本文選題：Bertrand模型　切入點：價格博弈　出處：《江西財經(jīng)大學(xué)》2016年碩士論文　論文類型：學(xué)位論文

【摘要】：近年來,隨著互聯(lián)網(wǎng)以及電子商務(wù)的廣泛應(yīng)用和推廣,消費者可以足不出戶掌握同類產(chǎn)品的所有價格信息,因此,在保證產(chǎn)品質(zhì)量的前提下,價格優(yōu)勢在市場競爭中體現(xiàn)得愈發(fā)明顯。以往關(guān)于市場中寡頭壟斷競爭的研究,多是圍繞產(chǎn)量博弈進行的,涉及價格博弈的研究較少。因此,本文在Bertrand模型、系統(tǒng)穩(wěn)定性理論以及混沌理論的基礎(chǔ)上,研究了寡頭壟斷市場競爭中企業(yè)之間進行價格博弈的動力學(xué)特性及其混沌控制,分析了企業(yè)價格決策會受到哪些因素的影響,以及面對這些因素所產(chǎn)生的消極作用,應(yīng)采取何種有效措施加以抑制和消除。本文主要完成了以下三個方面的工作。(1)本文在Bertrand價格博弈模型的基礎(chǔ)上,引入產(chǎn)品差異來避免產(chǎn)生"Bertrand悖論"現(xiàn)象,并且考慮企業(yè)定價決策過程中產(chǎn)生的時間延遲因素,構(gòu)建了一個含時滯的差異化雙寡頭Bertrand價格博弈模型�；谘舆t有限理性決策及離散混沌模型穩(wěn)定性分析方法,研究了該模型的動力學(xué)特性。通過分析系統(tǒng)的分岔圖、混沌圖以及各企業(yè)利潤函數(shù)的變化探究該模型在納什均衡點處系統(tǒng)的穩(wěn)定性,研究了企業(yè)價格調(diào)整參數(shù)、產(chǎn)品差異化水平以及延遲權(quán)重系數(shù)對系統(tǒng)穩(wěn)定性和企業(yè)利潤的影響,為企業(yè)更好地理解和利用延遲提供有價值的理論參考和依據(jù)。(2)本文構(gòu)建了一個具有延遲的雙寡頭企業(yè)主從型Bertrand價格博弈模型,利用有限理性準(zhǔn)則及離散混沌模型穩(wěn)定性分析方法,研究了該模型的動力學(xué)特性。通過分析系統(tǒng)的分岔圖及各個企業(yè)利潤的變化探究該模型在納什均衡點處的穩(wěn)定性,并且研究了延遲對系統(tǒng)穩(wěn)定性以及企業(yè)利潤的影響,從而為企業(yè)更好地理解和利用延遲提供有效參考。同時,基于MATLAB的數(shù)值仿真結(jié)果表明:企業(yè)價格調(diào)整速度(力度)的增大,會引起兩企業(yè)價格演化的分岔現(xiàn)象,最終產(chǎn)生混沌行為;含有延遲的動力學(xué)系統(tǒng)與非延遲系統(tǒng)具有相同的納什均衡點,并且延遲會增加系統(tǒng)的局部穩(wěn)定域。(3)混沌狀態(tài)不僅影響非線性動力系統(tǒng)的穩(wěn)定性,也會影響企業(yè)的價格決策,導(dǎo)致企業(yè)利潤隨之產(chǎn)生劇烈波動,變得難以預(yù)測。因此,為了抑制和消除混沌狀態(tài)的影響,本文分別采用延遲反饋控制法和直線控制法對兩個模型的混沌狀態(tài)進行了有效控制,并提出了幾項能夠幫助企業(yè)實施反饋控制的措施,如控制產(chǎn)品價格調(diào)整速度、降低產(chǎn)品替代率、降低產(chǎn)品邊際成本、選擇合適的延遲權(quán)重系數(shù)等,這些措施均能夠快速幫助混沌系統(tǒng)恢復(fù)到滿足企業(yè)利潤穩(wěn)步增長的穩(wěn)定狀態(tài)。
[Abstract]:In recent years, with the wide application and promotion of the Internet and electronic commerce, consumers can hold all the price information of similar products without leaving the home. Therefore, under the premise of ensuring the quality of the products, The price advantage is more and more obvious in the market competition. In the past, the research on oligopoly competition in the market is mostly carried out around the production game, but there is little research on the price game. Therefore, this paper is based on the Bertrand model. On the basis of system stability theory and chaos theory, the dynamic characteristics and chaos control of price game among enterprises in oligopoly market competition are studied. In the face of the negative effects of these factors, what effective measures should be taken to suppress and eliminate these factors. This paper mainly completed the following three aspects of work. 1) based on the Bertrand price game model, Product difference is introduced to avoid the phenomenon of "Bertrand paradox", and the time delay factor in the process of pricing decision is considered. In this paper, a differential duopoly Bertrand price game model with time delay is constructed. Based on delay finite rational decision and stability analysis method of discrete chaotic model, the dynamic characteristics of the model are studied, and the bifurcation diagram of the system is analyzed. Study on the stability of the model at Nash equilibrium point, the effects of price adjustment parameters, product differentiation level and delay weight coefficient on system stability and corporate profits are studied. This paper constructs a Bertrand price game model of duopoly business owners with delay, which provides a valuable theoretical reference and basis for enterprises to better understand and utilize delay. The dynamic characteristics of the model are studied by using the finite rationality criterion and the stability analysis method of discrete chaotic model. The stability of the model at the Nash equilibrium point is investigated by analyzing the bifurcation diagram of the system and the changes of the profits of each enterprise. The effect of delay on system stability and corporate profit is also studied, which provides an effective reference for enterprises to better understand and utilize delay. At the same time, the numerical simulation results based on MATLAB show that the increase of enterprise price adjustment speed (intensity). The bifurcation of the price evolution of the two firms will result in chaotic behavior. The dynamical system with delay has the same Nash equilibrium point as the non-delay system. And the delay will increase the local stability of the system.) chaotic state will not only affect the stability of nonlinear dynamic system, but also affect the price decision of the enterprise, resulting in severe fluctuations in the profits of the enterprise, and becomes difficult to predict. In order to suppress and eliminate the influence of chaotic state, this paper uses the delayed feedback control method and the linear control method to control the chaotic state of the two models effectively, and puts forward several measures to help enterprises to implement feedback control. Such as controlling the speed of product price adjustment, reducing the product substitution rate, reducing the marginal cost of the product, choosing the appropriate delay weight coefficient, these measures can quickly help the chaotic system to recover to a stable state that satisfies the steady growth of the enterprise profit.
【學(xué)位授予單位】：江西財經(jīng)大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2016
【分類號】：F224.32;F726

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