基于随机演化博弈的重大工程项目主体行为博弈及仿真分析
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摘要
从演化博弈视角分析了重大工程项目中利益主体业主与承包商的行为博弈,建立了复制动态方程,对方程引入白噪声来反映演化过程受到的随机干扰,建立了随机动力系统,借鉴Ito随机微分方程来分析博弈双方的策略演化,给出了策略稳定的充分条件,并进行了仿真分析.研究表明:在随机扰动下,当决策主体采取积极风险管理的成本小于补偿成本与分担成本之和时,决策双方的策略会上下波动,最终演化至稳定策略积极风险管理;当决策主体采取积极风险管理的成本大于补偿成本与分担成本之和时,积极风险管理策略不稳定,决策双方会倾向于采取消极风险管理.
The evolutionary game between the owner and contractor of the major project is analyzed, and the dynamic equation of replication is established. Taking into account the interference in the evolution process, the Gaussian white noise is introduced to reflect the random disturbance. The stochastic dynamic system is established and the stability of the strategy is analyzed by stochastic differential equation theory, after that a sufficient condition of stability is given. At last, to validate the correctness of the model, the paper simulates two scenarios based on our proposed models. The study shows that under random disturbance,when the cost of active risk management is less than the sum of compensation cost and sharing cost, the strategy of both parties will fluctuate up and down, and eventually evolves to the positive risk management of the stable strategy; When the cost of active risk management is greater than the cost of compensation and the cost sharing, the positive risk management strategy is unstable, and both sides tend to adopt negative risk management.
The evolutionary game between the owner and contractor of the major project is analyzed, and the dynamic equation of replication is established. Taking into account the interference in the evolution process, the Gaussian white noise is introduced to reflect the random disturbance. The stochastic dynamic system is established and the stability of the strategy is analyzed by stochastic differential equation theory, after that a sufficient condition of stability is given. At last, to validate the correctness of the model, the paper simulates two scenarios based on our proposed models. The study shows that under random disturbance,when the cost of active risk management is less than the sum of compensation cost and sharing cost, the strategy of both parties will fluctuate up and down, and eventually evolves to the positive risk management of the stable strategy; When the cost of active risk management is greater than the cost of compensation and the cost sharing, the positive risk management strategy is unstable, and both sides tend to adopt negative risk management.
引文
[1] Yeshambel Melese, Sara Lumbreras, Andres Ramos.Cooperation under uncertainty:Assessing the value of risk sharing and determining the optimal risk-sharing rule for agents with pre-existing business and diverging risk attitudes[J]. International Journal of Project Management, 2017, 35:530-540.
[2] Li B, Akintoye A, Edwards P J, et al. The allocation of risk in PPP/PFI constrction projects in the UK[J]. International journal of project, 2005, 23(1):25-35.
[3]尹贻林,王垚,赵华.不完全契约视角下工程项目风险分担与项目管理绩效影响关系实证研究[J].科技进步与对策,2013, 30(23):91-95.
[4]何涛,赵国杰.基于随机合作博弈模型的PPP项目风险分担[J].系统工程,2011,29(4):88-92.
[5]李林,刘志华,章昆昌.参与方地位非对称条件下项目风险分配的博弈模型[J].系统工程理论与实践,2013, 33(8):1940-1948.
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[11]何旭东.基于复杂性分析的大型工程项目主体行为风险管理研究[J].技术经济与管理研究,2018(2):37-41.
[12]曹启龙,盛昭瀚,周晶等.基于公平偏好的我国政府投资项目代建制激励一监督模型[J].中国软科学,2014(10):144-157.
[13]孙华丽,王循庆,薛耀峰.基于不同情境的群体性突发事件随机演化博弈模型[J].运筹与管理,2016,25(4):23-30.
[14]徐岩,胡斌,钱任.基于随机演化博弈的战略联盟稳定性分析和仿真[J].系统工程理论与实践,2011,31(5):920-926.
[15]胡适耕,黄乘明,吴付科.随机微分方程[M].北京:科学出版社,2008.
[16]谢识予.经济博弈论[M].上海:复旦大学出版社,2016.
[2] Li B, Akintoye A, Edwards P J, et al. The allocation of risk in PPP/PFI constrction projects in the UK[J]. International journal of project, 2005, 23(1):25-35.
[3]尹贻林,王垚,赵华.不完全契约视角下工程项目风险分担与项目管理绩效影响关系实证研究[J].科技进步与对策,2013, 30(23):91-95.
[4]何涛,赵国杰.基于随机合作博弈模型的PPP项目风险分担[J].系统工程,2011,29(4):88-92.
[5]李林,刘志华,章昆昌.参与方地位非对称条件下项目风险分配的博弈模型[J].系统工程理论与实践,2013, 33(8):1940-1948.
[6]刘孔玲.基于业主角度的工程质量控制博弈分析[J].科技进步与对策,2014,28(2):64-72.
[7]孙蕾,孙绍荣.重大基础工程引发的利益冲突与治理机制研究[J].管理工程学报,2016, 30(1):34-42.
[8]赵泽斌,满庆鹏.基于前景理论的重大基础设施工程风险管理行为演化博弈分析[J].系统管理学报,2018,27(1):109-117.
[9]周国华,张羽,李延来等.基于前景理论的施工安全管理行为演化博弈[J].系统管理学报,2012, 21(4):501-508.
[10]何旭东.工程项目主体行为风险研究[J].技术经济与管理研究,2012(2):27-30.
[11]何旭东.基于复杂性分析的大型工程项目主体行为风险管理研究[J].技术经济与管理研究,2018(2):37-41.
[12]曹启龙,盛昭瀚,周晶等.基于公平偏好的我国政府投资项目代建制激励一监督模型[J].中国软科学,2014(10):144-157.
[13]孙华丽,王循庆,薛耀峰.基于不同情境的群体性突发事件随机演化博弈模型[J].运筹与管理,2016,25(4):23-30.
[14]徐岩,胡斌,钱任.基于随机演化博弈的战略联盟稳定性分析和仿真[J].系统工程理论与实践,2011,31(5):920-926.
[15]胡适耕,黄乘明,吴付科.随机微分方程[M].北京:科学出版社,2008.
[16]谢识予.经济博弈论[M].上海:复旦大学出版社,2016.