不同理性预期下Stackelberg模型的动态复杂性

Dynamic complexity of the Stackelberg model with heterogeneous expectations

构建双寡头参与人分别采取有限理性和天真理性预期的Stackelberg博弈模型,研究市场均衡的稳定性条件及动态复杂性特征.通过理论求解和数值模拟得出结论:参与人在不完全信息和不同理性情况下,Stackelberg模型的参数取值范围决定了动态系统的稳定性、产量分岔、利润分岔、奇怪吸引子、吸引子维数和混沌等;如果参数取值满足一定条件,静态Stackelberg推测变差均衡能够实现;否则,Stackelberg推测变差均衡不稳定,非线性动态经济系统可能会出现周期变化或混沌的现象.

This paper established a dynamic Stackelberg model which assumed that the players have heterogeneous expectations one is bounded rationality and the other is naive expectation, and analyzed the stability condition of the equilibrium and the dynamic complexity of the model. By theory solution and numerical simulation, we can get the conclusion that when the players have incomplete information and heterogeneous expectations, the values of parameters determined the stability, the bifurcation of output, the bifurcation of profit, the strange attractors, the dimension of strange attractors and chaos of the dynamic system. Under certain conditions, Stackelberg conjectural variation equilibrium can be realized. Otherwise, the equilibrium of Stackelberg conjectural variation model will become unstable, and period- doubling bifurcation or chaos will probably occur in the nonlinear dynamic economic system.