策略型内生网络博弈及其演化研究
详细信息    本馆镜像全文|  推荐本文 |  |   获取CNKI官网全文
摘要
网络是描述和揭示自然界及人类社会中各种复杂关系及功能的一个有效工具,如小世界网络、无标度网络、网络生成博弈等模型。其中,借助博弈论研究社会网络形成问题可以揭示网络成员的微观决策机制,对于正确地理解和认识现实网络系统具有重要的意义。当前的博弈模型大多探讨外部环境对经济行为的影响,强调个体所处的网络结构对个体行动的作用,忽视了个体行动决策对网络结构的影响。本文从个体链接选择和行动决策两个方面研究微观博弈与网络结构的相互作用,探讨了基于两人对称博弈的内生网络模型的研究框架,证明了若干模型的结果,并将其应用于实际问题的分析;在此基础上,提出了一个网络结构与个体策略的协同演化模型。
     论文首先研究了策略型内生网络博弈的基础理论。结合现实情景中的若干现象,在对基于两人对称博弈的网络形成问题进行规范描述的基础上,依据链接成本分担的方式,将模型划分为单边连接和双边连接;依据博弈对象的选择范围,将模型划分为直接连接和间接连接,并据此分别给出了有效性和稳定性的概念。这些概念和分类是策略型内生网络博弈研究的基础之一。
     其次,分别针对单边连接和双边连接模型,研究了基于囚徒困境博弈、协调博弈和鹰鸽博弈三种两人对称博弈的内生网络模型。对于存在唯一Nash均衡的博弈,链接成本对参与者的行动选择没有影响;而对存在多个Nash均衡的博弈,较高的链接成本可以促使群体达到帕累托最优状态;两类模型中,稳定网络主要表现为完全网络、最小连通网络、中心发起者网络或空网络。
     然后,在满意决策规则以及个体具有链接选择权利假设下,提出了一个基于个体有限理性的网络演化模型,从博弈角度对复杂网络的形成给出了新的解释。分别以囚徒困境和协调博弈作为基博弈研究了合作演化和制度演化问题,并采用基于多主体建模的方法对模型进行了仿真,结果表明在某些参数条件下,演化网络会表现出复杂网络的属性。在此基础上进一步探讨了复制者动态模型与网络演化模型的内在机理和区别。
     最后,探讨了间接连接双边模型在水电工程项目管理信息集成方案推行中的应用。文中将信息集成方案的推行工作描述为一个异质性间接连接双边模型,分析了方案推行中的瓶颈,并从激励机制角度给出了改进建议。研究表明信息集成方案的制定,不能仅仅强调信息分解体系之间的关系,还需要从管理单元的微观决策角度分析信息集成方案的稳定性,这样才能保证方案的顺利实施。
The study of the network structure is one of the ways to disclose the complex system structures and functions in natural and social world. Examples include the small world network, scale-free network and network formation games and so on. This methods based on game theory can disclose the individual’s microcosmic decision mechanics and has distinct significances for correct understanding of networks in real environments. Currently, most researches focus how the external environments affect the economic behaviors, on the assumption that the players lie on fixed network etc, ignore the fact that players’action and network structure can interact. In this dissertation, the endogenous network models based on 2×2 game are developed to analyses how the link decision and action selection can interact. Some helpful conclusions are given and used to resolve some practical problem. Furthermore, a model for co-evolution of microcosmic game and network is developed.
     First, the basic frame is built for strategic-form symmetric 2×2 game endogenous network game. After giving the stragetic-form description of the network formation problem based on 2×2 game according as the realistic situations, the models are classified to unilaterally link models and bilaterally link models by the way of link cost paying, and classified to direct link models and indirect link models. The definitions of efficiency and stability are given. These works provide the foundation for father research.
     The results of unilaterally and bilaterally link models are studied using three classical games as the underlying games, which are Prisoner’s dilemma, hawk-dove game and coordination game. The conclusions show that the link cost has no effect on the actions selections for the game that has only single Nash equilibrium. Otherwise, the high link cost may cause the players to select Pareto dominance action for the game that has two equilibriums. The stable networks emerge mostly as the complete network, minimal connection network, star network and empty network.
