企业管理中的竞争问题讲义

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〗

1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）2博弈论和策略行为GameTheory&StrategicBehaviors3LecturePlan/本讲计划GameTheoryStrategy&PayoffMatrixDominant&DominatedStrategiesNashEquilibriumMaximinStrategy&MixedStrategyStrategicBehavior4ElementsofaGameGamehasthefollowingelements:Players:whoisinvolved?Rules:whomoveswhen?Whatdotheyknowwhentheymove?Whatcantheydo?Outcomes:foreachpossiblesetofactionsbythelayers,whichistheoutcomeofthegamePayoffs:whataretheplayers’preferencesoverthepossibleoutcome?5Strategy&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6Strategy&PayoffsPrisoner’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？7Strategy&PayoffsPrisoner’sDilemma(囚犯两难)策略(Strategy):“沉默”&“招认”收益矩阵(PayoffMatrix)如下：囚犯2沉默招认囚犯1沉默-1，-1-9，0招认0，-9-6，-68Strategy&PayoffsPrisoner’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。企业B遵守协议违约降价企业A遵守协议100，10030，130违约降价130，3070，709Strategy&Payoffs性别战博弈(TheBattleofSex)一男一女试试图安排一一个晚上的的娱乐内容容选择（策略略）：“歌歌剧”、““拳击”；；不过男女女有别收益矩阵(PayoffMatrix)如下下：男(TheMan)歌剧拳击女(TheLady)歌剧2，10，0拳击0，01，21011Strategy&PayoffsOtherExamplesCoordinationgamesSmithandJonesaretryingtodecidewhethertodesignthecomputerstheyselltouselargeorsmallfloppydisksBothplayerswillsellmorecomputersiftheirdiskdrivesarecompatible.Strategies:““Large”or“Small”Payoffsareasfollows.12Strategy&PayoffsOtherExamplesCoordinationgames:payoffmatrixJonesLargeSmallSmithLarge2,2-1,-1Small-1，-11,113DominantStrategies(支配策略)Wesayaplayerhasadominantstrategyifitisthestrictlybestresponsetoanystrategiestheotherplayersmightpick.Intheanalysisofanygame,thefirststepistodetermineifanyplayerhasadominantstrategy.Ifsuchastrategyexists,thentheoutcomeofthegameshouldbeeasilydetermined,sincetheplayerwillusethedominantstrategyandotherplayerswillsubsequentlyadopttheirbestresponses.Examples:DoesthePrisoner’sDilemmahaveanydominantstrategy?HowabouttheCoordinationGame?14DominatedStrategies(被支配配策略略)Adominatedstrategyisanalternativethatyieldsalowerpayoffthansomeotherstrategy,nomatterwhattheotherplayersinthegamedo.Arationalplayerwillneveruseadominatedstrategyintheactualactionofgameplaying.Henceitcanbeeliminated.Itisclearthatiftheexistenceofadominantstrategyimpliesthatallotherchoicesareinfactthedominatedstrategies.Butitispossiblethattherearedominatedstrategies,whilethereisnodominantstrategy15Application:IterativeEliminationsExample16NashEquilibrium(纳什均均衡)Eventhoughusingadominantstrategyoradominatedstrategyisapowerfulsimplewayof““solving””agame,thiskindofgameisusuallyanexception,insteadofanorm.Wemusthaveagenericmethodoffindingthesolution(s)ofagame.SolutionConceptsNashEquilibriumistheveryfirstsolutionconceptfornon-cooperativegames.17NashEquilibrium(纳什均均衡)EssenceofNashEquilibriumANashEquilibriumisdefinedasasetofstrategiessuchthatnonoftheparticipantsinthegamecanimprovetheirpayoff,giventhestrategiesoftheotherparticipants.NoonehasastrictlyincentivetodeviatefromthestrategiesinaNashEquilibrium.18NashEquilibrium(纳什均均衡)ExampleConsiderthefollowinggame.Isthereanydominantordominatedstrategy?19NashEquilibrium(纳什均均衡)ProblemofNashEquilibrium:Multiplesolutions!Examples:BattleofSexCoordinationGame男(TheMan)歌剧拳击女(TheLady)歌剧2，10，0拳击0，01，2JonesLargeSmallSmithLarge2,2-1,-1Small-1，-11,120NashEquilibrium(纳什均均衡)ProblemofNashEquilibrium:Insensitivetoextremepayoffs(risks)Example:DangerousCoordinationGameJonesLargeSmallSmithLarge2,2-1000,-1Small-1，-11,1InPractice,itisalmostsurethatSmithwantsto““playsafe”andnevertry““large”!21NashEquilibrium(纳什均均衡)ProblemofNashEquilibrium:Non-existenceofpurestrategyNashEquilibriumExample:MatchthePenniesNodominantstrategy,nodominatedstrategy&nopurestrategyNashequilibriumaswell!BHeadTailAHead1,-1-1,1Tail-1，11,-122NashEquilibrium(纳什均均衡)MixedStrategies（（混合策策略））Amixedstrategyisaprofilethatspecifiestheprobabilityofeachpurestrategythatistobeplayed.NashTheorem:Foranygamewithfinitenumberofpurestrategies,therealwaysexistsaNashEquilibriuminmixedstrategyform.23NashEquilibrium(纳什均均衡)MixedStrategies（（混合策策略））: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.MatchingthePenniesFindtheNashequilibriuminmixedstrategies242526NashEquilibrium(纳什均衡衡)NashEquilibrium不一一定有效效率TheCentipedeGame(蜈蚣蚣虫游戏戏):Inthisfinitegameofperfectinformation,therearetwoplayers,1and2.Theplayerseachstartwith1dollarinfrontofthem.Theyalternatesaying‘‘stop’or‘‘continue’,startingwithplayer1.Whenaplayersays‘continue’,1dollaristakenbyarefereefromherpileand2dollarsareputinheropponent’’spile.Assoonaseitherplayersays‘‘stop’,plyisterminated,andeachplayerreceivesthemoneycurrentlyinherpile.Alternatively,playstopsifbothplayers’’pilesreach100dollars.27Player1Player2Player1Player2Player1Player2SCCCCCCSSSSS11032297100999998101100,10028MaxminStrategies(最大最小小策略)Wheneachplayerinthegamewillselecttheoptionthatmaximizestheminimumpossibleprofit(orotherdesirableoutcome),wesaythatthedecisionruleisamaxminstrategy.Thismayhappeninsituationswhenthemarketishighlycompetitiveanddecisionmakersareriskaverse.Sothisisausefulcaseformanagerialdecisionmaking.2930迄今为止止，对市市场结构构分析都都以假定定管理决决策的中中心是谋谋求最大大利益。。但是在在如垄断断寡头那那样竞争争十分激激烈的场场合，决决策者可可能采取取一种风风险厌恶恶政策，，即确保保在可能能的最坏坏结果中中得到最最好的结结果。也就是每每个博弈弈者将在在可能最最少的利利润方案案中选择择利润最最大的方方案。31（续）Nash均衡衡为（（3，6）和和（6，，3）企业1最最小32企业2最最小32结果：双双方都都没有新新产品推推出在在这个例例子中，，Nash不不是小中中取大解解！32MaxminStrategies(最大最小小策略)Anotherexample:33SequentialGame(顺序性博博弈)顺序性博博弈：先先下弈的的优势(First-moverAdvantage)迄今为止止，我们们都隐含含假定双双方下弈弈者都是是同时实实施。在在顺序(Sequentialgame)中，，就是有有先有后后了。进入新的的市场就就是一个个顺序博博弈的例例子。3435363738StrategicBehavior:BarriersofEntryFourtraditionalbarrierstoentry(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:profitstreams39StrategicBehavior:BarriersofEntryStigler’sOpenOligopolyModelObjective:maximizethepresentvalueofprofitInsomecases,thismaybeachievedbysettingapricedesignedtodeterentryOptimalstrategydependsonthediscountratesusedbythemanagerstodeterminethepresentvalueofprofitAComparisonEntry-LimitingPricing:long-timehorizon&alowerdiscountrateOpenOligopolyModel:shortplanninghorizon&abiggerdiscountrate40StrategicBehavior:BarriersofEntryPriceRetaliation（价格报复）IncontrastwithLimitPricingthatkeepsthepricelowoveralongperiodoftime,anotherstrategicresponsetothethreatofentryistoretaliatebyreducingpriceswhenentryactuallydoesoccuroritappearsimminent.Whentheperceivedangerhasdiminished,pricescanbeincreasedtowhateverlevelmanagementviewsasappropriateformarketconditions.41StrategicBehavior:BarriersofEntryEstablishingCommitment:CapacityExpans