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 YoungEconomistofADB 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GameTheory StrategicBehaviors 4 LecturePlan 本讲计划 GameTheoryStrategy PayoffMatrixDominant DominatedStrategiesNashEquilibriumMaximinStrategy MixedStrategyStrategicBehavior 5 ElementsofaGame Gamehasthefollowingelements Players whoisinvolved Rules whomoveswhen Whatdotheyknowwhentheymove Whatcantheydo Outcomes foreachpossiblesetofactionsbythelayers whichistheoutcomeofthegamePayoffs whataretheplayers preferencesoverthepossibleoutcome 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 Payoffmatrix 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 Prisoner sDilemma 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 Prisoner sDilemma 囚犯两难 策略 Strategy 沉默 招认 收益矩阵 PayoffMatrix 如下 9 Strategy Payoffs Prisoner sDilemma 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 TheBattleofSex 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 PayoffMatrix 如下 11 12 Strategy Payoffs OtherExamplesCoordinationgamesSmithandJonesaretryingtodecidewhethertodesignthecomputerstheyselltouselargeorsmallfloppydisksBothplayerswillsellmorecomputersiftheirdiskdrivesarecompatible Strategies Large or Small Payoffsareasfollows 13 Strategy Payoffs OtherExamplesCoordinationgames payoffmatrix 14 DominantStrategies 支配策略 Wesayaplayerhasadominantstrategyifitisthestrictlybestresponsetoanystrategiestheotherplayersmightpick Intheanalysisofanygame thefirststepistodetermineifanyplayerhasadominantstrategy Ifsuchastrategyexists thentheoutcomeofthegameshouldbeeasilydetermined sincetheplayerwillusethedominantstrategyandotherplayerswillsubsequentlyadopttheirbestresponses Examples DoesthePrisoner sDilemmahaveanydominantstrategy HowabouttheCoordinationGame 15 DominatedStrategies 被支配策略 Adominatedstrategyisanalternativethatyieldsalowerpayoffthansomeotherstrategy nomatterwhattheotherplayersinthegamedo Arationalplayerwillneveruseadominatedstrategyintheactualactionofgameplaying Henceitcanbeeliminated Itisclearthatiftheexistenceofadominantstrategyimpliesthatallotherchoicesareinfactthedominatedstrategies Butitispossiblethattherearedominatedstrategies whilethereisnodominantstrategy 16 Application IterativeEliminations Example 17 NashEquilibrium 纳什均衡 Eventhoughusingadominantstrategyoradominatedstrategyisapowerfulsimplewayof solving agame thiskindofgameisusuallyanexception insteadofanorm Wemusthaveagenericmethodoffindingthesolution s ofagame SolutionConceptsNashEquilibriumistheveryfirstsolutionconceptfornon cooperativegames 18 NashEquilibrium 纳什均衡 EssenceofNashEquilibriumANashEquilibriumisdefinedasasetofstrategiessuchthatnonoftheparticipantsinthegamecanimprovetheirpayoff giventhestrategiesoftheotherparticipants NoonehasastrictlyincentivetodeviatefromthestrategiesinaNashEquilibrium 19 NashEquilibrium 纳什均衡 ExampleConsiderthefollowinggame Isthereanydominantordominatedstrategy 20 NashEquilibrium 纳什均衡 ProblemofNashEquilibrium Multiplesolutions Examples BattleofSexCoordinationGame 21 NashEquilibrium 纳什均衡 ProblemofNashEquilibrium Insensitivetoextremepayoffs risks Example DangerousCoordinationGame InPractice itisalmostsurethatSmithwantsto playsafe andnevertry large 22 NashEquilibrium 纳什均衡 ProblemofNashEquilibrium Non existenceofpurestrategyNashEquilibriumExample MatchthePenniesNodominantstrategy