基于评价集的合作双矩阵对策谈判解在货币互换问题中的应用

Negotiation Solution of Cooperation Double Matrix Game Based on Evaluation Set Applied in Currency Swap Problem

本文从经典的合作双矩阵对策入手,引申到基于评价值的合作双矩阵谈判对策。在评价集的基础上,应用Nash平衡点的性质证明了基于评价集的合作双矩阵对策谈判解的存在性,并求出了这种对策的谈判解。将这种解的理论应用到货币互换问题中,为互换双方确定最优方案谋得最大利益,为确定互换利率提供依据,从而验证了模型的正确性和有效性。

Classical cooperation double matrix game is firstly introduced in this paper,and then is extended to cooperation double matrix game based on the evaluation value.On the basis of evaluation set,the nature of Nash equilibrium point is used to prove the existence of negotiation solution of cooperation double matrix game.A negotiation solution of this game is found.This theory of the solution can be applied to the problem of currency swap to determine the optimal solution which will gain the best profit for the two sides of swap and to provide the basis for determining rate swap.At last,the correctness and validity of the model are verified.