期刊文献+

模糊环境下技术创新投资的期权博弈模型 被引量:7

Technology innovation investment of the option-game model under fuzzy environment
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摘要 在对称双头垄断期权博弈模型的基础上讨论了利润流现值和沉没投资成本为梯形模糊数的情形并进行了扩展,对企业技术创新投资策略进行了分析.构建了模糊环境下追随者、领导者的投资价值和投资临界值的模糊表达式并进行数值分析.分析表明:模糊环境下仍存在最优投资策略,随着梯形模糊数的沉没投资成本期望值的增加,企业的投资价值下降而投资临界值上升.为模糊环境下投资决策提供了一种解释. Basing on duopoly option-game model, this research discusses the present value of profit flows and the sunk investment costs for the trapezoidal fuzzy number, and Firms' technology innovation investment strategy is analyzed. It constructs followers, leaders of investment value and investment threshold of fuzzy expressions under the fuzzy environment to conduct numerical analysis. And it is concluded thatthere is still existing the best increasing investment strategy under fuzzy environment, with the development of the trapezoidal fuzzy number of the sunk cost of expected investment, the investment value ofbusiness declines, but the critical value for the investment ascends. This offers a kind of explanation to the investment strategies under the fuzzy environment.
出处 《系统工程理论与实践》 EI CSSCI CSCD 北大核心 2011年第11期2095-2100,共6页 Systems Engineering-Theory & Practice
基金 教育部高层次人才支持计划基金(NCET-07-0906) 国家自然科学基金(11001289,70672012,10471159)
关键词 期权博弈 梯形模糊数 技术创新 双头垄断 option-game trapezoidal fuzzy numbers technological innovation duopoly
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参考文献16

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