营销博弈论(江西财经大学,华长生)

[e-mail]0791-3816092330013————“”———31.2.3.6.4.5.()7.K—451.2.3.4.5.61.Game——GmeTheory——?OPEC();GM()USX();,;(CEO).271.2.3.4.1.81..92.:18(Waldegrave)1713;(Cournot)1838(Bertrand)1883;,;:1500“”,1913(Zermelo),“”(BackwardInductionProcedure);(19)(20)102.(Borel)1921-1927,;.(VonNeumann)(Morgenstern)1928,;:.(VonNeumann)(Morgenstern)1944(TheoryofGamesandEconomicBehavior),,(ExtensiveForm)(NormalForm)(Strategy)(MatrixForm),(MinmaxSolution),,,.(2040)11,.:.(JohnNash)1950,“”(NashEquilibrium).,,..(2050)2.12:(2060~70)2.(R.Selten)1965“”(EmptyThreats),“”(SubgamePerfectNashEquilibrium).1975“”(TremblingHandPerfectEquilibrium)(J.Harsanyi)1967--1968(IncompleteInformation),,“”(BayesianNashEquilibrium),1973“”“”(StrictNashEquilibrium).:(2080~90),.313,,,,,“”.1994,.(JohnNash),(R.Selten),(J.Harsanyi),;1996,(JamesA.Mirrless)(WilliamVickrey).2.143.3.1(Prisoners’Dilemma),1950(Tuker))8,8(−−)10,0(−)0,10(−)1,1(−−ABA:B::.,.153.2.12,,.,,.)100,100()150,20()20,150()70,70(121883(Bertrand)163.3(BoxedPigs),,,,10,2.,9,1;,6,4;,7,3;:)1,5()4,4()1,9(−)0,0(:,,,173.4(ChickenGame):)3,3(−−)0,2()2,0()0,0(:,,,,,:.,;,,;,.183.5(CournotModel),,,.,.(),,,.1q2q,21qqQ+=≥+−=−==20020)(2020)(21QQqqQQPP,,.???419,20,iiiqqqqP⋅−−=⋅=)20(21π1q2qP2π1π5050105555441154544596548488664942776424267735405782724398323248816202810?(7,7)5050105555441154544596548488664942776424267735405782724398323248816202810n,??203.6(Entrydeterrance):::(),(),,.:)50,40()0,10(−)300,0()300,0(21)100,30()140,10(−)300,0()300,0(::,,,,.,,,;,..“”,.22(40,50)(-10,0)(0,300)(0,300)(30,100)(-10,140)(0,300)(0,300)??234.1.(Players):,,,;4.1.,ni,,2,1L=,,,,“”,“”,“”N.242.(Actionsormoves):,,(Actionset).iai}{iiaA=i,}{=iA,}0,{≥=iiiqqAn,n),,,(21naaaaL=(Actionprofile),iai,)(=a,)6,7(=a525:.:“,,…”..:,..:(“”).()3.(Orders).,,,,.4.(Information).,“”.(Informationset)(PerfectInformation)(CompleteInformation)(ImperfectInformation)(IncompleteInformation)(Commonknowledge)265.(Strategies).,,.“”(ContingentActionPlan),.)(}{isSisiii=),,,(21nssssnL=}{1=S}{=s?27}{1=S}}{}{}{}{{2=S}{2=A8286.(Payoffs).,,().iuinuuuun),,,(21L=,,,,,:),,,(21niisssuuL=40)(11==uu50)(22==uu,297.(Outcome).,.8.(Equilibrium)..,,,.(,)(40,50),(,),(,)(,)(,)304.2.,.,.;,..,,631...32,,.,,“()”.“”,,.“”,,..33,,,.,,.,.,34“”();,“”.“”.“”:.“”:,,“”.35“”;“”,,.“”“”,(),.,,,“”,.“”“”,“”“”.36,,,,“”.“”“”,.4.37375.1.??2.?3.??4.