中立、竞争与合作多代理人行为关系模型的比较与扩展

Analysis and Motivation of Multi-Agent Behavior Relationship Based on PrincipleAgent Models of Neutrality,Competition and Cooperation

构建中立、竞争与合作3种同质双代理人模型,分析最优解与参数之间的变化关系,并对比得各模型的适用情况。在此基础上提出统一双代理人模型,并将其扩展到多代理人和多目标情形。研究表明:代理人最优努力程度、委托人最大收益与代理人产出系数、代理人间关系程度呈正相关关系,与单位努力成本、市场波动影响呈负相关关系;同时竞争和合作关系总优于中立关系,竞争和合作关系的委托人最大收益大小关系根据激励效用而变化;双代理模型的结论在多代理人情况下仍然适用。

This paper constructs three kinds of principal-agent models：neutrality,competition and cooperation.It analyzes the relationship between the optimal solution of each model and the model parameters,as well as compares and analyzes the applicable conditions of each model.On this basis,this paper proposes a unified double-agent model and promotes it to the circumstance of multi-agent and multi-target.The study results are as follows.In the double-agent model,agents＇ optimal effort level and principals＇ maximal revenue are positively correlated with agents＇ output coefficient and the degree of interaction relationships between the agents,as well as negatively correlated with agents cost of unit effort and market fluctuations.Both the competitive and cooperative relations of the double agents are superior to the independent relationship of double agents.Whether the competitive relation between the double agents is superior to the cooperative relations of double agents or not depends on the size of the incentive effect.In addition,the conclusion of double-agent model can also be applied to the circumstances of single-task multi-agent and multi-task multi-agent.