基于信息更新的报童模型理性预期均衡分析  

Rational Expectations Equilibrium Analysis to Newsvendor Model with Updating Information

作　　者：杜宾[1] 邱菀华[2] 

机构地区：[1]江西财经大学信息管理学院,江西南昌330013 [2]北京航空航天大学经济管理学院,北京100191

出　　处：《北京航空航天大学学报（社会科学版）》2010年第4期44-47,共4页Journal of Beijing University of Aeronautics and Astronautics：Social Sciences edition Edition

基　　金：国家自然科学基金项目(70840004;70871002);江西省教育厅科技项目(赣教技字(2007)278号)

摘　　要：交易行为既是买卖双方博弈的随机过程,同时又体现了均衡的存在性和一致性。基于报童模型设计构造了信息不对称的商品交易市场,依据更新的信息属性,定义了两阶段的理性预期均衡,并分析了均衡条件下的性质,发现理性预期均衡下扩大的库存水平的收益大于非均衡条件下的收益。最后运用正态需求函数实例进行数值分析,计算信息更新产生的信息价值,验证了理性预期均衡分析报童模型的有效性。Trading behavior in a game of buyers and sellers is not only a stochastic process,but also reflects the equilibrium of the existence and consistency.Based on a newsvendor model,the structure of information asymmetry commodity trading market is designed and constructed.According to updating values of information,definitions of twostage rational expectation equilibrium are presented and properties on the equilibrium condition are analyzed.These findings reveal that payoff of inventory level in rational expectations equilibrium is larger than in nonequilibrium.Finally, a numerical example with normal demand function is analyzed to compute information value with updating information and verify the validity of the rational expectations equilibrium.

关 键 词：理性预期均衡 报童模型 贝叶斯预测 努力水平 

分 类 号：F274[经济管理—企业管理]