不确定性环境下的经理人与股东合作博弈分析  

Cooperation Game of Manager and Shareholder under Uncertain Environment

作　　者：魏纪泳[1] 汤书昆[1] 

机构地区：[1]中国科学技术大学管理学院,安徽合肥230026

出　　处：《运筹与管理》2006年第2期99-102,共4页Operations Research and Management Science

摘　　要：针对不确定环境下的合作博弈问题,引入置信与丘奎特积分,给出了其均衡定义及求解方法。将上述方法应用到公司治理结构中,对经理人与股东在不确定性环境下的合作博弈进行求解,通过比较其均衡与非合作博弈均衡结果,说明该方法能够给双方带来更多的收益,从而实现帕累托改进。Introducing believe and Choquet integral, we advance the cooperation game under uncertain environment, give its equilibrium and present the approach to seek the equilibrium. Then the cooperation game model under uncertain environment of manager and shareholder is been solved and the result is compared with the equilibriums of competition game. With the equilibrium, we commend the cooperation strategy to the manager and shareholder, which bring more income to both of them, then realize the Pareto improvement.

关 键 词：不确定性 丘奎特积分 激励有效 合作博弈 公司治理 

分 类 号：F224.32[经济管理—国民经济]