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).     

Large economies and two-player games

We characterize the core and the competitive allocations of a continuum economy as strong Nash equilibria of an associated game with only two players.     

竞选村委会主任的博弈分析

利用博弈论,建立竞选村委会主任的博弈模型,分析指出:在完全信息正当拉票情况下,选出来的村委会主任素质比较好;在不完全信息的情况下,不正当和隐蔽拉票行为所选出来的村委会主任可能不能胜任。但是,一旦隐蔽的不正当拉票行为消失,竞选活动就趋于正当拉票的混合战略纳什均衡。所以,为了维护竞选活动的公开、公平和公正性,我国必须制定相关法律去界定和制止隐蔽的不正当拉票行为。     

审计风险的博弈论模型

关于审计风险存在两种传统的理论:“风险分析理论”与“审计建模理论”,这两种理论都局限于静态分析,这种静态分析存在明显的理论缺陷。本文试图从博弈论的角度,通过分析审计师与经理层两者的互动结构,构建更为全面的审计风险分析模型,丰富和完善审计风险理论,为审计理论与实践提供更为新颖的视角。     

Pareto-undominated and socially-maximal equilibria in non-atomic games

This paper makes the observation that a finite Bayesian game with diffused and disparate private information can be conceived of as a large game with a non-atomic continuum of players. By using this observation as its methodological point of departure, it shows that (i) a Bayes–Nash equilibrium (BNE) exists in a finite Bayesian game with private information if and only if a Nash equilibrium exists in the induced large game, and (ii) both Pareto-undominated and socially-maximal BNE exist in finite Bayesian games with private information. In particular, it shows these results to be a direct consequence of results for a version of a large game re-modeled for situations where different players may have different action sets.     

上市公司信息披露的博弈分析

本文从不完全信息博弈的角度,对上市公司信息披露的现状及问题进行了分析,揭示了我国信息披露机制存在的问题。发现在市场经济条件下,上市公司、投资者追求利益最大化的博弈行为。根据分析结果提出规范上市公司信息披露的途径,以加深人们对真实披露会计信息重要性的认识。     

终南山北麓旅游资源开发与补偿机制中政府行为的博弈研究

西安市旅游业资源丰富,改革开放以来,旅游产业迅猛发展。终南山北麓拥有丰富的旅游资源,在旅游业已经逐步成为国民经济的战略性支柱产业的背景下,如何开发并且对资源进行补偿已成为亟待解决的问题。本文利用博弈论中纳什均衡的概念,对旅游开发中存在的一些不符合可持续发展的现象进行了分析,利用新制度经济学中的制度短缺从国家、产权和契约的角度分析了终南山北麓旅游资源开发与补偿机制中的政府行为,并提出了相应对策。     

Implementation with coalition formation: A complete characterization

The basic difference between Nash and strong (Nash) implementations originates from the possibility of coalition formation. The results of Nash implementation are applicable when agents in no group can cooperate (or form a coalition) and those of strong implementation are applicable when agents in every group can cooperate. In the present paper we consider an environment where agents in some groups can cooperate and agents in other groups cannot. We completely characterize the set of correspondences that are implementable in such a general environment, and we provide an algorithm which enables us to verify whether a correspondence satisfies the condition that appears in the characterization results. By applying the algorithm in an exchange economy, we show that the core, the definition of which depends on the possibility of cooperation, is implementable in the equilibrium corresponding to the cooperation possibility.     

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。     

Coalitional stability in the location problem with single-dipped preferences: An application of the minimax theorem

This study considers a situation in which agents choose the location of a public facility from a street according to a given mechanism. Agents have single-dipped preferences over a set of feasible locations. We analyze coalitional behavior for any given mechanism for this situation. We identify a necessary and sufficient condition for a mechanism to possess a strong Nash equilibrium by applying the minimax theorem of von Neumann and Morgenstern (1944). We introduce a class of core solutions and show that these solutions are characterized by strong Nash implementability. As a byproduct of these results, we propose a simple mechanism that implements any core solution in strong Nash equilibria.     

股市中信息披露问题的博弈分析

我国证券市场普遍存在虚假信息披露问题。本文首先对造假问题做了理论上的分析,发现在目前的体制下造假问题几乎不可能根除 ,随后提出了一些解决问题的办法 ,力求让中介机构独立和负责任地发挥其对上市公司的审计监督作用。     

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。     

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。     

强势投资者的博弈与信息流转

股票价格的运行是全体投资者相互博弈的结果,而投资者的策略选择是其所拥有信息的函数。本文主要讨论在多个强势投资者共存时,投资者的信息修正和策略选择。研究使强势投资者的信息修正和个股市场价格运行满足马尔可夫性质,并快速达到均衡状态的信息结构。研究显示,多强势投资者的共存是平抑个股价格波动、提高市场效率的关键,强势投资者数目越多,信息流转速度越快。     

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。     

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。