管理-理论-战略-竞争策略博弈论.ppt

1,企业管理中的竞争问题,董志勇 博士 副教授 中国人民大学经济学院,职业经理人资格中国最具价值的三大证书之一 CCMC与企业管理,2,个人简介 -中国人民大学经济学院院长助理 副教授 经济学博士 -2008年北京奥运会特许商品调查委员会首席专家 -2008年北京奥运会旅游纪念品调查研究首席专家 -欧美同学会会员（1998年） -中国宝鸡外国语学院客座教授(1999年) -新加坡华夏学院学术委员会委员(2001年) -欧洲维多利亚大学客座教授（2002年） -亚洲发展银行青年组专家(Young Economist of ADB)（2002年） -清华大学继续教育学院客座教授（2003年） -吉林电力高级经济顾问（2002年） -吉林白城市人民政府经济顾问（2003年） -国联股份高级顾问（2003年） -中国人民大学侨联副主席（2004年） -中国井冈山干部学院兼职教授（2005年）,3,博弈论和策略行为 Game Theory & Strategic Behaviors,4,Lecture Plan/本讲计划,Game Theory Strategy & Payoff Matrix Dominant & Dominated Strategies Nash Equilibrium Maximin Strategy & Mixed Strategy Strategic Behavior,5,Elements of a Game,Game has the following elements: Players: who is involved? Rules: who moves when? What do they know when they move? What can they do? Outcomes: for each possible set of actions by the layers, which is the outcome of the game Payoffs: what are the players preferences over the possible outcome?,6,Strategy & Payoffs,博弈论把人间一切竞争活动看成是玩策略游戏。这种策略游戏是在一定的游戏规则之下进行 它的两个最基本的概念是策略与支付矩阵 一种策略(Strategy)表示游戏参与者的一套运作计划和手段。如“降价15%”就是一种策略 收益矩阵(Payoff matrix)是表示游戏参与者在各种不同策略下的利润额的一套支付表格 寡头垄断，尤其是双寡头垄断竞争，特别适合使用博弈论研究,7,Strategy & Payoffs,Prisoners Dilemma(囚犯两难) 两个嫌犯被捕并受到指控，但除非至少一人招供犯罪，警方并无充分证据将其按罪判刑 警方将他们分开审讯（不能沟通），并对他们说明不同行动带来的后果。 如果二人都不坦白，只能判简单刑事罪，坐牢1个月 如果二人都坦白，两人都会定罪，判刑六个月； 如果其中一个坦白，另一个不坦白；那么坦白者马上释放（从宽）、不坦白者将会判刑九个月。 请问两个嫌犯该怎么办？,8,Strategy & Payoffs,Prisoners Dilemma(囚犯两难) 策略(Strategy): “沉默” & “招认” 收益矩阵(Payoff Matrix)如下：,9,Strategy & Payoffs,Prisoners Dilemma(囚犯两难) 囚犯两难的问题在现实中常常出现。 比如两家企业的价格战。,10,Strategy & Payoffs,性别战博弈 (The Battle of Sex) 一男一女试图安排一个晚上的娱乐内容 选择（策略）：“歌剧”、“拳击”；不过男女有别 收益矩阵(Payoff Matrix)如下：,11,12,Strategy & Payoffs,Other Examples Coordination games Smith and Jones are trying to decide whether to design the computers they sell to use large or small floppy disks Both players will sell more computers if their disk drives are compatible. Strategies: “Large” or “Small” Payoffs are as follows.,13,Strategy & Payoffs,Other Examples Coordination games: payoff matrix,14,Dominant Strategies (支配策略),We say a player has a dominant strategy if it is the strictly best response to any strategies the other players might pick. In the analysis of any game, the first step is to determine if any player has a dominant strategy. If such a strategy exists, then the outcome of the game should be easily determined, since the player will use the dominant strategy and other players will subsequently adopt their best responses. Examples: Does the Prisoners Dilemma have any dominant strategy? How about the Coordination Game?,15,Dominated Strategies (被支配策略),A dominated strategy is an alternative that yields a lower payoff than some other strategy, no matter what the other players in the game do. A rational player will never use a dominated strategy in the actual action of game playing. Hence it can be eliminated. It is clear that if the existence of a dominant strategy implies that all other choices are in fact the dominated strategies. But it is possible that there are dominated strategies, while there is no dominant strategy,16,Application: Iterative Eliminations,Example,17,Nash Equilibrium (纳什均衡),Even though using a dominant strategy or a dominated strategy is a powerful simple way of “solving” a game, this kind of game is usually an exception, instead of a norm. We must have a generic method of finding the solution(s) of a game. Solution Concepts Nash Equilibrium is the very first solution concept for non-cooperative games.,18,Nash Equilibrium (纳什均衡),Essence of Nash Equilibrium A Nash Equilibrium is defined as a set of strategies such that non of the participants in the game can improve their payoff, given the strategies of the other participants. No one has a strictly incentive to deviate from the strategies in a Nash Equilibrium.,19,Nash Equilibrium (纳什均衡),Example Consider the following game. Is there any dominant or dominated strategy?,20,Nash Equilibrium (纳什均衡),Problem of Nash Equilibrium: Multiple solutions! Examples: Battle of Sex Coordination Game,21,Nash Equilibrium (纳什均衡),Problem of Nash Equilibrium: Insensitive to extreme payoffs (risks) Example: Dangerous Coordination Game,In