     On the assumption that agents adopt satisfaction decision rules and have ability to decide which link can be built, the network evolution models are developed based on bounded rational, which can provide a new explanation for the formation of the complex network. The prisoner’s dilemma and coordination game are respectively used to study the cooperation and convention evolution. By the way of multi-agent modeling tools, the simulations show the networks will exhibit the small world character on some parameter ranges. Furthermore, the intrinsic mechanism and difference between the Replicator Dynamics, exogenous and endogenous network evolution model are analyzed.
     The application of indirect bilaterally link model to engineering project information integration at last. The problem for implementation of information plan can be described by heterogeneous indirect bilaterally link model. The bottlenecks are pointed out using the definition of stability and the solutions are provided by the way of benefit distribution or perquisite. The results show that the successful desigh of the information integration plan must not only focus on the information breakdown system but also analyze the stability of the plan based on the managers’decision.
引文
[1] Freeman L C. The development of social network analysis: a study in the sociology of science. Vancouver: Empirical press, 2004
    [2] Bollobás B. Random graphs. The second edition. Cambridge: Cambridge University Press, 2001
    [3] Dutta B, Jackson M O. editors: Networks and Groups: Models of Strategic Formation,.Heidelberg: Springer-Verlag, 2003
    [4]陈禹.人类对于网络的认识的新发展.系统辩证学报,2005,13(4):18-22
    [5]史定华.网络—探索复杂性的新途径.系统工程学报,2005,20(2):115-119
    [6]姜璐,刘琼慧.系统科学与复杂网络研究.系统辩证学报,2005,13(4):14-17
    [7] Matthew O, Jackson, Brian W R. The economics of small worlds. Journal of the European Economic Association, 2005, 3(2-3):617-627
    [8] Nicolas C, Pascale R. A strategic model of complex networks formation.Working paper, Bureau d'économie Théorique et Appliquée (BETA), 2006.
    [9] Myerson R. Graphs and cooperation in games. Mathematics of Operations Research, 1977, 2(3):225-229
    [10] Jackson M O,Wolinsky A. A strategic model of social and economic networks. Journal of Economic Theory, 1996, 71:44-74
    [11] Jackson M O, Nouweland A V D. Strongly stable networks. Games and Economic Behavior, 2005,51:420–444
    [12] Aumann R, Myerson R. Endogenous formation of links between players and coalitions: an application of the Shapley value. Cambridge: Cambridge University Press, 1988
    [13] Dutta B, Mutuswami S. Stable networks. Journal of Economic Theory, 1997, 76:322-344
    [14] Dutta B, Nouweland A V D, Tijs S. Link formation in cooperative situations. International Journal of Game Theory, 1995, 27:245-256
    [15] Slikker M, Nouweland A V D. Network formation models with costs for establishinglinks. Review of Economic Design, 2000, 5:333-362
    [16] Johnson C, Gilles R P. Spatial social networks. Review of Economic Design, 2000, 5: 273-300
    [17] Watts A. A dynamic model of network formation. Games and Economic Behavior, 2001, 34: 331-341
    [18] Jackson M O, Watts A. The evolution of social and economic networks,. Journal of Economic Theory, 2002,106(2):265-295
    [19] Vanin P. Network formation in the lab: a pilot Experiment. Working Paper, Universitat Pompeu Fabra, 2002.
