基于期权合约的演化博弈供应链协调研究

项目名称： 基于期权合约的演化博弈供应链协调研究

项目编号： No.71271152

项目类型： 面上项目

立项/批准年度： 2013

项目学科： 管理科学

项目作者： 张保银

作者单位： 天津大学

项目金额： 56万元

中文摘要： 通过引入期权博弈理论研究供应链企业之间的协调行为，尤其是基于供应链横向合作与竞争，以及看跌期权和双向期权的供应链协调；然后根据演化博弈论理论与方法，分析供应链系统内部个体企业在有限理性假设下的决策行为与供应链整体的演化；重点研究不同结构供应链上的企业在不同的信息结构情形下，基于自身效用和供应链整体效用协调的复制动态和演化稳定策略，以及不同演化博弈模型下的供应链企业合作与竞争涌现机制；在此基础上，研究具有自组织行为特征的供应链系统横向竞争与合作，分析供应链多群体模型的演化机制，研究形成复杂适应供应链网络系统的演化博弈动力学机制，并进行数值仿真。 其意义在于松弛了经典博弈论对于供应链企业的理性人假设，更加符合企业的实际情况，演化博弈理论将供应链企业的局部决策与整体合作涌现相结合，改进了经典博弈论对于供应链协调的局部静态分析，供应链复杂网络的竞合机制建模与仿真，奠定了供应链复杂性研究的基础。

中文关键词： 供应链融资；期权契约；协调优化；演化博弈；

英文摘要： The coordination of supply chain will be studied with option contracts, especially the coordination of supply chain based on lateral coopetitions of supply chain, put options and double options. And then, the decision behaviours on assumption of bounded rationality of individual enterprise and whole evolution of supply chain will be analysed with the evolutionary game theories and methods.The research emphasis are replicator dynamics and evolutionary stable strategy (ESS) based on coordination of itself and the whole supply chain's utility for different structure supply chain under different information structure, and it includes coopetition emergence mechanism of supply chain with different evolutionary game model. And on that basis, the lateral coopetition of supply chain system is studied with self-organization behaviour, and the multi-group evolutionary mechanism of supply chain will be analyzed, as well the evolutionary game dynamics machanism to evolve complex adapt supply chain network.In addition the numerical simulation will be realized with computers. The important value is that the rational hypothesis of supply chain enterprises in classical game theory is loosen,which makes the research more fit the facts. evolutionary game theory combines local decisions of supply chain enterprises with whole coope

英文关键词： Supply Chain Financing；Option contract；Coordination and optimization；Evolutionary game；