纳入排污权交易的异质双寡头动态博弈的复杂性分析

发布时间：2018-06-08 16:29

本文选题：寡头垄断 + 有限理性　；参考：《吉林大学》2014年硕士论文

【摘要】：寡头垄断市场指的是由少数几个生产者完全控制的一类市场结构。众所周知,寡头垄断市场因寡头间显著的互动行为而成为所有市场结构当中最为复杂的一类市场。由于资本的集聚、区域的封闭性以及相关政策限制等方面的原因,寡头垄断现象在现实经济生活中是大量存在的。我国作为通过改革开放从计划经济转型为社会主义市场经济的新兴经济体,在很多经济领域都体现出寡头垄断的特征。排污权交易机制作为以市场为载体的环境保护措施,相比于传统的行政命令式的排污收费制度,该制度具有较低的管理成本,在污染物排放总量控制方面也具有一定的经济刺激能力。但很多现有的研究表明,排污权交易的效率很大程度上依赖于市场的结构。在完全竞争的市场环境下,排污权交易机制能够充分发挥自身的优势,但是在非理想化的存在垄断势力的市场环境下,排污权交易制度有可能导致市场的扭曲,从而影响治理污染的效果。本文建立了存在产品差异性的双寡头垄断博弈模型。在Bowley寡头垄断产量竞争模型中引入了污染排放与排污权交易机制,在传统博弈论框架下分析了排污权交易制度的实施对Bowley-Nash均衡的影响。分析结果表明,对于引入排污权交易后的双寡头产量竞争博弈的Bowley-Nash均衡,寡头间产品差异程度、排污权交易市场中排污许可证的价格以及两个厂商各自的污染产生系数会对寡头垄断均衡产量产生影响,而厂商的污染治理成本系数与初始排污许可证数量不会引起厂商的均衡产量变化。此外,在产品存在替代性的情况(事实上这在寡头垄断市场中是更为常见的)下,若一个污染企业的污染产生系数相对于其竞争对手的污染产生系数足够小,则排污权交易将使其均衡产量有所提高,尽管这一机制也增加了它的生产总可变成本。可见,排污权交易机制有助于刺激污染企业提高自身生产技术,降低自身的污染产生系数以期在竞争中获利,而这也将对改善环境起到积极作用。随后,本文抛弃了经典的完全理性假设,为两个寡头厂商分别赋予了异质的更切实际的有限理性产量调整机制,构建了描述有限理性厂商动态博弈行为的二维离散非线性动力系统。数理研究表明,该有限理性动态博弈系统有一个不稳定的边界均衡和一个局部稳定的内点均衡,且该有限理性动态博弈的内点均衡与完全理性静态博弈的Bowley-Nash均衡完全一致。但的稳定性条件将对模型各参数提出更严格的要求。当模型参数不能满足这一条件时(尽管它们相容于模型的合理性条件),双寡头的有限理性动态博弈的过程将十分复杂。本文利用数值模拟的方法分析了两个有限理性参数(基于边际利润信号的产量调整速度与适应性调整系数)以及排污权价格的取值变化下系统可能产生的复杂动态行为。数值模拟的结果表明,(1)基于边际利润的调整速度对均衡的稳定性具有强烈的扰动作用,随着取值的增大,系统将呈现分岔甚至混沌的复杂行为;(2)适应性调整系数也对均衡的稳定具有破坏作用,但破坏能力远不及。(3)在模型其他参数的不同条件下,排污权价格的变动对系统的稳定性的影响也是不同的,在由某一类参数条件确定的市场机制当中,排污权交易价格变化也会引发系统混沌行为的产生,从而对市场造成不可预知的扭曲和破坏作用。
[Abstract]:The oligopoly market refers to a type of market structure controlled by a small number of producers. It is well known that oligopoly markets have become the most complex of all market structures because of the significant interaction between oligopolies. The oligopoly, due to the accumulation of capital, the closeness of the region, and the related policy restrictions, is an oligopoly. The phenomenon of monopoly exists in the real economic life. As an emerging economy, which has transformed from a planned economy to a socialist market economy through reform and opening up, it embodies the characteristics of oligopoly in many economic fields.
The emission trading mechanism, as an environmental protection measure based on the market, compares with the traditional administrative commanding charge system, which has a low management cost and has a certain economic stimulation ability in the control of total emission of pollutants. However, many existing studies have shown that the efficiency of emission trading is very efficient. It depends on the structure of the market. In a completely competitive market environment, the emission trading mechanism can give full play to its own advantages, but in the non idealized market environment of monopoly power, the emission trading system may lead to the distortion of the market, thus affecting the effect of the governance pollution.
In this paper, a dual oligopoly game model with product difference is established. In the Bowley oligopoly monopoly production competition model, the pollution emission and emission trading mechanism is introduced. Under the traditional game theory, the influence of the implementation of the emission trading system on the Bowley-Nash equilibrium is analyzed. The results show that the emission trading is introduced. After the Bowley-Nash equilibrium of the output competition game of the duopoly, the degree of the difference between the oligopoly products, the price of the pollutant emission permit in the emission trading market and the pollution production coefficient of the two manufacturers will affect the oligopoly equilibrium output, and the manufacturer's pollution control cost coefficient and the initial discharge license number will not cause the factory. In addition, in the case of substitution in the product (in fact this is more common in the oligopoly market), if the pollution production coefficient of a polluting enterprise is relatively small enough relative to its competitors, the emission trading will increase its balanced output, although the mechanism is also increased. In addition, the total variable cost of production is added. It can be seen that the emission trading mechanism helps to stimulate the polluting enterprises to improve their own production technology and reduce their pollution generating coefficients in order to profit in the competition, and this will also play an active role in improving the environment.
Then, this paper discarded the classical rational hypothesis and gave two oligopoly firms with a more tangible and practical finite rational yield adjustment mechanism, and constructed a two-dimensional discrete nonlinear dynamic system describing the dynamic game behavior of a finite rational manufacturer. The boundary equilibrium and a locally stable interior point equilibrium, and the internal point equilibrium of the finite rational dynamic game is exactly the same as the Bowley-Nash equilibrium of the fully rational static game. But the stability conditions will put forward more stringent requirements for the parameters of the model. When the model parameters can not meet this condition (although they are compatible with the model, the model parameters are not satisfied. The rationality of duopoly's dynamic game with bounded rationality will be very complicated.
In this paper, the complex dynamic behavior of two finite rational parameters (based on the output adjustment speed and adaptability adjustment coefficient based on the marginal profit signal) and the value of the emission price is analyzed in this paper. The results of the numerical simulation show that (1) the stability of the equilibrium is based on the adjustment speed of marginal profit. The system will have a strong disturbance, with the increase of the value, the system will show the complex behavior of bifurcation and even chaos; (2) the adaptability adjustment coefficient also has a destructive effect on the equilibrium stability, but the failure ability is far less than. (3) under the different conditions of other parameters of the model, the change of the price of the pollution right of the system has no effect on the stability of the system. In the same market mechanism determined by a certain kind of parameter conditions, the change of the trading price of the emission rights will also lead to the emergence of the chaotic behavior of the system, thus causing unpredictable distortions and destruction to the market.
【学位授予单位】：吉林大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：X196;F224.32

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