    [20] Deck C, Johnson C. Link bidding in a laboratory experiment. Review of Economic Design, 2004, 8(4):359-372
    [21] Bala V, Goyal S. A noncooperative model of network formation. Econometrica, 2000, 68: 1181-1229
    [22] Goyal S, Moraga-Gonzlez J L. R&D networks. RAND Journal of Economics, 2001, 32: 686-707
    [23] Goyal S, Joshi S. Networks of collaboration in oligopoly. Games and Economic Behavior, 2003, 43:57-85
    [24] Haller H, Sarangi S. Nash networks with heterogeneous Agents. Mathematical Social Sciences, 2005, 50(2):181-201
    [25] Kannan R, Sarangi S, Ray L. The structure of information networks. Economic Theory. 2007,30(1):119-134
    [26] Callander S, Plott C R. Networks: An experimental study. Working paper, Northwestern University, 2003
    [27] Falk A, Kosfeld M. It’s all about connections: evidence on network formation. Working Paper, University of Zurich, 2003
    [28] Nowak M A, May R M. Evolutionary games and spatial Chaos. Nature, 1992, 359:826-829
    [29] Nowak M A, May R M, Sigmund K. The arithmetics of mutual help. Scientific American,1995, 272(6) : 76-81
    [30] Pollock G B. Evolutionary stability of reciprocity in a viscous lattice. Social Networks,1989, 11:175–212
    [31] Nowak M A, May R M. The spatial dilemma of evolution. International Journal of Bifurcation and Chaos, 1993, 3 (1):35–78
    [32] Huberman B A, Glance N S. Evolutionary games and computer simulations. Proceedings of the National Academy Sciences, 1993, 90(16):7716–7718
    [33] Oliphant M. Evolving cooperation in the non-iterated prisoner’s dilemma: the importance of spatial organization. In: Brooks R, Boston M. Proceedings of the Fourth Artificial Life Workshop. Massachusetts: MIT Press, 1994.349–352.
    [34] Mukherji A R V, Slagle J R. The use of artificially intelligent agents with bounded rationality in the study of economic markets. In: AAAI. Artificial Intelligence and Eighth Innovative Applications of Artificial Intelligence Conference, Menlo Park: AAAI Press, 1996. 102–107
    [35] Watts D J, Strogatz S H. Collective dynamics of“small-world”networks. Nature, 1998, 393:440–442
    [36] Watts D J. Small World: The Dynamics of Networks between Order and Randomness. New Jersey: Princeton University Press,1999
    [37] Tomochi M. Defectors’niches: prisoner's dilemma game on disordered networks. Social Networks, 2004, 26:309-321
    [38] Tomochi M, Kono M. Spatial prisoner’s dilemma games with dynamic payoff matrices. Physical Review E, 2002, 65 (2):026112
    [39] Masuda N, Aihara K. Spatial prisoner’s dilemma optimally played in small-world networks. Physics Letters A, 2003, 313:55–61
    [40] Guillermo A, Marcelo K. Social games in a social network. Physical Review E, 2001,63: 030901
    [41] Beom J K, Ala T, Petter H et al. Dynamic instabilities induced by asymmetric influence: Prisoners' dilemma game in small-world networks. Physical Review E, 2002, 66:021907
    [42] Lazaros G. Prisoner's dilemma on scale-free networks. Modeling Cooperative Behavior in Social Sciences, 2005,779:121-123
    [43] Kandori M, Mailath G J, Rob R. Learning, mutation and long run equilibria in games.Econometrica, 1993, 61:29-56
    [44] Young H P. The Evolution of Conventions. Econometrica, 1993, 61:57-84
    [45] Ellison G. Learning, local interaction and coordination. Econometrica, 1993, 61:1047-1071
    [46] Morris S. Contagion. Review of Economic Studies, 2003, 67:57-79
    [47] Blume L E. The statistical mechanics of strategic interaction. Games and Economic Behavior, 1993, 5:387-424
    [48] Kosfeld M. Stochastic Strategy Adjustment in Coordination Games. Economic Theory, 2002, 20:321-339
    [49] Van Huyck Battalio R C, Beil R O. Tacit Coordination Games, Strategic Uncertainty, and Coordination Failure. American Economic Review, 1990, 80: 234249
