority coalition and a policy supported by this coalition. The aim of this paper is to establish which stable government should be created if more than one stable government exists or, in case there is no stable one, which feasible government should be formed if more than one feasible government exists. Several bargaining procedures leading to the choice of one stable (or feasible) government are proposed. We define bargaining games in which only parties belonging to at least one stable (or feasible) government bargain over the creation of a government. We consider different bargaining costs. We investigate subgame perfect equilibria of the bargaining games defined. It turns out that the prospects of a party depend on the procedure applied, and on the bargaining costs assumed. We also apply the coalition formation model to the Polish Parliament after the 2001 elections and apply the different bargaining games for the creation of a government to this example.     

基于不确定性遗憾偏好模型的消费者偏好差异研究

消费者购买前的主观意向与实际决策行为经常矛盾,即存在陈述性偏好(SP)和显示性偏好(RP)差异性问题。目前关于SP和RP的研究多集中于两者的一致性和互补性,对其差异性研究较少,且忽视了消费者偏好不确定性的影响。基于此,本文提出了不确定性遗憾偏好模型,通过消费者发生购买行为后的满意或后悔程度来衡量SP和RP的差异性。结果表明,品牌认知、设计认知、性能认知及参照群体等不确定性因素,性别、教育和收入等消费者特征因素,价格、产品集、更换时间等产品属性因素均对消费者偏好差异性有显著影响。此外,男、女样本在SP和RP差异性上存在显著的系统性差异。     

Preference Intensities and Majority Decisions Based on Difference of Support Between Alternatives

Simple majority is one of the most used decision rules in practice. However, under this decision rule, an alternative can defeat another one with very poor support. For this reason, other decision rules have been considered in the literature, such as qualified and special majorities as well as other majorities based on difference of votes. In this paper we generalize the latter mentioned voting systems by considering individual intensities of preference, and we provide some axiomatic characterizations.     

筹资决策支持系统数学模型的面向对象表示方法

企业从组建到进行经营生产活动,都必须以占有和能够支配一定数额的资金为前提,因此企业能否选择一个合理、恰当的筹资决策方案势必影响到企业日后经营的成败。由于模型具有提供了决策者通过推广、对比已有结构来分析问题的能力。因此,从筹资决策问题模型入手,运用面向对象的模型表示法构建筹资决策支持系统,从而实现了及时辅助企业决策者做出正确决策的目的。     

A Multi-Agent ODSS Architecture for Supporting Distributed Decision-Making

In this paper, we present an architecture of an ODSS that focuses on organizational learning to enhance the organization's memory and distribution of the organization's intelligence throughout the organization to the various units that need it in their decision-making process. Learning in this ODSS is done by multiple intelligent agents that are designed to gather, accumulate and classify information in order to assist the decision-maker.     

基于消费者心理模型的营销策略分析

心理模型对消费者的购买决策影响巨大。基于心理模型下的模糊营销,应依据消费者所处场合,匹配性宣传产品,适当性投放产品以建立和顺应模糊心理模型;隐喻心理模型则是依据消费者的心理去塑造商品形象,明确企业的核心竞争力和核心创意,并实践企业的核心创意;潜意识心理模型是依据消费者潜意识的趋同效应、环境效应和促销等购买动因来制定营销策略,从而有利于企业根据不同的心理模型制定相应的营销策略,在激烈的市场竞争中顺应消费者心理,促进消费者做出积极的购买决策。     

基于Multi-Agent的物流企业绩效评价模型研究

文章利用多Agent具有的自制性、主动性、交互性等特性,针对物流企业实现智能化评价要求,提出了基于Multi-Agent的物流企业绩效评价系统所需数据的动态采集、传递、存储和实时处理的流程思想,并在此基础上建立物流企业绩效评价模型。     

基于消费心理的品牌敏感者细分及品牌倾向研究

消费者购物决策心理是企业选择目标市场和制定产品及促销策略的重要依据。品牌敏感消费者是一个比较特殊的群体,这类消费者出于不同的心理在消费过程中都比较注重产品的品牌。本文基于消费心理对品牌敏感者进行了细分,分析了不同类型消费者的品牌偏好,并据此提出了营销建议。