nodominatedstrategy nopurestrategyNashequilibriumaswell 23 NashEquilibrium 纳什均衡 MixedStrategies 混合策略 Amixedstrategyisaprofilethatspecifiestheprobabilityofeachpurestrategythatistobeplayed NashTheorem Foranygamewithfinitenumberofpurestrategies therealwaysexistsaNashEquilibriuminmixedstrategyform 24 NashEquilibrium 纳什均衡 MixedStrategies 混合策略 ExamplesCoordinationGameJonesplays Large Small accordingto p 1 p Smith sexpectedpayoffsare Large 2p 1 1 p US L p 1 p Small 1 p 1 1 p US S p 1 p Smithshouldbe indifferent betweenthetwochoicesUS L p 1 p US S p 1 p p 2 5HenceJones optimalmixedstrategymustbe 0 4 0 6 Exercise findtheoptimalmixedstrategyforSmith MatchingthePenniesFindtheNashequilibriuminmixedstrategies 25 26 27 NashEquilibrium 纳什均衡 NashEquilibrium不一定有效率TheCentipedeGame 蜈蚣虫游戏 Inthisfinitegameofperfectinformation therearetwoplayers 1and2 Theplayerseachstartwith1dollarinfrontofthem Theyalternatesaying stop or continue startingwithplayer1 Whenaplayersays continue 1dollaristakenbyarefereefromherpileand2dollarsareputinheropponent spile Assoonaseitherplayersays stop plyisterminated andeachplayerreceivesthemoneycurrentlyinherpile Alternatively playstopsifbothplayers pilesreach100dollars 28 Player1 Player2 Player1 Player2 Player1 Player2 S C C C C C C S S S S S 11 03 22 97100 9999 98101 100 100 29 MaxminStrategies 最大最小策略 Wheneachplayerinthegamewillselecttheoptionthatmaximizestheminimumpossibleprofit orotherdesirableoutcome wesaythatthedecisionruleisamaxminstrategy Thismayhappeninsituationswhenthemarketishighlycompetitiveanddecisionmakersareriskaverse Sothisisausefulcaseformanagerialdecisionmaking 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32 企业2最小32 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 MaxminStrategies 最大最小策略 Anotherexample 34 SequentialGame 顺序性博弈 顺序性博弈 先下弈的优势 First moverAdvantage 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 Sequentialgame 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 StrategicBehavior BarriersofEntry Fourtraditionalbarrierstoentry passive Economiesofscale productdifferentiation controloverscareresources andlegalfactorsMarketEntryDecision EntryGame aggressive Presentvs FutureProfits Entry LimitingPricingMainideas Motivation short runMonopolypricingpracticeearns toomuchprofits henceattractnewentrantsthatwilleatupthemarketshareanddrivedownthepricesinthelongrunEntry LimitPricing needtosetapricebelowtheshort runmonopolyprice Fig11 1 p 293 Figure11 2 profitstreams 40 StrategicBehavior BarriersofEntry Stigler sOpenOligopolyModelObjective maximizethepresentvalueofprofitInsomecases thismaybeachievedbysettingapricedesignedtodeterentryOptimalstrategydependsonthediscountratesusedbythemanagerstodeterminethepresentvalueofprofitAComparisonEntry LimitingPricing long timehorizon alowerdiscountrateOpenOligopolyModel shortplanninghorizon abiggerdiscountrate 41 StrategicBehavior BarriersofEntry PriceRetaliation 价格报复 IncontrastwithLimitPricingthatkeepsthepricelowoveralongperiodoftime anotherstrategicresponsetothethreatofentryistoretaliatebyreducingpriceswhenentryactuallydoesoccuroritappearsimminent Whentheperceivedangerhasdiminished pricescanbeincreasedtowhateverlevelmanagementviewsasappropriateformarketconditions 42 StrategicBehavior BarriersofEntry EstablishingCommitment CapacityExpansion 扩大生产能力 Astrategicresponsebyestablishedfirmstopreventthe