基于期权博弈理论的班轮航线开辟决策研究

发布时间：2018-02-26 02:04

本文关键词： 期权博弈班轮航线开辟仿真　出处：《大连海事大学》2012年硕士论文　论文类型：学位论文

【摘要】：集装箱运输作为一种年轻的运输方式,问世大半个世纪,其在海运方式中的比重不断上升,使传统的海运发生了革命性变化。班轮公司开辟一条航线,为争取稳定货源,保证定时定线定港等基本要求,并为客户提供“门到门”的运输服务等,需要付出较大成本和较长的时间代价,这些优势一旦形成就成为进入该市场的障碍,集装箱班轮运输市场产品差别化逐渐增大和客户忠诚度较高的特点无形中提高了新企业进入该市场的门槛,使得大部分航线的市场都属于一个寡头垄断的市场。由此可见,集装箱班轮航线是时机把握困难、风险较大的航运项目投资,是航运业经营管理中最重要的环节之一。基于以上背景,本文提出了目前在理论研究上比较成熟的期权博弈方法,来分析集装箱班轮航线的开辟决策,期权博弈的方法实际上是在把博弈论的分析框架融入到实物期权理论,把竞争因素加入到实物期权中来评估项目,其中不确定性是主要的解决问题,期权博弈把这个问题带来的期权价值和博弈产生的竞争优势进行比较,最后可以得出优化的项目决策使用期权博弈方法的目的在于,寻找一种市场环境下,航运经营者在面临竞争时的一种投资策略。文章主要通过对期权博弈中Huisma和Kort模型的改进,对两种垄断模型,即对称双头模型和不对称模型进行分析,给出两种模型的均衡策略分析,分析在不同程度的产品更新换代对投资决策的影响,并应用软件Matlab7.14.0.739(R2012a)进行仿真分析。得出了一般性结论。
[Abstract]:Container transportation is a young mode of transportation, the advent of more than half a century, the proportion of the sea's rising, the traditional shipping revolutionized. Liner companies to open a route for the stable supply, ensure timing line port and other basic requirements, and to provide "door to door" transportation service for customers, the need to pay greater costs and longer time cost, these advantages once formation has been entering the market barriers, the intangible product characteristics of container liner transport market differentiation and high customer loyalty increases gradually improve the new enterprises to enter the market threshold, making the most of the market belongs to a route oligopoly market. Thus, the container shipping route timing, shipping project risk investment is the most important management in shipping ring One of the festivals.
Based on the above background, this paper puts forward the theoretical research of mature option game method, to analyze the container liner routes opened up the decision, the real option method is in fact the analysis framework of game theory into real option theory, the competitive factors added to the real option to evaluate the project, which is uncertain to solve the main problems, compare the option game problem game option value and competitive advantage, finally can get the optimal decision-making using option game method is to find a market environment, an investment strategy of shipping operators in the face of competition.
This article mainly through the improvement of the Huisma and Kort model of option game in the monopoly model of the two symmetric and asymmetric duopoly model analysis model, analysis of equilibrium gives two kinds of model, analysis the influence of upgrade on investment decision in different products, and the application software of Matlab7.14.0.739 (R2012a) were simulated and analyzed. General conclusions.

【学位授予单位】：大连海事大学
【学位级别】：硕士
【学位授予年份】：2012
【分类号】：U695.22

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