基于有限理性博弈论的投资者羊群行为研究

运用有限理性博弈论分析机构投资者和个人投资者在市场上表现出的羊群行为,机构投资者羊群行为以机构之间相互竞争的角度,用鹰鸽博弈模型来研究其羊群行为过程,个人投资者羊群行为用蛙鸣博弈模型来刻画,机构投资者和个人投资者羊群行为作为两个群体用非对称博弈模型来阐述它们在市场上的博弈。得出以下结论:当机构投资者之间充分有效竞争时,可使其羊群行为程度降低;当市场中信息透明度高,个人投资者容易获得有效信息时,个人投资者之间的羊群行为减少;当信息成本高昂,机构投资者可以负担,个人投资者不能承担时,个人投资者羊群行为严重。

How Group Heuristics Promotes Cooperative Behavior in Social Dilemma SituationmExploration of Group Heuristics Effects on the Basis of Computer Simulation

As it is impossible to assume complete rationality in a social dilemma situation, the assumption of bounded rationality is appropriate. Under the bounded rationality, it would be reasonable to assume that one behaves according to the heuristics principle. The group identity effect in a social dilemma situation might be very important in order to attain cooperation. The aim of this study was to clarify how to promote a cooperative behavior by avoiding a social dilemma situation. The group heuristics was taken into account, and it was explored how the group heuristics promotes a cooperative behavior in a social dilemma situation. As a result of a two-person game theory experiment, the group heuristics was found to play an important role in a social dilemma situation, and enhance a cooperative behavior. For the following three cases, the higher cooperation rate was attained at the latter half of the experiment： （a） mutual in-group condition, （b） one-way in-group condition, and （f） one-way unknown condition （in-group）. In conclusion, the consciousness of in-group membership might help to promote actively mutual cooperation.

“穿越沙漠”策略研究

本文根据“穿越沙漠”游戏规则及已知的参数,针对天气情况、物资分配进行玩家的路线规划,建立数学模型,较好地解决了问题。本文基于Dijkstra和动态规划的相关理论,确定玩家的行走路径,并结合概率论知识,处理未知天气情况下玩家的行动策略。本文最大的创新点是在动态规划的基础上综合了概率论与博弈论的相关理论,从而简化了题目,建立的数学模型更方便地解决相关问题。