本文選題：Bertrand模型　切入點(diǎn)：價(jià)格博弈　出處：《江西財(cái)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(lái),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(fèi)者可以足不出戶掌握同類產(chǎn)品的所有價(jià)格信息,因此,在保證產(chǎn)品質(zhì)量的前提下,價(jià)格優(yōu)勢(shì)在市場(chǎng)競(jìng)爭(zhēng)中體現(xiàn)得愈發(fā)明顯。以往關(guān)于市場(chǎng)中寡頭壟斷競(jìng)爭(zhēng)的研究,多是圍繞產(chǎn)量博弈進(jìn)行的,涉及價(jià)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(chǎng)競(jìng)爭(zhēng)中企業(yè)之間進(jìn)行價(jià)格博弈的動(dòng)力學(xué)特性及其混沌控制,分析了企業(yè)價(jià)格決策會(huì)受到哪些因素的影響,以及面對(duì)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(gè)方面的工作。(1)本文在Bertrand價(jià)格博弈模型的基礎(chǔ)上,引入產(chǎn)品差異來(lái)避免產(chǎn)生"Bertrand悖論"現(xiàn)象,并且考慮企業(yè)定價(jià)決策過(guò)程中產(chǎn)生的時(shí)間延遲因素,構(gòu)建了一個(gè)含時(shí)滯的差異化雙寡頭Bertrand價(jià)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(dòng)力學(xué)特性。通過(guò)分析系統(tǒng)的分岔圖、混沌圖以及各企業(yè)利潤(rùn)函數(shù)的變化探究該模型在納什均衡點(diǎn)處系統(tǒng)的穩(wěn)定性,研究了企業(yè)價(jià)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(duì)系統(tǒng)穩(wěn)定性和企業(yè)利潤(rùn)的影響,為企業(yè)更好地理解和利用延遲提供有價(jià)值的理論參考和依據(jù)。(2)本文構(gòu)建了一個(gè)具有延遲的雙寡頭企業(yè)主從型Bertrand價(jià)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(dòng)力學(xué)特性。通過(guò)分析系統(tǒng)的分岔圖及各個(gè)企業(yè)利潤(rùn)的變化探究該模型在納什均衡點(diǎn)處的穩(wěn)定性,并且研究了延遲對(duì)系統(tǒng)穩(wěn)定性以及企業(yè)利潤(rùn)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(shí),基于MATLAB的數(shù)值仿真結(jié)果表明:企業(yè)價(jià)格調(diào)整速度(力度)的增大,會(huì)引起兩企業(yè)價(jià)格演化的分岔現(xiàn)象,最終產(chǎn)生混沌行為;含有延遲的動(dòng)力學(xué)系統(tǒng)與非延遲系統(tǒng)具有相同的納什均衡點(diǎn),并且延遲會(huì)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(dòng)力系統(tǒng)的穩(wěn)定性,也會(huì)影響企業(yè)的價(jià)格決策,導(dǎo)致企業(yè)利潤(rùn)隨之產(chǎn)生劇烈波動(dòng),變得難以預(yù)測(cè)。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(duì)兩個(gè)模型的混沌狀態(tài)進(jìn)行了有效控制,并提出了幾項(xiàng)能夠幫助企業(yè)實(shí)施反饋控制的措施,如控制產(chǎn)品價(jià)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(rùn)穩(wěn)步增長(zhǎng)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(cái)經(jīng)大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2016
【分類號(hào)】：F224.32;F726

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