非期望效用与纳什均衡- - 基于行为决策理论视角

Non-cooperative game theory is an important branch and research field in game theory. Since there are limitations in non-cooperative game, from the bounded rationality assumption in this project, the cumulative prospect theory, a non-expected utility theory, is applied to overcome defect of expected utility theory, which is the theoretical foundation of game theory. Under the condition of limited sense cognitive characteristics of Nash equilibrium in non-expected utility game are analyzed from behavioral decision making. The non-expected utility game model is constructed. This project puts game model itself with economic and social meaning, influence of individual behavior and psychological characteristics of game player over game behavior in the process of game, and the reconstruction of game model into a unified framework and study them. A theoretical framework for non-expected utility game is set up. The Nash equilibrium existence and its properties of this new game are investigated by comprehensively using of cumulative prospect theory, non-additive measure theory, optimization theory and cognitive psychology. Further, behavioral decision and experimental economics experimental methods are applied to discuss Nash equilibrium selection problem.The contradictious intrinsic reasons between consistent prediction of Nash equilibrium and actual decision behavior are interpreted. Research results will further enrich and develop game theory, and offer a new research approach and methods for game theory in the futher.

非合作博弈是博弈论一个重要的理论分支和研究领域，鉴于现有非合作博弈理论存在的局限，本项目拟从"有限理性"假设出发，运用非期望效用理论──积累前景理论，克服作为博弈模型的理论基石──期望效用的缺陷，从行为决策理论的视角以分析有限感知条件下非期望效用博弈纳什均衡的认知特点为基础，以构建非期望效用博弈模型为主线，把博弈过程中弈模型本身蕴含的经济与社会含义、博弈参与人个体行为及心理特征对博弈行为的影响、博弈模型的重构等问题纳入到一个统一的框架加以研究，突破期望效用理论对博弈论发展的制约，建立一种新的非期望效用博弈理论框架，综合运用积累前景理论、非可加测度理论、优化理论、认知心理学等研究其纳什均衡的存在性及其性质，应用行为决策和实验经济学的实验研究方法讨论纳什均衡的选择，解释纳什均衡一致预测性与现实决策行为相悖的内在原因。研究成果将进一步丰富和发展博弈理论，为博弈论提供一种新的研究途径和方法。

本项目从行为决策理论的视角，以分析有限理性条件下非期望效用博弈模型纳什均衡的认知特点为基础，以构建这类有限理性的博弈模型为主线，把博弈过程中弈模型本身蕴含的经济与社会含义、博弈参与人个体行为及心理特征对博弈行为的影响、博弈模型的重构等问题纳入到一个统一的框架，系统研究有限理性行为下非期望效用博弈模型的均衡理论与应用问题。首先，探讨了有限理性条件下，非期望效用博弈模型纳什均衡的心理认知和行为特征，在此基础上，对基于有限理性的非期望效用博弈模型的纳什均衡存在性及相关性质进行深入研究，分析随机优超、损失厌恶、公平关切等不同有限理性行为对博弈均衡策略选择的影响。再次，利用模糊集理论、可信性理论等，研究不确定信息环境下基于有限理性的非期望效用博弈的均衡策略及策略选择问题。最后将理论研究成果应用到讨价还价、多属性决策和供应链管理等实际问题中。研究成果将进一步丰富和发展博弈论的研究内容。在该项目的支持下，项目组成员取得了新的研究进展和可喜的研究成果，在国际、国内知名期刊发表学术论文多篇，其中被SCI/SSCI收录37篇，获第六届高等学校科学研究优秀成果二等奖和湖南省自然科学二等奖各一项。总之，项目进展顺利，达到了预期的效果。