| 基于二层规划的委托代理协调问题 |
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| 引用本文： | 郑跃,万仲平,袁柳洋.基于二层规划的委托代理协调问题[J].系统工程理论与实践,2014,34(1):77-83. |
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| 作者姓名： | 郑跃 万仲平 袁柳洋 |
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| 作者单位： | 1. 黄冈师范学院 数学与计算机科学学院, 黄冈 438000;
2. 武汉大学 数学与统计学院, 武汉 430072 |
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| 基金项目： | 国家自然科学基金(71171150)；数学天元基金(11226226)；黄冈师范学院博士基金(2012029603) |
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| 摘 要： | 考虑不对称信息条件下的委托代理问题，结合不适定二层规划的理论，给出了不适定委托代理问题的定义. 针对后者的乐观模型，利用一种模糊交互式协调算法进行求解，最终获得了一个委托人与代理人均可以接受的满意契约，从而达到了双方共赢的目的. 最后通过一个算例说明了所设计算法的合理性与可操作性.
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| 关 键 词： | 委托代理 二层规划 乐观模型 模糊交互式方法 |
| 收稿时间： | 2011-12-18 |
Coordination problem of the principal-agent based on bilevel programming |
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| ZHENG Yue,WAN Zhong-ping,YUAN Liu-yang.Coordination problem of the principal-agent based on bilevel programming[J].Systems Engineering —Theory & Practice,2014,34(1):77-83. |
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| Authors: | ZHENG Yue WAN Zhong-ping YUAN Liu-yang |
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| Institution: | 1. College of Mathematics and Computer Sciences, Huanggang Normal University, Huanggang 438000, China;
2. School of Mathematics and Statistics, Wuhan University, Wuhan 430072, China |
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| Abstract: | A principal-agent problem with asymmetric information is considered in this paper. Based on theories of ill-posed bilevel programming, the definition of ill-posed principal-agent problem is proposed. Then, a fuzzy interactive coordinating algorithm is presented for its optimistic formulation. Furthermore, a satisfactory contract is eventually derived for both principal and agent so that both are winners. Finally, an example is given to illustrate the rationality and the operability of the proposed algorithm. |
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| Keywords: | principal-agent bilevel programming optimistic formulation fuzzy interactive method |
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