考虑自信度与损失厌恶心理的两部门演化博弈分析

A Two-part Evolutionary Game Study in the Presence of Confidence and Loss Aversion Behavioral Preferences

本文基于"决策者-建议者"二分群体决策系统,分析决策部门-观测部门之间的决策协调问题,探究决策者心理行为特征对部门协调决策的影响。引入决策部门的自信程度以及两部门的损失厌恶心理特征,以偏差平方作为支付函数,构建了二分群体决策系统的演化博弈模型。从理论上证明了演化博弈的均衡结果,并通过数值分析讨论决策部门自信度、两部门损失厌恶程度对演化均衡的影响。研究结论指出,观测部门并不希望决策部门的自信度越高越好,而是存在一个最优化的过程;决策部门的损失厌恶偏好可平衡经验丰富引起的错估偏差,并且通过对观测部门的信赖也能弥补这些偏误。

This paper discusses decision making coordination problem between two parts based on the Judge-Advisor System. We introduce decision maker＇s overconfidence and loss aversion behaviors into the dynamic decision process, which is modeled by an evolutionary game model by taking deviation square as the payoff function. By analyzing the model, we theoretically demonstrate the game equilibrium. We conduct numerical analysis to discuss the effect of overconfidence and the degree of loss aversion on the evolutionary equilibrium. The results show that from the observation part＇s perspec- tive, it is good for decision-making part to have a proper confidence level. Decision-making part＇s loss aversion behavior and trust on the observation part can balance the biases caused by overconfidence.