具有损失厌恶偏好的Muthoo交替出价谈判博弈研究  

Muthoo Alternating Offers Bargaining Game with Loss Aversion

作　　者：谭春桥 冯中伟 胡礼梅 TAN Chunqiao;FENG Zhongwei;HU Limei(School of Business,Nanjing Audit University,Nanjing 211815;School of Business Administration,Henan Polytechnic University,Jiaozuo 454000;School of Management,Anhui Science and Technology University,Bengbu 233000)

机构地区：[1]南京审计大学商学院,南京211815 [2]河南理工大学工商管理学院能源经济研究中心,焦作454000 [3]安徽科技学院管理学院,蚌埠233000

出　　处：《系统科学与数学》2022年第4期832-853,共22页Journal of Systems Science and Mathematical Sciences

基　　金：国家自然科学基金(71971218,71671188)资助课题。

摘　　要：现实的谈判中往往存在谈判破裂的风险,Muthoo基于参与人理性,提出了刻画具有谈判破裂风险的交替出价谈判博弈模型.然而实验经济学和心理学研究表明,决策主体通常具有损失厌恶行为.文章对具有损失厌恶行为的Muthoo交替出价谈判博弈进行研究.首先将在过去谈判阶段的最高出价作为参与人的参考点,这使得收益与均衡策略依赖于谈判历史.然后构建子博弈完美均衡,该均衡通过当前阶段的参考点依赖于谈判历史;基于子博弈完美均衡策略满足静态的马尔科夫策略、立刻接受以及接受-拒绝无差异性等三条性质,证明了子博弈完美均衡的唯一性;最后分析子博弈完美均衡关于损失厌恶行为的敏感性及其收敛性.发现:参与人受益于对手的损失厌恶行为,而因自身的损失厌恶行为遭受损失.There exist a risk of breakdown in the real bargaining games.Muthoo developed an alternating-offer bargaining with a risk of breakdown under the assumption that players are rational.Lots of works on psychology show that decision makers are loss averse.To investigate the impact of loss aversion for players on bargaining game with a risk of breakdown,Muthoo’s alternating offers bargaining game is reconsidered.First,the highest rejected offer in the past is regarded as reference points,which makes the payoffs and equilibrium strategies depend on the history of bargaining.Then,a subgame perfect equilibrium is constructed,which depends on the history of bargaining through the current reference points.And its uniqueness is shown under assumptions:Strategies depending only on the current reference points,immediate acceptance of equilibrium offers and indifference between acceptance and rejection of such offers.Finally,a comparative statics of loss aversion coefficients is performed,and the convergence of the subgame perfect equilibrium for the probability of breakdown tending to zero is analyze.It is shown that a player benefits from loss aversion of the opponent and is hurt by loss aversion of himself.

关 键 词：损失厌恶 Muthoo交替出价谈判博弈 子博弈完美均衡 参考点 

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