基于HM模型的有限理性代理人行为模式研究  

Research on the Behavior Mode of Bounded Rationality Agent based on the HM Model

作　　者：冷峥峥 郑月龙[2] 王琳[2] LENG Zheng-zheng;ZHENG Yue-long;WANG Lin(Accounting Department,Chongqing College of Finance ad Economics,Chongqing 402160,China;School of Management,Chongqing Technology and Business University,Chongqing 400067,China)

机构地区：[1]重庆财经职业学院会计系,重庆402160 [2]重庆工商大学管理学院,重庆400067

出　　处：《数学的实践与认识》2018年第16期92-99,共8页Mathematics in Practice and Theory

基　　金：重庆市教委科学技术研究项目(KJ1600632);国家自然科学基金青年项目(71603033);重庆市高校创新团队建设计划资助项目(CXTDX201601027);重庆市高校网络舆情与思想动态研究咨政中心开放基金项目(KFJJ2017020);重庆市教育科学“十三五”规划2017年度重点资助项目(2017-GX-20)

摘　　要：基于Holmstrom和Milgrom（HM）模型,建立了一个委托人为理性而代理人在行为上表现为有限理性的HM模型,借以分析有限理性代理人的行为模式.研究结果表明：有限理性代理人表现为损己利他、损己损他、利己损他和利己利他四种行为模式,在一定条件下代理人的四种行为模式可相互转化,且代理人为某种行为所付出的成本越小,其利他或损他行为就越强烈.研究结果更切合实际地刻画了有限理性代理人的行为模式,不仅利于对代理人行为的理解,对经济管理实践也具有较强的解释和预测力.This paper advances a new Holmstrom and Milgrom （HM） model in which the agent behaves bounded rationality, and analyses the behaviors model of bounded rationality agent. Research results show that the behavior of bounded rationality agent specifically in- cludes hurt own and benefits others, benefit both own and others, hurt both own and others, benefit own and hurt others, which can be mutual evolution under certain condition. The agent cost for some behavior is smaller, the benefit or hurt others behavior becomes more intense. The study results are more realistic to characterize the behavior mode of bounded rationality agent. The results not only promote the understanding of agent behavior patterns, but also strongly explain and predict forces to the economy and management practices.

关 键 词：有限理性 行为模式 HM模型 博弈论 

分 类 号：F272[经济管理—企业管理]