交通网络下的多厂商两阶段随机非合作博弈问题——基于随机变分不等式

Two-stage stochastic non-cooperative multi-vendor game under the transportation network——based on stochastic variational inequarity

研究集生产、运输和销售为一体的多个制造商在随机市场环境下的两阶段随机非合作博弈问题.首先,建立了该两阶段随机非合作博弈问题的模型,然后将其转化为两阶段随机变分不等式(Stochastic Variational Inequality,简称SVI).在温和的假设条件下,证明了该问题存在均衡解,并通过Progressive Hedging Method(简称PHM)进行求解.最后,通过改变模型中随机变量的分布和成本参数,分析与研究厂商的市场行为.

In this paper,we discuss the two-stage stochastic non-cooperative game of manufacturers with production,transportation and sales under stochastic market environment.Firstly,we establish a model of the two-stage stochastic non-cooperative game,and then transform it into a two-stage stochastic variational inequality(SVI).Under mild assumptions,it is proved that there exists an equilibrium solution to the game problem,and it is solved by Progressive Hedging Method(PHM).Finally,the market behavior of manufacturers is analyzed and studied by changing the distribution of random variables and cost parameters in the model.