本文關(guān)鍵詞： 古諾特博弈 投資 有限理性 時(shí)滯 動(dòng)力系統(tǒng)　出處：《江蘇大學(xué)》2017年碩士論文　論文類型：學(xué)位論文

【摘要】：在傳統(tǒng)的古諾特寡頭博弈模型中,產(chǎn)量是參與人的決策變量。然而在某些新興產(chǎn)業(yè)的初期,企業(yè)可能缺少前期資本積累而不能夠完全形成產(chǎn)量博弈。本文針對(duì)生產(chǎn)者將投資作為決策變量的博弈競(jìng)爭(zhēng)問(wèn)題,在參與人具有有限理性的條件下,建立了兩個(gè)具有時(shí)滯結(jié)構(gòu)的投資博弈動(dòng)力模型并分析其動(dòng)力學(xué)性質(zhì)。在構(gòu)建的第一個(gè)模型中,一個(gè)參與人僅依據(jù)當(dāng)期的邊際利潤(rùn)作出下一個(gè)時(shí)期的投資決策調(diào)整;而另一個(gè)參與人則考慮了時(shí)滯因素,其決策是利用前期與當(dāng)期邊際利潤(rùn)的加權(quán)信息去調(diào)整下一個(gè)時(shí)期的投資策略。經(jīng)過(guò)對(duì)模型系統(tǒng)的穩(wěn)定性的分析,得到了邊界均衡是不穩(wěn)定的結(jié)論,并給出了內(nèi)點(diǎn)均衡局部漸近穩(wěn)定的條件。利用數(shù)值模擬分析了模型參數(shù)取值的變化對(duì)動(dòng)力系統(tǒng)的穩(wěn)定性以及系統(tǒng)的動(dòng)態(tài)復(fù)雜行為的重要影響。在第二個(gè)模型中,兩個(gè)參與人都具有時(shí)滯決策理性,都依據(jù)具有時(shí)滯的邊際利潤(rùn)的加權(quán)信息去調(diào)整投資策略。對(duì)其對(duì)應(yīng)的離散動(dòng)力系統(tǒng),證明了邊界均衡不穩(wěn)定、也給出了內(nèi)點(diǎn)均衡局部漸近穩(wěn)定的條件。數(shù)值模擬也獲得了模型參數(shù)大小的改變?nèi)绾斡绊懴到y(tǒng)穩(wěn)定性的相應(yīng)結(jié)論。本文基于兩個(gè)動(dòng)力系統(tǒng)的研究表明,參與人在投資策略的動(dòng)態(tài)調(diào)整過(guò)程中,較高的調(diào)整速度容易導(dǎo)致均衡點(diǎn)不穩(wěn)定且使得系統(tǒng)出現(xiàn)混沌行為;參與人適當(dāng)?shù)臅r(shí)滯決策理性會(huì)增大系統(tǒng)的穩(wěn)定性;較小的資本折舊率也能夠提高系統(tǒng)的穩(wěn)定性。數(shù)值模擬還表明了,在一定條件下系統(tǒng)可以通過(guò)倍周期分岔或者Neimark-Sacker分岔而失去穩(wěn)定性。
[Abstract]:In the traditional Gunot oligopoly game model, output is the decision variable of the participants. However, in the early stage of some new industries, The enterprise may lack the capital accumulation in the early stage and can not form the production game completely. This paper aims at the competition problem in which the producer takes the investment as the decision variable, under the condition that the participant has the limited rationality, Two dynamic models of investment game with time-delay structure are established and their dynamic properties are analyzed. In the first model, one participant only makes the adjustment of investment decision in the next period according to the marginal profit of the current period. The other participant considers the delay factor, and the decision is to adjust the investment strategy of the next period by using the weighted information of the profit margin in the preceding period and the current period. After the analysis of the stability of the model system, It is concluded that the boundary equilibrium is unstable. The condition of local asymptotic stability of the interior point equilibrium is given. The important influence of the variation of the model parameters on the stability of the dynamic system and the dynamic complex behavior of the dynamic system is analyzed by numerical simulation. In the second model, Both participants have the rationality of time-delay decision-making, and both adjust their investment strategies according to the weighted information of the marginal profit with time delay. For the corresponding discrete dynamical system, it is proved that the boundary equilibrium is unstable. The condition of local asymptotic stability of interior point equilibrium is also given. The numerical simulation also obtains the corresponding conclusion on how the change of model parameters affects the stability of the system. In this paper, based on the study of two dynamical systems, it is shown that the stability of the system is affected by the variation of the model parameters. In the process of dynamic adjustment of investment strategy, the higher adjustment speed leads to instability of equilibrium point and chaotic behavior of the system, and the stability of the system will be enhanced by appropriate delay decision rationality of the participant. The numerical simulation also shows that under certain conditions the system can lose its stability by double period bifurcation or Neimark-Sacker bifurcation.
【學(xué)位授予單位】：江蘇大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2017
【分類號(hào)】：F224.32

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本文編號(hào)：1554723