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纳什均衡与机会成本

Nash Equilibrium and Opportunity Cost

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【作者】 丁占文

【Author】 DING Zhan-wen (Faculty of Science, Jiangsu University of Science and Technology, Zhenjiang,Jiangsu 212013,China)

【机构】 江苏理工大学理学院 江苏镇江212013

【摘要】 指出当纯策略纳什会均衡不唯一 ,或者博弈不存在纯策略纳什均衡时 ,各参与人选择策略时将付出某种意义下的机会成本 就博弈时参与人面临的该机会成本问题提出一种分析处理的方法———把事后机会成本纳入事前分析 ,并体现参与人对待风险的态度 分析结果表明 :纯策略纳什均衡不受参与人任何机会主义态度的影响 ;风险中性条件下 ,参与人亦不因为有机会主义倾向而偏离纳什均衡 ;在非风险中性条件下 ,参与人会因为有机会主义倾向而偏离纳什均衡 最后给出该分析方法在非风险中性情形下合理应用的实例

【Abstract】 It is pointed out that if there are more than one or there is no Nash equilibrium of pure strategy,the players will pay the opportunity cost in some sense when they make their strategy decisions. A method, offered to analyze the problem of opportunity cost the players face in a game,is put forward to analyse the opportunity cost before the game begins and to analyze the players’ risk tendency toward this opportunity cost. The results show that Nash equilibrium of pure strategy will not be changed by the players’ any opportunity tendency, and in the case of mixed strategy profile, even with the opportunity tendency the players would not deviate from the Nash equilibrium under the risk-neutral assumption but would do so under the non-risk-neutral assumption.Finally,an example is given in which the above-mentioned method is properly applied in non-risk-neutral assumption.

【关键词】 博弈纳什均衡机会成本风险
【Key words】 GameNash equilibriumopportunity costrisk
  • 【文献出处】 江苏理工大学学报(自然科学版) ,Journal of Jiangsu University of Science and Technology , 编辑部邮箱 ,2001年05期
  • 【分类号】O225
  • 【被引频次】8
  • 【下载频次】532
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