双寡头垄断市场的价格竞争与产品差异化策略——一个博弈论模型及其扩展

分析三阶段Bertrand-Stackelberg市场价格竞争与产品差异化选址策略,将之与Bertrand-Nash市场均衡进行静态比较;其次,构造一个具体的数字例子,演示随着产品差异化程度的提高,双寡头垄断市场中企业均衡利润的变动规律.在此基础上,识别经典的产品差异化定位博弈模型的各种假设条件,并在放松假设以讨论存在边际成本优势、消费者选择行为以及重复动态博弈的情形下,寡头垄断市场中的企业均衡利润和均衡价格的变化趋势及其稳定性问题.放松传统模型的假设条件有助于完整地理解和分析许多长期被孤立研究的产业竞争问题.     

基于鲁棒控制的期权定价方法

首先从经济学的行为分析出发 ,在鲁棒控制的框架下给出了期权卖价、买价和公平价格的严格定义 .然后通过求解微分对策 ,得到了定价模型值函数的封闭解 .最后给出了期权价格及其对冲策略的显式表达式 ,并比较了这种期权定价方法与随机方法的优缺点     

Supply Chain Sourcing Under Asymmetric Information

We study a supply chain with two suppliers competing over a contract to supply components to a manufacturer. One of the suppliers is a big company for whom the manufacturer's business constitutes a small part of his business. The other supplier is a small company for whom the manufacturer's business constitutes a large portion of his business. We analyze the problem from the perspective of the big supplier and address the following questions: What is the optimal contracting strategy that the big supplier should follow? How does the information about the small supplier's production cost affect the profits and contracting decision? How does the existence of the small supplier affect profits? By studying various information scenarios regarding the small supplier's and the manufacturer's production cost, we show, for example, that the big supplier benefits when the small supplier keeps its production cost private. We quantify the value of information for the big supplier and the manufacturer. We also quantify the cost (value) of the alternative‐sourcing option for the big supplier (the manufacturer). We determine when an alternative‐sourcing option has more impact on profits than information. We conclude with extensions and numerical examples to shed light on how system parameters affect this supply chain.     

吸收能力、研发合作创新激励与补贴政策

本文在前人的研究基础上建立了一个具有吸收能力的非合作研究与发展博弈模型,比较了有和没有吸收能力情况下的R&D投资影响,结果表明有吸收能力的企业R&D投资要更高,接着探讨了产品替代与互补关系下的技术溢出选择对产业的影响和社会最优选择的R&D投资水平及其补贴激励政策。     

无外部市场条件下中间产品转移价格的博弈分析与决策

本文首先用反例证明了文^[1]中在各分厂成本函数和最终产品需求函数已知的条件下,给出的中间产品最优转移价格的两个计算公式并不总是成立的,给出了这两个计算公式成立的充要条件,并分析了公司关于中间产品转移价格决策的动态一致性问题。接着,利用完全信息动态博弈对中间产品转移价格的确定问题做了进一步的分析研究。最后,针对文^[1]中给出的中间产品最优转移价格的两个计算公式不成立的情况,讨论了中间产品转移价格的确定问题。     

协调产品战略关系的企业兼并研究

本文在产品战略关系内生的基础上,研究了企业兼并所产生的社会效应;通过一个四企业在两市场上竞争模型对企业为获得产品协同的兼并动机进行了分析,结果表明:在本文的假设条件下,当企业兼并存在产品协同效应时,普遍存在兼并动机。     

同类异质产品市场博弈Nash均衡最优策略模型

本文按照Nash均衡解的要求,建立同类异质产品市场用户需求分布及效用结构模型,导出不同定位的企业所实施竞争策略的若干最优条件,通过计算不同策略设计下产品相应的临界功能效用值,参与竞争的企业可找到适合于市场需求的最优决策。     

Modelling Building Societies Takeovers a Non-Cooperative Game

Takeover and acquisition of corporations is awell-researched area and has been becomingincreasingly important. Much less research emphasishas been devoted to takeover activity within thegeneral area of financial services with thisparticularly the case for the building society sector.The building societies being mutual companies havespecial characteristics. The building societies andother financial mutuals like the corporations doencounter an acute agency problem. This opens up apotential application of Grossman and Hart theory oftakeovers bids as the individuals have option to freeride, securing knowledge that the regulatory processrenders their deposits de facto risk-free investment.This free-rider problem, like the corporations can beovercome by inducing hostile takeover.Some empirical studies of mergers activities withinthe building society sector have dealt with onlyintra-sectoral mergers. However, they have not lookedat inter-sectoral mergers and have not addressedefficiency issues in a general equilibrium frameworkusing game theory.In this paper I suggest a mechanism for merger at parwith sales of stocks of a corporation to organisebuilding societies' takeovers. I develop a two-stagegame between the members of building societies and theraider. Analysis of non-cooperative voting behaviourof members of Cheltenham and Gloucester buildingsociety shows that the actions of the members of thebuilding society may also give rise to less thanoptimal results as they may not be acting in their bestinterests. The members of the building society cangain if a hostile takeover is induced rather than afriendly takeover. The paper also examines the freerider problem and ex-ante efficiency in a generalequilibrium framework.     

国际工程承包市场竞争的博弈模型

本文对国际工程承包的市场竞争进行了实证分析并指出其基本特征,在此基础之上建立了国际工程承包的市场竞争模型。并给出了该模型的一个均衡解,最后对均衡解进行了解释并指出该模型带来的深刻影响。     

基于博弈论的工程造价咨询业激励-约束机制研究

文章从博弈论的角度,对工程造价咨询业的激励-约束机制进行分析,探讨从薪酬奖励的博弈中得出对工程造价咨询人员实行合理的物质激励与非物质激励,实行合伙制的组织形式等激励机制;从人职匹配的博弈中得出必须实行严格的准入制度,建立效绩评估制度,建立配套的责任赔偿制度以及建立工程造价人员继续教育制度的约束机制。