基于评价集的合作双矩阵对策谈判解在货币互换问题中的应用

发布时间：2018-04-13 04:00

本文选题：合作双矩阵对策 + 评价集　；参考：《中国管理科学》2013年S1期

【摘要】：本文从经典的合作双矩阵对策入手,引申到基于评价值的合作双矩阵谈判对策。在评价集的基础上,应用Nash平衡点的性质证明了基于评价集的合作双矩阵对策谈判解的存在性,并求出了这种对策的谈判解。将这种解的理论应用到货币互换问题中,为互换双方确定最优方案谋得最大利益,为确定互换利率提供依据,从而验证了模型的正确性和有效性。
[Abstract]:This paper starts with the classical cooperative double matrix game and extends it to the cooperative double matrix negotiation game based on evaluation value.On the basis of the evaluation set, the existence of the negotiating solution of the cooperative bimatrix game based on the evaluation set is proved by using the property of the Nash equilibrium point, and the negotiation solution of the game is obtained.The theory of this solution is applied to the currency swap problem to obtain the best benefit for the two swap parties to determine the optimal scheme and to provide the basis for determining the swap interest rate, thus validating the correctness and validity of the model.
【作者单位】：北京理工大学管理与经济学院;
【基金】：国家自然科学基金资助项目(70771010,71071018) 高等学校博士学科点专项科研基金资助课题(20111101110036)
【分类号】：F224;F820

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