基于微分博弈的绿色信贷与水污染控制反馈策略研究

Study on the Feedback Strategy of Water Pollution Control Differential Game from the View of Green Credit

基于微分博弈理论,考虑河流中累积污染量变化的影响,构建基于连续时间的银行与企业的微分博弈模型,得出动态框架下银行和企业不断协调和相互适应的反馈纳什均衡解,并给出河流污染物在绿色信贷政策下随时间变化的动态方程,通过数值仿真研究发现:企业污染物的产量与银行利率奖惩系数负相关;银行绿色信贷规模与企业减排努力正相关、与其自身运营成本负相关、与银行的奖励损失系数正相关、与政府对企业排污控制的激励正相关;采用绿色信贷政策和政府奖惩政策,可使得污染控制效果更为明显。

The implementation of this policy is in the initial stage in our country. Based on the differential game theory,this paper develops a continuous-time differential game between bank and enterprise with the consideration of dynamic change of accumulative pollutants in the rivers. Under the dynamic framework,we can obtain a set of feedback Nash equilibrium for the problem through the players' continuous coordination and mutual adjustment. And the dynamical equation of pollution in the river is presented. Through numerical stimulation,we can know that the enterprise's equilibrium pollutants output is negatively related to the reward and punishment coefficient of the interest rate of bank; If bank can unite with government and both of them take reward and punishment measures,the effect on pollution control will become better; The bank's equilibrium green credit amount is positively related to the emission reduction efforts of enterprise and negatively related to its own operation cost,also related to the reward coefficient and risk loss coefficient of the bank,positively related to the reward of the enterprise pollution control from the government.