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不完全信息议价博弈的序贯均衡分析与计算实验

袁勇 王飞跃

袁勇, 王飞跃. 不完全信息议价博弈的序贯均衡分析与计算实验. 自动化学报, 2016, 42(5): 724-734. doi: 10.16383/j.aas.2016.c150554
引用本文: 袁勇, 王飞跃. 不完全信息议价博弈的序贯均衡分析与计算实验. 自动化学报, 2016, 42(5): 724-734. doi: 10.16383/j.aas.2016.c150554
YUAN Yong, WANG Fei-Yue. Sequential Equilibrium Analysis and Computational Experiments of a Bargaining Game with Incomplete Information. ACTA AUTOMATICA SINICA, 2016, 42(5): 724-734. doi: 10.16383/j.aas.2016.c150554
Citation: YUAN Yong, WANG Fei-Yue. Sequential Equilibrium Analysis and Computational Experiments of a Bargaining Game with Incomplete Information. ACTA AUTOMATICA SINICA, 2016, 42(5): 724-734. doi: 10.16383/j.aas.2016.c150554

不完全信息议价博弈的序贯均衡分析与计算实验

doi: 10.16383/j.aas.2016.c150554
基金项目: 

国家自然科学基金 71472174, 71102117, 61533019, 71232006, 61233001

详细信息
    作者简介:

    王飞跃 中国科学院自动化研究所复杂系统管理与控制国家重点实验室研究员,国防科技大学军事计算实验与平行系统技术中心教授. 主要研究方向为智能系统和复杂系统的建模, 分析与控制.E-mail: feiyue.wang@ia.ac.cn

    通讯作者:

    袁勇 中国科学院自动化研究所复杂系统管理与控制国家重点实验室副研究员. 2008年于山东科技大学获得计算机软件与理论专业博士学位. 主要研究方向为商务智能与计算广告学. 本文通信作者. E-mail:yong.yuan@ia.ac.cn.

Sequential Equilibrium Analysis and Computational Experiments of a Bargaining Game with Incomplete Information

Funds: 

National Natural Science Foundation of China 71472174, 71102117, 61533019, 71232006, 61233001

More Information
    Author Bio:

    Professor at the State Key Laboratory of Management and Control for Complex Systems, Institute of Automation, Chinese Academy of Sciences. He is also a professor at the Research Center of Military Computational Experiments and Parallel System, National University of Defense Technology. His research interest covers modeling, analysis, and control of intelligent systems and complex systems.

    Corresponding author: YUAN Yong Associate professor at the State Key Laboratory of Management and Control for Complex Systems, Institute of Automation, Chinese Academy of Sciences. He received his Ph. D. degree in computer software and theory from Shandong University of Science and Technology in 2008. His research interest covers business intelligence and computational advertising. Corresponding author of this paper.). E-mail:yong.yuan@ia.ac.cn.
  • 摘要: 本文从理论研究和计算实验两个层次分析和验证了一类带有时间 偏好的单边双类型不完全信息议价博弈模型及其序贯均衡, 运用单阶段偏离法则分别推导和证明了该议价博弈的合并均衡与分离均衡, 并通过策略比较和构造静态出价博弈证明了合并均衡是议价博弈的唯一理性解. 在此基础上, 本文设计不完全信息议价博弈计算实验场景, 基于协同演化计算实验方法验证了议价博弈的序贯均衡解. 最后, 本文探讨了该序贯均衡对于议价双方相应管理策略的实践指导意义.
  • 图  1  前两期议价的博弈树

    Fig.  1  The game tree of therst two stages of the bargaining process

    图  2  策略种群的协同演化过程

    Fig.  2  The coevolution process of strategy populations

    图  3  协同演化仿真实验结果

    Fig.  3  The results of the co-evolution-based computational experiments

    表  1  静态出价博弈的支付矩阵

    Table  1  The payoff matrix of the static offer game

    2s
    2w $p_{2s}^0 = {{\hat V}_s}$ $p_{2s}^0=y^{\omega_0}$
    $p_{2w}^0 = {{\hat V}_w}$ $\;({{\hat V}_w},0)({y^{{\omega _0}}},2)$ $({{\hat V}_w},0)({y^{{\omega _0}}},0)$
    $p_{2w}^0 = P_{2s}^0$ $({x^{{\omega _0}}},1)({y^{{\omega _0}}},2)$ $({y^{{\omega _0}}},0)({y^{{\omega _0}}},0)$
    下载: 导出CSV

    表  2  计算实验场景的参数设置

    Table  2  The parameters of the computational experiments

    贴现因子初始信念议价期数
    δ1= 0.6, δw= 0.2, δw=0.8ω= 0.6T = 100
    下载: 导出CSV
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出版历程
  • 收稿日期:  2015-09-10
  • 录用日期:  2015-12-11
  • 刊出日期:  2016-05-01

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