文档介绍：第十一章博弈论与寡头竞争 Game Theory & Oligopolistic Rivalry
博弈(Games)是指这样一种竞争状况,其中有两个或两个以上的个人或团体各自追求自身的利益,但任何一方都不能单独决定结果,而是由相互依存的策略或行为来决定其结果。
博弈论(Game Theory)就是研究各博弈参与主体在其行为相互依存、相互作用时的决策以及这种决策的均衡问题的理论。
构成博弈的要素
John Von Neuman & Oskar Morgenstern--
Game Theory博弈论 used to describe situations where individuals anizations have conflicting objectives相互冲突的目标——博弈的定义
Examples: Pricing of a few firms, Strategic Arms Race, Advertising plans for a few firms, Output decisions of an oligopoly
Structure of a Game
——individuals anizations
--is a course of action行动
Payoff支付 is the e of the strategy.
Listing of PAYOFFS appear in a payoff matrix支付矩阵.
博弈的分类
Cooperative Games 合作博弈
指在博弈中,参与者能够通过谈判达成一个有约束力的契约以限制参与者行为,使之相互采取一种合作的策略。
Noncooperative Games 非合作博弈
指参与者无法通过谈判达成一个有约束力的契约弈限制参与者的行为。
博弈的分类
Static Games 静态博弈
指一种博弈中,参与者同时行动,或虽非同时行动,但后行动这并不知道前行动者采取了什么样的行动。
Dynamic Games 动态博弈
指一种博弈中参与者的行动有先后顺序,且后行动者能够观察到先行动者所选择的行动。
两人参与的零和博弈Two Person, Zero Sum Game
Each player knows his and opponent’s alternatives
Preferences of all players are known
Single period game
Sum of payoffs are zero
Like a Poker Game
An Equilibrium--none of the participants can improve their payoff
ASSUMPTIONS
PLAYER 2
PLAYER 1
a
b
c d
1, -1 3, -3
-2, 2 0, 0
Player 1 is the first number in each pair. We will get to {a,c} which is an Equilibrium
两人参与下的非零和博弈Two-Person, Non-Zero Sum Games
Often the payoffs vary depending on the strategy choices
The Prisoner’s Dilemma
囚徒的困境
Two thieves are caught & held separately
Confess or Not Confess:
1period game
Non-cooperative
both confess: {C, C}
Cooperative Solution
both do not confess {NC,NC}
Thief 2
Thief 1
C
NC
C NC
-5, -5 0, -8
-8, 0 -1,-1
作为“囚徒困境”的双寡头垄断Duopoly as a Prisoner’s Dilemma
Two firms: Decision is the amount of output [ S = small, or L = large ]
{L,L} represents normal profits
FIRM 2
FIRM 1
S L
S
L
100, 100 10, 150
150, 10 20, 20
SOLUTION {L, L }
Is it an Equilibrium?
PLAYER 2
PLAYER 1