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| 模糊环境下技术创新投资的期权博弈模型 | |
| 引用本文： | 谭英双,龙勇,陈哲.模糊环境下技术创新投资的期权博弈模型[J].系统工程理论与实践,2011,31(11):2095-2100. |
| 作者姓名： | 谭英双 龙勇 陈哲 |
| 作者单位： | 1. 重庆大学经济与工商管理学院,重庆400030;重庆师范大学重庆市运筹学与控制论重点实验室,重庆400047 2. 重庆大学经济与工商管理学院,重庆,400030 3. 重庆师范大学重庆市运筹学与控制论重点实验室,重庆,400047 |
| 基金项目： | 教育部高层次人才支持计划基金(NCET-07-0906); 国家自然科学基金(11001289,70672012,10471159) |
| 摘 要： | 在对称双头垄断期权博弈模型的基础上讨论了利润流现值和沉没投资成本为梯形模糊数的情形并进行了扩展,对企业技术创新投资策略进行了分析.构建了模糊环境下追随者、领导者的投资价值和投资临界值的模糊表达式并进行数值分析.分析表明:模糊环境下仍存在最优投资策略,随着梯形模糊数的沉没投资成本期望值的增加,企业的投资价值下降而投资临界值上升.为模糊环境下投资决策提供了一种解释. |
| 关 键 词： | 期权博弈 梯形模糊数 技术创新 双头垄断 |
Technology innovation investment of the option-game model under fuzzy environment |
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| TAN Ying-shuang , LONG Yong , CHEN Zhe.Technology innovation investment of the option-game model under fuzzy environment[J].Systems Engineering —Theory & Practice,2011,31(11):2095-2100. | |
| Authors: | TAN Ying-shuang LONG Yong CHEN Zhe |
| Institution: | TAN Ying-shuang~(1,2),LONG Yong~1,CHEN Zhe~2 (1.College of Economics and Business Administration,Chongqing University,Chongqing 400030,China,2.The Key Laboratory of Operations Research and Control of Chongqing,Chongqing Normal University,Chongqing 400047,China) |
| Abstract: | Basing on duopoly option-game model,this research discusses the present value of profit flows and the sunk investment costs for the trapezoidal fuzzy number,and Firms' technology innovation investment strategy is analyzed.It constructs followers,leaders of investment value and investment threshold of fuzzy expressions under the fuzzy environment to conduct numerical analysis.And it is concluded that there is still existing the best increasing investment strategy under fuzzy environment,with the development ... |
| Keywords: | option-game trapezoidal fuzzy numbers technological innovation duopoly |
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