价格模型动态仿真研究
详细信息    本馆镜像全文|  推荐本文 |  |   获取CNKI官网全文
摘要
近年来,随着计算机技术的发展,经济仿真作为经济学研究的新方法,越来越受到经济学家们的重视。通过将经济系统抽象为程序模型在计算机中进行运算,经济仿真可模拟现实经济运行的多种情况,据此给出建议和参考信息,并可验证理论和辅助性地对理论进行推导。由圣菲实验室开发的SWARM平台是一个具有代表性的例子,利用它可在许多领域对复杂适应性系统进行仿真研究。
     本文首先介绍了SWARM的原理、复杂适应性系统的思想和经济仿真的思想,接着通过博弈论方法与经济仿真的结合,利用SWARM平台编写了经济仿真程序。对微观经济学的价格模型:伯川德模型进行了模拟研究,并在空间竞争、生产能力约束两个方面对其进行了推广分析及动态模拟。最后本文就如何将博弈经济模型转化为仿真模型提出了作者的一些观点。
In recent years, along with the development of computer science, economic simulation receives the economist's attention more and more as the new method of the1 economics research. It may imitate and show various conditions of economical operation, give suggestion and reference information accordingly. SWARM is the example with representativness. It has been used to do economic simulation researches on many fields.
    In this thesis, the author first introduces the principle of SWARM , the theory of complex adaptive system and the theory of economic simulation. Then the author combines the advanced economic analysis tool
    -game theory and the economic simulation to build up economic models and write Object C programs that use class libraries of SWARM. The author imitate and study the price model of microeconomics, popularize and analyze it in the space competition and restrained production capacity, at last the author put forward some purposes about how turn the game economic model to the model of simulation
引文
1、F. Bousquet, R. Lifran, M. Tidball, S. Thoyer &M. Antona, Agent—based modelling, game theory and natural resource management issues, Journal of Artificial Societies and Social Simulation. 2(2001).
    2、P. Terna, Simulation Tools for Social Scientists: Building Agent-Based Models with SWARM, Journal of Artificial Societies and Social Simulation. 2(1998).
    3、J. Theodore knagnoson, Microsimulation of Public Policy, http://www.calstatela.edu/faculty/tanagno/microsim.htm
    4、Santa Fe Institute, The Swarm Simulation Package, http://www.santafe.edu.
    5、Swarm 2.1.1 Reference Guide, http://www.swarm.org.
    6、G. Brajnik & M. Lines, Qualitative modelling and simulation of socio—economic phenomena, Journal of Artificial Societies and Social Simulation. 1(1998).
    7、Fudenberg, Drew & David K. Levine, The Theory of Learning in Games, MIT Press, 1992.
    8、Fudenberg, Drew & Jean Tirole, Game Theory, MIT Press, 1991.
    9、Francesco Luna & Alessandro Perrone, kgent-Based Methods in Economics and Finance Simulation in Swarm, Kluwer Academic Publishers, October 2001.
    10、Francesco Luna & Benedikt Stefannson, Economic Simulation in Swarm: Agent-Based Modeling Object Oriented Programming, Kluwer Academic Publishers, 2001.
    11、[法]吉恩·泰勒尔编著,《产业组织理论》,中国人民大学出版社,1997。
    12、张守一主编,《现代经济对策论》,高等教育出版社,1998。
    13、张维迎编著,《博弈论与现代经济学》,上海三联出版社、上海人民出版社,
    
    1996。
    14、王文举等编著《博弈论应用与经济学发展》,首都经济贸易大学出版社,2001。
    15、王文举、杨思磊《复杂适应性系统、博弈论与动态经济模拟》。
    16、许国志,《系统科学》,上海科技教育出版社,2000年9月。
    17、约翰.H.霍兰著,《隐秩序:适应性造就复杂性》,上海科技教育出版社,2000年8月。
    18、连鹏著,《从非实验走向实验的经济学》,
    19、汤敏、茅于轼主编,《现代经济学前沿专题(第三集)》,商务印书馆。
    20、[美]哈尔·瓦里安著,《微观经济学》,经济科学出版社,1998年11月。

© 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