一类寡头市场最优R&D竞争模型

本文通过建立N个企业间的R&D竞争博弈模型,研究了R&D的边际收益、R&D投入、企业对参与者未来发展潜力的重视程度、博弈时域以及产品间替代程度等不同因素对企业R&D投资的影响。在动态市场中,闭环解比开环解更合理,因为状态反馈与企业间真实的竞争行为很相像,因此,本文运用HJB方程得到了企业R&D投资的显式闭环纳什均衡解,并据此得出使状态变量具有经济意义的参数条件,并分析了上述因素对企业最优R&D投资及相应值函数的影响。

Optimal R&D Competition Model for An Oligopoly Market

A R＆D competition model with N players is constructed,and the effects of factors such as the marginal revenue of R＆D and the input of R＆D,the preference to future potential development,the game horizion and the substitution of goods on R＆D investment are studied. In dynamic markets,closed-loop solutions are more reasonable than open-loop ones,for state feedback can resemble the real situation where firms can respond to rivals＇ behavior. Thus the close-loop Nash-equilibrium in the model is figure out by HJB equation,and the parameter conditions that make state variables have economic sense are obtained,and the impacts of the aboved factors on the optimal strategy of enterprises and the value function are analyzed.