关于竞争条件下发电企业期权博弈投资策略研究  

The Investment Option Games Strategy of Power Plant in Electricity Reform

作　　者：孟力[1] 孙威[1] 

机构地区：[1]沈阳工业大学管理学院,辽宁沈阳110023

出　　处：《当代经济管理》2005年第3期130-133,共4页Contemporary Economic Management

基　　金：辽宁省社科基金项目(206BJY004)

摘　　要：通过电力改革,各发电企业之间的关系发生了根本性的改变,这就要求其经营管理与投资决策方面也要有新的变化和创新。本文基于期权博弈理论,分析了在当前不确定市场条件下,非对称双头垄断市场结构中的发电企业的投资博弈行为,通过对案例进行仿真计算,利用所得出的Matlab仿真图结果说明了有关投资优化决策方案,并对方案中的经济意义进行了分析。结论对当前的电力改革和我国发电企业投资决策实践活动具有一定的理论指导意义。Electricity reform has changed the relationships between the power plants as well as their management and investment strategies. Based on option games theory, the author analyzed the investment decision in power plant under asymmetrical duopoly. We use Matlab software to simulate the example and discuss the economic meanings of the decision. The paper will contribute a lot to power plant in investment practice in our country on the background of electricity reform.

关 键 词：电力改革 发电企业 期权博弈 优化策略 

分 类 号：F224.32[经济管理—国民经济]