(Pareto,)?.5.SmithTom,Smith,,SmithTom5.,[e-mail]0791-381609233001321.2.3.4.5.3“”(),“”;“”;“”(),.41.:)8,8(−−)10,0(−)0,10(−)1,1(−−AB:,1.;2.,;3.,.,5,n,:1.:},,3,2,1{,niL=ΓΓ∈2.:niSi,,2,1,L=3.:nkSssssukkni,,2,1,,),,,(21LL=∈},,,;,,,{2121nnuuuSSSGLL=)},(),,(;,{21221121ssussuSSG=221121,}{},{SsSsSS∈∈==1.6,)},(),,(;0,0{21221121qqqqqqGππ≥≥=iqiiπ,,,,.1.272.2.1(Dominant-strategyEquilibrium))8,8(−−)10,0(−)0,10(−)1,1(−−AB“”,,“”A(B),.“”:,.,“”,,“”,“”.(Dominant-strategyEquilibrium)8:issisiii**,,)(−**',,),'(),(iiiiiiiiisssssussu≠∀∀−−−,),,,,,,,(1121issssssniiiLL+−−=.','*iiissis≠.),,,(,,**2*1*nissssiL2.9,(,),(,),??,,,“”.2.102.2(iteratedDominanceEquilibrium))1,5()4,4()1,9(−)0,0(,:“”,“”,“”,“”.,“”,“”.:,,“”“”,“”.()2.11)4,4(,“”,(),“”,,,,,“”)1,5()4,4()1,9(−)0,0()4,4()0,0((,)2.12:)0,1()2,1()3,0()1,0(AUDBLMR)1,0()0,2(MUM(U,M)(),?2.313)12,2()10,1()12,0()10,0(AUCDBLMR)12,1()11,0()12,0()10,0()13,0()12,2()10,1()12,0()10,0(AUCDBLMR)12,1()11,0()12,0()10,0()13,0(:(U,L)..(U,R)..2.,,.14:,',,,'iiiiissisiss−*,),(),'(iiiiiiiissssussu≠∀−−−';''iiiiiissssss.≤2.“”,“”...15)3,1()2,0(AUDBLR)1,2()4,3(:,,,,(U,L)(D,R),,,.)3,3(−−)0,2()2,0()0,0(2.162.3(NashEquilibrium)(NE):,,.2.),,,,,(*:),,,(},,,,;,,,{**1*1*2*1***2*1*2121niiiinnnsssssssissssuuuSSSGnLLLLL+−−===niSsssussuiiiiiiii,,2,1,,),(),(***L=∈∀≥−−172.)8,8(−−)10,0(−)0,10(−)1,1(−−AB)100,100()150,20()20,150()70,70(12)1,5()4,4()1,9(−)0,0()3,3(−−)0,2()2,0()0,0((,),(,),(,),(,)(,)18)50,40()0,10(−)300,0()300,0(1)100,30()140,10(−)300,0()300,0(22.40500300“”0300“”4192.)4,0()0,4()0,4()4,0(AUCDBLMR)3,5()3,5()5,3()5,3()6,6()12,2()10,1()12,0()10,0(AUCDBLMR)12,1()11,0()12,0()10,0()13,0((112)(212)(66):,,,,202.GsssssuuuSSSGnAnnn***2*1*2121},,,{},,,;,,,{LLL==.},,,{},,,;,,,{***2*1*2121sssssuuuSSSGnBnnnLLL==212.B222.A232.243.3.1(Cournot)(),1838,,,.,.(),,.1q2q021≥qq1)(11qC)(21qqPP+=2)(22qC)()(),(111211211qCqqPqqq−+⋅=π)()(),(222212212qCqqPqqq−+⋅=π21qq**21qq525(reactionfunction)*1*2*1*),(qqqq=),(*2*11qqπ),(max*2111qqqπ=*2q),(*2*12qqπ),(max2*122qqqπ={})()(max11*2111qCqqPqq−+⋅={})()(max222*122qCqqPqq−+⋅=),(*2*1qq11q∂∂π)()()(1121121qCqqPqqqP′−+′⋅++=21q∂∂π)()()(2221221qCqqPqqqP′−+′⋅++=0=0=,21qq)(122qRq=)(211qRq=3.26:,.),,,,,,()(1121niiiiiisssssRsRsLL+−−==)()(),(122211qRqqRq==1q2q*1q*2q)(21qR)(12qRNE3.Cournot27)](20[),(211211qqqqq+−⋅=π)(20)(2121qqqqPP+−=+=0)(,0)(2211==qCqC)()()(112112111qCqqPqqqPq′−+′⋅++=∂∂π)](20[),(212212qqqqq+−⋅=π0220)1()(2021121=−−=−⋅++−=qqqqq)()()(222122122qCqqPqqqPq′−+′⋅++=∂∂π0220)1()(2021221=−−=−⋅++−=qqqqq220)(2211qqRq−==220)(1122qqRq−==3.28)320,320(),(*2*1=qq9400)](20[)()(),(*2*1*1*11*2*1*1*2*11=+−=−+⋅=qqqqCqqPqqqπ9400)](20[)()(),(*2*1*2*22*2*1*2*2*12=+−=−+⋅=qqqqCqqPqqqπ3.293.2(Bertra