摘要
研究具有有限理性和适应性预期的双寡头博弈模型的动力学行为。基于有限理性假设,建立双寡头博弈模型,证明了该模型平衡点的存在性,并给出了稳定性的充分条件。对该模型进行了数值模拟,结果显示,随着参数的变化,平衡点失稳,发生了倍周期分岔,并进而产生了混沌行为。最大Lyapunov指数的计算,从理论上保证了该系统中混沌的存在性。
Dynamics of a nonlinear duopoly game with heterogeneous players is studied. Based on the players with bounded rationality, a duopoly game is modeled. The existence of Nash equilibrium point is proved. And sufficient conditions to guarantee the stability of the Nash equilibrium point are given. Nnumerical simulations show that as some parameters of the model are varied, the stability of the Nash equilibrium point is lost and the complex behaviors (including flip bifurcation and chaos) occur. The computation of the maximal Lyapunov exponent verifies theoretically the existence of chaos.
出处
《山东交通学院学报》
CAS
2011年第4期70-75,共6页
Journal of Shandong Jiaotong University
基金
山东交通学院院科研基金资助项目(Z201030)