    [50] Keser C, Ehrhart K M, Berninghaus S K. Coordination and local interaction: experimental evidence. Economics Letters, 1998, 58:269-275
    [51] Van Huyck J B, Raymond J C, Frederick W. On the origin of convention: evidence from coordination games, American Economic Review, 1997,107:576-596
    [52] Cassar A. Coordination and cooperation in local, random and small world networks: experimental evidence. Games and Economic Behavior, 2007, 58(2):209-230
    [53] Vega-Redondo F. Building up social capital in a changing world. Journal of Economic Dynamics and Control, 2006, 30:2305-2338
    [54] Ely J C. Local conventions. Advances in Theoretical Economics, 2002, 2(1): 1044-1044
    [55] Mailath G L, Samuelson, Shaked A. Correlated equilibrium and local interactions. Economic Theory, 1997, 9:551-556
    [56] Bhaskar V. Vega-Redondo F. Migration and the evolution of conventions. Journal of Economic Behavior and Organization, 2004,55(3):397-418
    [57] Goyal S, Vega-Redondo F. Learning, network formation and coordination. Games and Economic Behavior, 2005, 50: 178-207
    [58] Droste E, Gilles R P, Johnson C. Evolution of conventions in endogenous Social Networks. Working paper, Virginia Tech,2000
    [59]周涛,柏文洁,汪秉宏,刘之景,严钢.复杂网络研究概述.物理, 2005,34(1):31-36
    [60]方锦清,汪小帆,刘曾荣.略论复杂性问题和非线性复杂网络系统的研究.科技导报,2004,2:9-12
    [61] Newman M E J. The structure and function of complex networks. SIAM Review, 2003, 45: 167-256
    [62] Watts D J, Strogatz S H. Collective dynamics of“small world”. Nature, 1998, 393 : 440-442
    [63] Newman M E J, Watts D J. Renormalization group analysis of the small-world network model. Phys Lett A, 1999, 263: 341-346
    [64] Barabasi A L, Albert R. Emergence of scaling in random networks. Science, 1999, 286:509- 512
    [65] Liu Z H, Lai Y C, Ye N. Statistical properties and attack tolerance of growing networks with algebraic preferential attachment. Phys. Rev. E, 2002, 66: 036112
    [66] Mossa S, Barthélémy M, Stanley H E. Truncation of power law behavior in“scale-free”network models due to information filtering. Phys. Rev. Lett., 2002, 88: 138701
    [67] Albert R, Barabási A L. Topology of evolving networks: local events and universality. Phys. Rev. Lett., 2000,85: 5234-5237
    [68] Dorogovtsev S N, Mendes J F F. Scaling behaviour of developing and decaying networks. Europhys Lett, 2000, 52: 33-39
    [69] Amaral L A N, Scala A, Barthélémy M. Classes of small-world networks. Proceedings of the National Academy of Sciences,2000,97(21):11149-11152
    [70] Klemm K, Eguíluz V M. Highly clustered scale-free networks. Phy. Rev. E, 2002, 65: 036123
    [71]陈禹,宗骁,郝杰等. BA模型的三种扩展.系统工程学报, 2005,20(2):120-127
    [72]章忠志,荣莉莉. BA网络的一个等价演化模型.系统工程,2005,23(2):1-5
    [73]唐芙蓉,蔡绍洪,李朝辉.无标度网络的嵌入-删除-补偿模型的建立及分析.中国矿业大学学报,2005,34(3): 390-393
    [74] Peter S D, Duncan J W, Charles F S. Information exchange and robustness of organizational Networks. Proceedings of the National Academy of Sciences, 2003,100(21): 12516-12521
    [75] Deng K, Tang Y. Growing networks based on the mechanism of addition and deletion. Chin. Phys. Lett., 2004, 21: 1858-1860
    [76]车宏安,顾基发.无标度网络及其系统科学意义.系统工程理论与实践,2004,44(4):11-16
    [77]中国系统工程学会.系统工程与系统科学的发展.北京:中国科学技术出版社,2002
    [78]乔根.W.威布尔.演化博弈论.王永钦.上海:上海人民出版社,2006
    [79] Kranton R, Minehart D. Competition for goods in buyer-seller networks. Review of Economic Design, 2000, 5:301-332
    [80] Slikker M, Gilles R P, Norde H et al.Directed networks, allocation properties and hierarchy formation. Mathematical Social Sciences, 2005,49(1):55-80
    [81] Savage L J. The Foundations of statistics. New York: Wiley,1954
    [82] Harsanyi J. Games with incomplete information played by bayesian players Parts I ,II and III. Management Science, 1967, 14:159-182, 320-334, 486-502.
