| R＆D投资决策的不对称双头垄断期权博弈模型 |
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| 引用本文： | 余冬平,邱菀华.R＆D投资决策的不对称双头垄断期权博弈模型[J].系统工程,2005,23(2):31-34. |
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| 作者姓名： | 余冬平 邱菀华 |
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| 作者单位： | 北京航空航天大学经济管理学院，北京航空航天大学经济管理学院 北京 100083，北京 100083 |
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| 基金项目： | 国家自然科学基金资助项目(70372011) |
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| 摘 要： | 两企业进行R&D投资,考虑其间的研发成本不对称更贴近于现实。为此,本文建立了R&D投资决策的不对称双头垄断期权博弈模型,首先给出了领先者、追随者和同时投资者的价值函数和投资临界值点;通过引入混合策略法则证明了混合策略均衡的存在,并给出了不同情况下的两企业最优投资均衡策略规则;最后,数值分析表明了一个完美纳什均衡的存在。
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| 关 键 词： | R＆D 投资决策 实物期权 双头垄断 期权博弈 |
| 文章编号： | 1001-4098(2005)02-0031-04 |
Strategic R&D Investment under Asymmetric Duopoly: A Real Option and Game-theoretic Approach |
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| YU Dong-ping,QIU Wan-hua.Strategic R&D Investment under Asymmetric Duopoly: A Real Option and Game-theoretic Approach[J].Systems Engineering,2005,23(2):31-34. |
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| Authors: | YU Dong-ping QIU Wan-hua |
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| Abstract: | Asymmetric R&D costs always occur when two firms make R&D decisions. To take this into account, this paper develops a game-theoretic real options model of asymmetric duopoly. We first present the value function and the investment threshold of the leader, follower and the simultaneous, then through the introduction of Mixed Strategy Theorem, the (existence) of Mixed Strategies Equilibria is verified, at the same time, the optimal decision rules of the two firms under (different) situations are provided. In the end, a numerical analysis validates a Perfect-Nash Equilibrium. |
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| Keywords: | R&D Investment Decision Real Options Duopoly Option Games |
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