带上下界的双参与人双向委托代理模型及优化算法研究

发布时间：2018-03-10 08:38

本文选题：上下界　切入点：双向委托代理　出处：《数学的实践与认识》2017年09期 　论文类型：期刊论文

【摘要】：考虑现实中双参与人同时具有委托人和代理人双重身份情形下,双参与人间的互为委托代理关系,设计虚拟委托人期望效用函数表达式,建立带上下界的双参与人双边约束双向委托代理模型,利用不动点定理确定参数的上下界,并运用不等式组的旋转算法并结合序列二次规划算法进行求解.通过算例分析表明,为达到联盟总效用最大化,需通过确定联盟成员各自合适的保留效用值,以平衡联盟成员的投资和回报,真正实现对联盟成员的激励.
[Abstract]:Considering the dual participants' dual identities of both the principal and the agent in reality, the paper designs the expression of the expected utility function of the virtual client, considering the relationship between the two participants as the principal and the agent. The bi-directional principal-agent model with double participants with upper and lower bounds is established. The upper and lower bounds of parameters are determined by using fixed point theorem. The rotation algorithm of inequality group and the sequential quadratic programming algorithm are used to solve the problem. In order to maximize the total utility of the alliance, it is necessary to balance the investment and return of the members of the alliance by determining the appropriate value of the retention utility of the members of the alliance, and to truly realize the incentive to the members of the alliance.
【作者单位】：武汉理工大学管理学院;武汉华夏理工学院商学院;武汉理工大学经济学院;
【基金】：国家自然科学基金(71271161,71172043) 中央高校基本科研业务费专项资金资助(155103003) 湖北省教育厅科学技术研究项目(B2016403) 武汉理工大学华夏学院科研基金项目(15027)
【分类号】：O221

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