    [83] Aumann R J. Nash equilibrium are not self-enforcing. Econometrica, 1997, 65:201-206
    [84] Myerson R. Game theory: analysis of conflict. Cambridge,MA:Harvard University Press,1991
    [85] Schelling T. The strategy of conflict. Cambridge, MA:Harvard University Press,1960
    [86] Simon H A. Invariants of human behavior. Annual Review Psychology, 1990,41:1-19
    [87] Young H P. Individual learning and social rationality. European Economic Review, 1998, 52:651-663
    [88]谢识予.经济博弈论.上海:复旦大学出版社, 2002
    [89]方美琪,张树人.复杂系统建模与仿真.北京:中国人民大学出版社, 2005
    [90] Thomas B. Simulating the evolution of localised industrial clusters—an identification of the basic mechanisms. Journal of Artificial Societies and Social Simulation, 2001, 4(3): http://jasss.soc.surrey.ac.uk/4/3/4.html
    [91] Tesfatsion L. Agent-based computational economics. Artificial Life, 2002, 8 (1):55-82
    [92]刘军.社会网络分析导论.北京:社会科学文献出版社, 2004
    [93]谭跃进,吴俊.网络结构熵及其在非标度网络中的应用.系统工程理论与实践, 2004,24(6):1-3
    [94]吴俊,谭跃进.复杂网络抗毁性测度研究.系统工程学报,2005,20(2):128-130
    [95]史忠植.智能主体及其应用研究.北京:科学出版社,2000
    [96]王维平,朱一凡,华雪倩等.离散事件系统建模与仿真.长沙:国防科技大学出版社,1997
    [97] Axelrod R. The complexity of cooperation. New York: Princeton University Press, 1997
    [98] Taylor P D, Jonkj L B. Evolutionarily stable strategy and game dynamics.Math Biosci, 1978, 40:145-56
    [99] Killingback T, Doebeli M, Knowlton N. Variable investment, the continuous prisoner’s dilemma, and the origin of cooperation. Biological Sciences, 1999, 266:1723–1728
    [100] H.培顿.扬.个人策略与社会结构——制度的演化理论.王勇.上海:上海人民出版社,2005
    [101]青木昌彦.比较制度分析.周黎安.上海:上海远东出版社,1997
    [102] Schelling T. The strategy of conflict. Cambridge, MA Press:Harvard University, 1960
    [103] Aumann R. Correlated equilibrium as an expression of Bayesian rationality, Econometrica,1987 55:667-677
    [104] Van Huyck, Battalio J, Beil R. Tacit coordination games, strategic uncertainty. American economic review, 1990,80:234-248
    [105] Myerson R. Refinements of the Nash equilibrium concept. International journal game theory,1978,7:73-80
    [106] Keser C, Ehrhart K, Berninghaus K. Coordination and local interaction: experimental evidence. Economics Letters,1998,58:269-275
    [107] Cooper, Dejong R D V, Forsythe R, Ross J W. Forward induction in coordination games. Economics Letters, 1992,40:167-172
    [108] Tatum C. Management-driven integration. Journal of Management in Engineering, 2000,16(1):48-58
    [109] Abudayyeh O. Integrated construction project management: a teaching case study. Journal of Professional Issuers in Engineering Education and Practice, 1999, 125(4):133-137
    [110] Leen S, Kang B. Information management to integrate cost and schedule for civil engineering project. Journal of Construction Engineering and Management, 1998,9:383-388
    [111]杨宇,傅鸿源.基于集成控制的建设工程项目分解准则.重庆建筑大学学报,1997, 19(1):46-52
    [112]王延树,成虎.大型施工项目的集成管理.东南大学学报, 2000, 30(4): 100-104
    [113]戚安邦.多要素项目集成管理方法研究.南开管理评论, 2002,(6): 70-75
    [114]赵丽坤,陈立文,苏春生.工程项目管理层次综合集成化模式研究.基建优化, 2003,24(5): 23-25
    [115] Carlos H C, Lucio S, Jiawei H. Automated classification of construction project documents. Journal of Computing in Civil Engineering, 2002, 16(4):234–243
    [116]金维兴,丁大勇,李培.建设项目分解结构与编码体系的研究.土木工程学报, 2003, 36(9):7-11

© 2004-2018 中国地质图书馆版权所有 京ICP备05064691号 京公网安备11010802017129号

地址:北京市海淀区学院路29号 邮编:100083

电话:办公室:(+86 10)66554848;文献借阅、咨询服务、科技查新:66554700