基于随机演化博弈的战略联盟稳定性分析和仿真  

Analysis on stability of strategic alliances based on stochastic evolutionary game including simulations

作　　者：徐岩[1] 胡斌[1] 钱任[1] 

机构地区：[1]华中科技大学管理学院,武汉430074

出　　处：《系统工程理论与实践》2011年第5期920-926,共7页Systems Engineering-Theory & Practice

基　　金：国家自然科学基金(71071065)

摘　　要：借助演化博弈论考虑了大群体成员下的战略联盟成员策略演化过程,建立了复制动态方程.指出了现有的确定性动态方程的不足,从人群工作互动角度探讨了策略演化过程中扰动的来源,在此基础上,对方程引入白噪声来反映过程所受到的随机干扰,建立了随机动力系统,借鉴It随机微分方程理论来分析战略联盟演化过程中成员行为稳定性的问题.给出了联盟保持稳定的一个充分条件和解体的一个充分条件,以此来解释战略联盟的有效性问题.利用计算机进行了仿真,针对结果将本模型与现有确定性的动力模型进行了比较,两次仿真实验测度了联盟演化的随机动力模型的有效性.The strategy developing process of strategic alliances was considered by evolutionary game, and a new dynamic replication equation was developed. The shortage of deterministic models that have existed was pointed out and the source of disturbance which the process has suffered from the angle of person-job interaction is analyzed, based on which, white noise drew to reflect the random disturbance, and then a stochastic dynamic system was established. The stability of strategy developing of strategic alliances was analyzed by Ito stochastic differential equation theory, after that a sufficient condition of stability and a sufficient condition of disorganization were provided, by which to explain the effectiveness of strategic alliances. To validate the correctness of the model, some numerical simulations were given at last and compared with deterministic models about the results.

关 键 词：战略联盟 演化博弈 Ito随机微分方程 稳定性 

分 类 号：F271[经济管理—企业管理]