古诺博弈的矩阵分析:算法博弈论与博弈计量经济学视角

Matrix Analysis of Cournot Game:Perspective of Algorithmic Game Theory and Game Econometrics

为解决古诺博弈在商业实战中的应用需求和在经济实证中的应用需求,构建出古诺博弈系统的矩阵分析框架.在系统设置方面,消费者对产品的需求和生产者对产品的供给皆不再要求同质.在系统求解方面,导出了博弈过程的策略矩阵和博弈结果的均衡矩阵.在系统分析方面,放松经典模型过多苛刻的假设之后,本模型较经典模型更具解释力和一般性,经典模型成为本模型的特例.在系统应用方面,从商业智能实战的算法博弈论出发,为参与古诺博弈的企业提供策略选择的矩阵算法;从实证产业组织理论的博弈计量经济学出发,为定量分析古诺博弈的研究人员提供估计市场结构参数的矩阵模型.

For solving the application needs of Cournot game in business practice and economic empirical analysis,this paper constructs the matrix analysis framework of Cournot game system.In the aspect of system setup,the demand of consumers for products and the supply of products by producers are no longer required to be homogeneous.In the aspect of system solution,the strategy matrix of the game process and the equilibrium matrix of the game result are derived.In the aspect of system analysis,after relaxing the excessive and harsh assumptions of the classical model,this model is more explanatory and general than the classical model,and the classical model becomes a special case of this model.In the aspect of system application,this paper provides matrix algorithm of strategy selection for firms participating in Cournot game from the perspective of algorithm game theory of business intelligence;it provides matrix model to estimate market structure parameters for researchers of quantitative analysis of Cournot game from game econometrics of empirical industrial organization theory.