运筹与管理 ›› 2016, Vol. 25 ›› Issue (3): 140-145.DOI: 10.12005/orms.2016.0094

• 理论分析与方法探讨 • 上一篇    下一篇

情绪影响下选时博弈模型及其最优策略

熊国强,刘西   

  1. 西安理工大学 经济与管理学院,陕西 西安 710054
  • 收稿日期:2014-02-08 出版日期:2016-06-25
  • 作者简介:熊国强(1961-),男,陕西西安人,博士,教授,研究方向:博弈理论与方法,应急管理等。
  • 基金资助:
    国家自然科学基金资助项目 (71173171);陕西省教育厅哲学社会科学重点研究基地项目 (14JZ030)

The Game of Timing Model and its Optimal Strategy Under the Influence of Emotion

XIONG Guo-qiang, LIU Xi   

  1. School of Economics and Management, Xi’an University of Technology, Xi’an, 710054, China
  • Received:2014-02-08 Online:2016-06-25

摘要: 依据Quiggin的秩依期望效用理论研究经典选时博弈问题。通过引入可以刻画局中人在博弈中情绪状态的非线性决策权重函数,将RDEU有限策略博弈扩展到连续博弈,构建了RDEU选时博弈模型。基于Riccati微分方程的解法,求出博弈模型中局中人的最优策略。最后,通过数值仿真,分析了不同情绪状态对局中人博弈决策行为的影响。研究发现,情绪对混合策略意义下的局中人最优策略有着显著的影响,在乐观情绪状态下,局中人对混合策略极易产生自信和较高的信任倾向,表现出"风险爱好者"行为;在悲观情绪状态下,局中人往往对混合策略缺乏自信和信任,表现出“风险厌恶者”行为。

关键词: 选时博弈, RDEU理论, RDEU博弈模型, 情绪函数

Abstract: According to the rank-dependent expected utility theory, to study the classic game of timing, by introducing the nonlinear decision weighting function that can portray the players’ emotional state in the game, and extending the RDEU limited strategy game to a continuous game, we build a RDEU game of timing model. Based on the Riccati differential equation solution, we obtain the optimal strategies of the players in the game model. Finally, we analyze different emotional states influence the behavior of players’ game decision-making by numerical simulation. This paper finds that emotion has a great impact on the optimal strategy of the mixed strategies. In an optimistic mood state, the player can easily build confidence and trust in the mixed strategy, and take the risk-seeking; in a pessimism state, the players tend to lack confidence and trust in mixed strategies, take risk-aversion.

Key words: RDEU theory, RDEU game model, emotional function

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