延迟决策下动态斯坦科尔伯格推测变差模型及其复杂性分析
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  • 英文篇名:Complexity of the dynamic Stackelberg Conjectural Variation Model with Delayed Bounded Rationality
  • 作者:于维生 ; 董瑞 ; 张志远
  • 英文作者:YU Wei-sheng1,2,DONG Rui2,ZHANG Zhi-yuan2(1.Center for Quantitative Economics of Jilin University,Changchun 130012,China;2.School of Business,Jilin University,Changchun 130012,China)
  • 关键词:延迟有限理性 ; 寡头市场 ; 斯坦科尔伯格 ; 推测变差 ; 混沌
  • 英文关键词:Delayed Bounded Rationality;Duopoly Market;Stackelberg;Conjectural Variation;Chaos
  • 中文刊名:GCXT
  • 英文刊名:Systems Engineering
  • 机构:吉林大学数量经济研究中心;吉林大学商学院;
  • 出版日期:2013-07-28
  • 出版单位:系统工程
  • 年:2013
  • 期:v.31;No.235
  • 基金:教育部人文社会科学重点研究基地重大项目(11JJD790049)
  • 语种:中文;
  • 页:GCXT201307010
  • 页数:5
  • CN:07
  • ISSN:43-1115/N
  • 分类号:63-67
摘要
以双寡头垄断市场中的两厂商都采取延迟有限理性预期规则进行产量调整为基础,构建动态斯坦科尔伯格推测变差模型。通过理论分析和数值模拟研究不同延迟系数下,动态产量调整系统的稳定性、分岔、吸引子、混沌等复杂特征。结果表明:延迟系数和参数取值会影响动态斯坦科尔伯格推测变差模型的稳定性,当参数不满足一定条件时,系统会发生倍周期分岔和出现混沌。
        condidering the players use delayed bounded rationality to adjust their output,this paper establishes a dynamic Stackelberg conjectural variation model.Theory solutions and numerical simulations are provided to analyze the stability and dynamic complexity such as bifurcation,stranger attractors,and chaos of the nonlinear dynamic system.The results show that the coefficient of delayed and other parameters determined the stability of the dynamic Stackelberg conjectural variation model;and that when the parameters don’t meet certain conditions,the doubling-bifurcation and chaos will occur to the system.
引文
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