競(jìng)爭(zhēng)策略博弈論

企業(yè)管理中的競(jìng)爭(zhēng)問(wèn)題董志勇博士副教授中國(guó)人民大學(xué)經(jīng)濟(jì)學(xué)院職業(yè)經(jīng)理人資格－－中國(guó)最具價(jià)值的三大證書(shū)之一〖CCMC與企業(yè)管理〗

1個(gè)人簡(jiǎn)介----中國(guó)人民大學(xué)經(jīng)濟(jì)學(xué)院院長(zhǎng)助理副教授經(jīng)濟(jì)學(xué)博士----2008年北京奧運(yùn)會(huì)特許商品調(diào)查委員會(huì)首席專家----2008年北京奧運(yùn)會(huì)旅游紀(jì)念品調(diào)查研究首席專家----歐美同學(xué)會(huì)會(huì)員（1998年）----中國(guó)寶雞外國(guó)語(yǔ)學(xué)院客座教授(1999年)----新加坡華夏學(xué)院學(xué)術(shù)委員會(huì)委員(2001年)----歐洲維多利亞大學(xué)客座教授（2002年）----亞洲發(fā)展銀行青年組專家(YoungEconomistofADB)（2002年）----清華大學(xué)繼續(xù)教育學(xué)院客座教授（2003年）----吉林電力高級(jí)經(jīng)濟(jì)顧問(wèn)（2002年）----吉林白城市人民政府經(jīng)濟(jì)顧問(wèn)（2003年）----國(guó)聯(lián)股份高級(jí)顧問(wèn)（2003年）----中國(guó)人民大學(xué)僑聯(lián)副主席（2004年）----中國(guó)井岡山干部學(xué)院兼職教授（2005年）2博弈論和策略行為GameTheory&StrategicBehaviors3LecturePlan/本講計(jì)劃GameTheoryStrategy&PayoffMatrixDominant&DominatedStrategiesNashEquilibriumMaximinStrategy&MixedStrategyStrategicBehavior4ElementsofaGameGamehasthefollowingelements:Players:whoisinvolved?Rules:whomoveswhen?Whatdotheyknowwhentheymove?Whatcantheydo?Outcomes:foreachpossiblesetofactionsbythelayers,whichistheoutcomeofthegamePayoffs:whataretheplayers’preferencesoverthepossibleoutcome?5Strategy&Payoffs博弈論把人間一切競(jìng)爭(zhēng)活動(dòng)看成是玩策略游戲。這種策略游戲是在一定的游戲規(guī)則之下進(jìn)行它的兩個(gè)最基本的概念是策略與支付矩陣一種策略(Strategy)表示游戲參與者的一套運(yùn)作計(jì)劃和手段。如“降價(jià)15%”就是一種策略收益矩陣(Payoffmatrix)是表示游戲參與者在各種不同策略下的利潤(rùn)額的一套支付表格寡頭壟斷，尤其是雙寡頭壟斷競(jìng)爭(zhēng)，特別適合使用博弈論研究6Strategy&PayoffsPrisoner’sDilemma(囚犯兩難)兩個(gè)嫌犯被捕并受到指控，但除非至少一人招供犯罪，警方并無(wú)充分證據(jù)將其按罪判刑警方將他們分開(kāi)審訊（不能溝通），并對(duì)他們說(shuō)明不同行動(dòng)帶來(lái)的后果。如果二人都不坦白，只能判簡(jiǎn)單刑事罪，坐牢1個(gè)月如果二人都坦白，兩人都會(huì)定罪，判刑六個(gè)月；如果其中一個(gè)坦白，另一個(gè)不坦白；那么坦白者馬上釋放（從寬）、不坦白者將會(huì)判刑九個(gè)月。請(qǐng)問(wèn)兩個(gè)嫌犯該怎么辦？7Strategy&PayoffsPrisoner’sDilemma(囚犯兩難)策略(Strategy):“沉默”&“招認(rèn)”收益矩陣(PayoffMatrix)如下：囚犯2沉默招認(rèn)囚犯1沉默-1，-1-9，0招認(rèn)0，-9-6，-68Strategy&PayoffsPrisoner’sDilemma(囚犯兩難)囚犯兩難的問(wèn)題在現(xiàn)實(shí)中常常出現(xiàn)。比如兩家企業(yè)的價(jià)格戰(zhàn)。企業(yè)B遵守協(xié)議違約降價(jià)企業(yè)A遵守協(xié)議100，10030，130違約降價(jià)130，3070，709Strategy&Payoffs性別戰(zhàn)博弈(TheBattleofSex)一男一女試圖安排一個(gè)晚上的娛樂(lè)內(nèi)容選擇（策略）：“歌劇”、“拳擊”；不過(guò)男女有別收益矩陣(PayoffMatrix)如下：男(TheMan)歌劇拳擊女(TheLady)歌劇2，10，0拳擊0，01，21011Strategy&PayoffsOtherExamplesCoordinationgamesSmithandJonesaretryingtodecidewhethertodesignthecomputerstheyselltouselargeorsmallfloppydisksBothplayerswillsellmorecomputersiftheirdiskdrivesarecompatible.Strategies:““Large””or““Small”P(pán)ayoffsareasfollows.12Strategy&PayoffsOtherExamplesCoordinationgames:payoffmatrixJonesLargeSmallSmithLarge2,2-1,-1Small-1，-11,113DominantStrategies(支配策策略)Wesayaplayerhasadominantstrategyifitisthestrictlybestresponsetoanystrategiestheotherplayersmightpick.Intheanalysisofanygame,thefirststepistodetermineifanyplayerhasadominantstrategy.Ifsuchastrategyexists,thentheoutcomeofthegameshouldbeeasilydetermined,sincetheplayerwillusethedominantstrategyandotherplayerswillsubsequentlyadopttheirbestresponses.Examples:DoesthePrisoner’sDilemmahaveanydominantstrategy?HowabouttheCoordinationGame?14DominatedStrategies(被支配配策略略)Adominatedstrategyisanalternativethatyieldsalowerpayoffthansomeotherstrategy,nomatterwhattheotherplayersinthegamedo.Arationalplayerwillneveruseadominatedstrategyintheactualactionofgameplaying.Henceitcanbeeliminated.Itisclearthatiftheexistenceofadominantstrategyimpliesthatallotherchoicesareinfactthedominatedstrategies.Butitispossiblethattherearedominatedstrategies,whilethereisnodominantstrategy15Application:IterativeEliminationsExample16NashEquilibrium(納什均均衡)Eventhoughusingadominantstrategyoradominatedstrategyisapowerfulsimplewayof““solving””agame,thiskindofgameisusuallyanexception,insteadofanorm.Wemusthaveagenericmethodoffindingthesolution(s)ofagame.SolutionConceptsNashEquilibriumistheveryfirstsolutionconceptfornon-cooperativegames.17NashEquilibrium(納什均均衡)EssenceofNashEquilibriumANashEquilibriumisdefinedasasetofstrategiessuchthatnonoftheparticipantsinthegamecanimprovetheirpayoff,giventhestrategiesoftheotherparticipants.NoonehasastrictlyincentivetodeviatefromthestrategiesinaNashEquilibrium.18NashEquilibrium(納什均均衡)ExampleConsiderthefollowinggame.Isthereanydominantordominatedstrategy?19NashEquilibrium(納什均均衡)ProblemofNashEquilibrium:Multiplesolutions!Examples:BattleofSexCoordinationGame男(TheMan)歌劇拳擊女(TheLady)歌劇2，10，0拳擊0，01，2JonesLargeSmallSmithLarge2,2-1,-1Small-1，-11,120NashEquilibrium(納什均均衡)ProblemofNashEquilibrium:Insensitivetoextremepayoffs(risks)Example:DangerousCoordinationGameJonesLargeSmallSmithLarge2,2-1000,-1Small-1，-11,1InPractice,itisalmostsurethatSmithwantsto““playsafe”andnevertry““l(fā)arge”!21NashEquilibrium(納什均均衡)ProblemofNashEquilibrium:Non-existenceofpurestrategyNashEquilibriumExample:MatchthePenniesNodominantstrategy,nodominatedstrategy&nopurestrategyNashequilibriumaswell!BHeadTailAHead1,-1-1,1Tail-1，11,-122NashEquilibrium(納什均均衡)MixedStrategies（（混合策策略））Amixedstrategyisaprofilethatspecifiestheprobabilityofeachpurestrategythatistobeplayed.NashTheorem:Foranygamewithfinitenumberofpurestrategies,therealwaysexistsaNashEquilibriuminmixedstrategyform.23NashEquilibrium(納什均均衡)MixedStrategies（（混合策策略））:ExamplesCoordinationGameJonesplays(Large,Small)accordingto(p,1-p)Smith’sexpectedpayoffsare:“Large””:2p+(-1)(1-p)=US(L|(p,1-p))“Small””:(-1)p+1(1-p)=US(S|(p,1-p))Smithshouldbe““indifferent””betweenthetwochoicesUS(L|(p,1-p))=US(S|(p,1-p))p=2/5HenceJones’optimalmixedstrategymustbe(0.4,0.6)Exercise:findtheoptimalmixedstrategyforSmith.MatchingthePenniesFindtheNashequilibriuminmixedstrategies242526NashEquilibrium(納什均均衡)NashEquilibrium不不一一定有有效率率TheCentipedeGame(蜈蜈蚣蟲(chóng)蟲(chóng)游戲戲):‘‘stop’’or‘‘continue’’,startingwithplayer1.Whenaplayersays‘‘continue’,1dollaristakenbyarefereefromherpileand2dollarsareputinheropponent’’spile.Assoonaseitherplayersays‘‘stop’’,plyisterminated,andeachplayerreceivesthemoneycurrentlyinherpile.Alternatively,playstopsifbothplayers’pilesreach100dollars.27Player1Player2Player1Player2Player1Player2SCCCCCCSSSSS11032297100999998101100,10028MaxminStrategies(最大最最小策策略)Wheneachplayerinthegamewillselecttheoptionthatmaximizestheminimumpossibleprofit(orotherdesirableoutcome),wesaythatthedecisionruleisamaxminstrategy.Thismayhappeninsituationswhenthemarketishighlycompetitiveanddecisionmakersareriskaverse.Sothisisausefulcaseformanagerialdecisionmaking.2930迄今為為止，，對(duì)市市場(chǎng)結(jié)結(jié)構(gòu)分分析都都以假假定管管理決決策的的中心心是謀謀求最最大利利益。。但是是在如如壟斷斷寡頭頭那樣樣競(jìng)爭(zhēng)爭(zhēng)十分分激烈烈的場(chǎng)場(chǎng)合，，決策策者可可能采采取一一種風(fēng)風(fēng)險(xiǎn)厭厭惡政政策，，即確確保在在可能能的最最壞結(jié)結(jié)果中中得到到最好好的結(jié)結(jié)果。。也就是是每個(gè)個(gè)博弈弈者將將在可可能最最少的的利潤(rùn)潤(rùn)方案案中選選擇利利潤(rùn)最最大的的方案案。31（續(xù)））Nash均均衡衡為（（3，6）和和（（6，，3））企業(yè)1最最小32企業(yè)2最最小32結(jié)果：：雙雙方都都沒(méi)有有新產(chǎn)產(chǎn)品推推出在在這這個(gè)例例子中中，Nash不不是是小中中取大大解！！32MaxminStrategies(最大最最小策策略)Anotherexample:33SequentialGame(順序性性博弈弈)順序性性博弈弈：先先下弈弈的優(yōu)優(yōu)勢(shì)(First-moverAdvantage)迄今為止止，我們們都隱含含假定雙雙方下弈弈者都是是同時(shí)實(shí)實(shí)施。在在順序(Sequentialgame)中，，就是有有先有后后了。進(jìn)入新的的市場(chǎng)就就是一個(gè)個(gè)順序博博弈的例例子。3435363738StrategicBehavior:BarriersofEntryFourtraditionalbarrierstoentry(passive)Economiesofscale,productdifferentiation,controloverscareresources,andlegalfactorsMarketEntryDecision(EntryGame)(aggressive)Presentvs.FutureProfits:Entry-LimitingPricingMainideas:Motivation:short-runMonopolypricingpracticeearns““toomuchprofits”,henceattractnewentrantsthatwilleatupthemarketshareanddrivedownthepricesinthelongrunEntry-LimitPricing:needtosetapricebelowtheshort-runmonopolyprice(Fig11-1,p.293)Figure11-2:profitstreams39StrategicBehavior:BarriersofEntryStigler’sOpenOligopolyModelObjective:maximizethepresentvalueofprofitInsomecases,thismaybeachievedbysettingapricedesignedtodeterentryOptimalstrategydependsonthediscountratesusedbythemanagerstodeterminethepresentvalueofprofitAComparisonEntry-LimitingPricing:long-timehorizon&alowerdiscountrateOpenOligopolyModel:shortplanninghorizon&abiggerdiscountrate40StrategicBehavior:BarriersofEntryPriceRetaliation（（價(jià)格報(bào)復(fù)復(fù)）IncontrastwithLimitPricingthatkeepsthepricelowoveralongperiodoftime,anotherstrategicresponsetothethreatofentryistoretaliatebyreducingpriceswhenentryactuallydoesoccuroritappearsimminent.Whentheperceivedangerhasdiminished,pricescanbeincreasedtowhateverlevelmanagementviewsasappropriateformarketconditions.41StrategicBehavior:BarriersofEntryEstablishi