模糊环境下非对称双头垄断期权博弈模型  

Asymmetric duopoly option game model under fuzzy environment

作　　者：胡攀[1] 

机构地区：[1]四川文理学院数学学院,四川达州635000

出　　处：《贵州师范大学学报（自然科学版）》2017年第1期57-62,共6页Journal of Guizhou Normal University：Natural Sciences

基　　金：四川省教育厅2016年度自然科学一般项目"基于模糊理论的煤炭项目价值评估与投资决策分析"(16ZB0354)

摘　　要：针对项目投资成本不对称的双头市场结构建立了期权博弈模型,并用动态规划的逆向归纳法给出了领先者、追随者和同时投资者的期权价值与投资临界值模型。其次在项目建设时间、预期未来利润流和沉没投资成本均为梯形模糊数的假设下,得到了模糊环境下非对称双头垄断期权博弈模型,并将随机条件下的抢先均衡、序贯均衡和同时投资均衡结果及其成立的条件推广到了模糊环境。最后通过一个算例验证了所建模型及均衡结果的合理性。The author established share game model according to the asymmetric double market struc- ture of project investment cost option, gives the leader, followers, and contemporary investors the op- tion value and investment threshold model by using backward induction method of dynamic program- ming. Then, under the assumption of the project construction time, expected future profit flow and sunk cost are trapezoid fuzzy numbers, the asymmetric duopoly option game model is obtained under fuzzy environment, the equilibrium results and conditions of preemptive equilibrium, sequential equi- librium and investment balance at the same time was generalized from random condition to the fuzzy en- vironment. Finally, a numerical example verified the rationality of the model and the result of equilib- rium.

关 键 词：期权博弈 模糊环境 双头垄断 均衡分析 

分 类 号：F830.9[经济管理—金融学]