受风险偏好影响的旅行社收益纳什均衡模型
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摘要
构建了在两种货币政策下和受风险偏好程度不同的影响下,旅行社采取不同融资策略的收益纳什均衡模型.还构建了包含收益效用与融资效用的效用函数.通过探究在不同的融资策略下,根据旅行社的均衡质量、数量与个性化来计算出收益,提出了均衡条件并用变分不等式证明了均衡解的存在性,提供了有关线上销售公司的旅游产品的案例分析.
A revenue Nash Equilibrium model is constructed among the travel agencies which adopt different financing strategies and are affected by risk appetite under two kinds of monetary policies. The utility function contains a revenue component and a financing component. An equilibrium revenue can be calculated by exploring an equilibrium quality, quantity and individuation of the travel agencies which adopt different financing strategies.The governing Nash equilibrium conditions are stated and the variational inequality formulation provided to establish existence of the equilibrium solutions. Numerical case studies are also conducted on the tourist products of online sales companies.
A revenue Nash Equilibrium model is constructed among the travel agencies which adopt different financing strategies and are affected by risk appetite under two kinds of monetary policies. The utility function contains a revenue component and a financing component. An equilibrium revenue can be calculated by exploring an equilibrium quality, quantity and individuation of the travel agencies which adopt different financing strategies.The governing Nash equilibrium conditions are stated and the variational inequality formulation provided to establish existence of the equilibrium solutions. Numerical case studies are also conducted on the tourist products of online sales companies.
引文
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[2]KOUVELIS P,ZHAO W.Financing the news vendor:suppler vs.bank,and the structure of optimal trade credit contracts[J].Operations Research,2012,60(3):566-580.
[3]LI Y,ZHEN X,QI X,et al.Penalty and financial assistance in a supply chain with supply disruption[J].Omega,2016,61:167-181.
[4]NAGURNEY A,LI D.A dynamic network oligopoly model with transportation costs,product differentiation,and quality competition[J].Computational Economics,2014,44(2):201-229.
[5]NAGURNEY A,LI D.A supply chain network game theory model with product differentiation,outsourcing of production and distribution,and quality and price competition[J].Annals of Operations Research,2015,228(1):479-503.
[6]朱莹,张成科,朱怀念.基于演化博弈的供应链成员间研发竞争与合作分析[J].广东工业大学学报,2015,32(3):46-50.ZHU Y,ZHANG C K,ZHU H N.R&D competition and cooperation among members in supply chain based on evolutionary game[J].Journal of Guangdong University of technology,2015,32(3):46-50.
[7]BARBAGALLO A,DANIELE P,GIUFFRE S,et al.Varitiational approach for a general financial equilibrium problem:the deficit formula,the balance law and the liability formula.A path to economy recovery my recovery[J].European Journal Operational Research,2014,237(1):231-244.
[8]SABERI S,CRUZ J M,SARKIS J.A competitive multiperiod supply chain network model with freight carriers and green technology investment option[J].European Journal of Operational Research,2018,226(3):934-949.
[9]NAGURNEY A,YU M,BESIK D.Supply chain capacity competition with outsourcing:a variational equilibrium framework[J].Journal of Global optimization,2017,69(1):231-254.
[10]NASH J F.Equilibrium points in n-person games[J].Proceeding of National Academy of Sciences of the United States of America(PNAS),1950,36(1):48-49.
[11]NASH J F.Non-cooperative games[J].Annals of Mathematics,1951,54(2):286-298.
[12]GABAY D,H MOULIN.On the uniqueness and stability of nashi equilibria in Non-cooperative games[J].Applied Stochastic Control in Econome trics and Management Science,1980,9:271-294.
[13]NAGURNEY A,LI D.Competing on Supply Chain Quality:A Network Economics Perspective[M].Switzerland:Springer International Publishing,2016:27-42.
[14]KINDERLEHRER D.STAMPACCHIA G.Introduction to Vartiational Inequalities and their application[M].New York:Academic Press,1980:8-18.
[15]NAGURNEY A,KAREN LI.Hospital competition in prices and quality:a variational inequality framework[J].Operations Research for Health Care,2017,15:91-101.
[16]JAHN J.Introduction to the theory of Nonlinear Optimization[M].Berlin,Germany:Springer Verlag,1994:7-29.