摘要
本文通过构建随机均衡模型对目前普遍存在的中小企业信贷问题进行了银企双方博弈决策分析。首先选择分别选择借款金额、借款期限和贷款利率作为企业和银行的决策变量并构建信贷双方博弈的随机均衡模型,然后利用随机机会约束规划理论对该随机均衡模型进行转化,给出最优均衡决策的条件,并设计遗传算法对其求解,最后通过对模型中参量进行相应的赋值,给出了一个信贷博弈算例,通过对计算结果的分析,可以看出该算法的有效性和合理性。
The credit loan problem between minor enterprises and banks by building a stochastic equilibrium model is researched in this paper. Firstly the loan amount,loan term and loan interest rate are selected as the decision variables of the enterprise and the bank,and a stochastic equilibrium model of the credit game is constructed;Then the stochastic equilibrium model by using stochastic chance constrained programming theory is transformed to give the conditions of optimal equilibrium decision,and a genetic algorithm is designed to solve the problem. Finally,by assigning values to parameters in the model,giving a credit loan game as an example,by analyzing the results,it can be seen that the algorithm is effective and reasonable.
出处
《中国管理科学》
CSSCI
北大核心
2016年第S1期525-530,共6页
Chinese Journal of Management Science
关键词
银企借贷博弈
随机均衡模型
随机机会约束规划
最优均衡决策
遗传算法
credit loan game
stochastic equilibrium model
stochastic chance constrained programming
optimal decision
genetic algorithm