Practice, it is almost sure that Smith wants to “play safe” and never try “large”!,22,Nash Equilibrium (纳什均衡),Problem of Nash Equilibrium: Non-existence of pure strategy Nash Equilibrium Example: Match the Pennies No dominant strategy, no dominated strategy & no pure strategy Nash equilibrium as well!,23,Nash Equilibrium (纳什均衡),Mixed Strategies （混合策略） A mixed strategy is a profile that specifies the probability of each pure strategy that is to be played. Nash Theorem: For any game with finite number of pure strategies, there always exists a Nash Equilibrium in mixed strategy form.,24,Nash Equilibrium (纳什均衡),Mixed Strategies （混合策略）: Examples Coordination Game Jones plays (Large, Small) according to (p, 1-p) Smiths expected payoffs are: “Large”: 2p+(-1)(1-p) = US(L |(p, 1-p) “Small”: (-1)p+1(1-p) = US(S |(p, 1-p) Smith should be “indifferent” between the two choices US(L |(p, 1-p) = US(S |(p, 1-p) p = 2/5 Hence Jones optimal mixed strategy must be (0.4, 0.6) Exercise: find the optimal mixed strategy for Smith. Matching the Pennies Find the Nash equilibrium in mixed strategies,25,26,27,Nash Equilibrium (纳什均衡),Nash Equilibrium 不一定有效率 The Centipede Game (蜈蚣虫游戏): In this finite game of perfect information, there are two players, 1 and 2. The players each start with 1 dollar in front of them. They alternate saying stop or continue, starting with player 1. When a player says continue, 1 dollar is taken by a referee from her pile and 2 dollars are put in her opponents pile. As soon as either player says stop, ply is terminated, and each player receives the money currently in her pile. Alternatively, play stops if both players piles reach 100 dollars.,28,Player 1,Player 2,Player 1,Player 2,Player 1,Player 2,S,C,C,C,C,C,C,S,S,S,S,S,1 1,03,2 2,97 100,99 99,98 101,100,100,29,Maxmin Strategies (最大最小策略),When each player in the game will select the option that maximizes the minimum possible profit (or other desirable outcome), we say that the decision rule is a maxmin strategy. This may happen in situations when the market is highly competitive and decision makers are risk averse. So this is a useful case for managerial decision making.,30,31,迄今为止，对市场结构分析都以假定管理决策的中心是谋求最大利益。但是在如垄断寡头那样竞争十分激烈的场合，决策者可能采取一种风险厌恶政策，即确保在可能的最坏结果中得到最好的结果。 也就是每个博弈者将在可能最少的利润方案中选择利润最大的方案。,32,（续） Nash 均衡为 （3，6） 和（6，3）,企业1 最小 3 2,企业2 最小 3 2,结果： 双方都没有新产品推出 在这个例子中，Nash 不是小中取大解！,33,Maxmin Strategies (最大最小策略),Another example:,34,Sequential Game (顺序性博弈),顺序性博弈：先下弈的优势 (First-mover Advantage) 迄今为止，我们都隐含假定双方下弈者都是同时实施。在顺序(Sequential game)中，就是有先有后了。 进入新的市场就是一个顺序博弈的例子。,35,36,37,38,39,Strategic Behavior: Barriers of Entry,Four traditional barriers to entry (passive) Economies of scale, product differentiation, control over scare resources, and legal factors Market Entry Decision (Entry Game) (aggressive) Present vs. Future Profits: Entry-Limiting Pricing Main ideas: Motivation: short-run Monopoly pricing practice earns “too much profits”, hence attract new entrants that will eat up the market share and drive down the prices in the long run Entry-Limit Pricing: need to set a price below the short-run monopoly price (Fig 11-1, p. 293) Figure 11-2: profit streams,40,Strategic Behavior: Barriers of Entry,Stiglers Open Oligopoly Model Objective: maximize the present value of profit In some cases, this may be achieved by setting a price designed to deter entry Optimal strategy depends on the discount rates used by the managers to determine the present value of profit A Comparison Entry-Limiting Pricing: long-time horizon & a lower discount rate Open Oligopoly Model: short planning horizon & a bigger discount rate,41,Strategic Behavior: Barriers of Entry,Price Retaliation （价格报复） In contrast with Limit Pricing that keeps the price low over a long period of time, another strategic response to the threat of entry is to retaliate by reducing prices when entry actually does occur or it appears imminent. When the perceive danger has diminished, prices can be increased to whatever level management views as appropriate for market conditions.,42,Strategic Behavior: Barriers of Entry,Establishing Commitment: Capacity Expansion （扩大生产能力） A strategic response by establ