有限理性与信息处理模型研究综述

通过对社会经济现象中决策过程的研究，分析了决策中的理性与公共知识、理性有限性与个人信念之间的关系，并指出决策中的有限理性在经济分析中的作用，进而通过一般信息处理模型框架对有限理性分析建模的方法进行了综述。     

有限理性条件下投票过程的元胞自动机模型研究

有限理性理论认为个体的决策能力是有限的,本文建立元胞自动机（CA）模型研究群体决策中有限理性个体的投票过程,给出了CA的演化规则,模拟了相互邻接的个体问的相互作用,观测到了投票过程的一些微观现象。元胞自动机理论将是推动自然科学和社会科学发展的一个有效工具。     

有限理性下的企业合作竞争的进化博弈分析

在有限理性的条件下,应用进化博弈论中的模仿者动态模型来分析企业合作竞争博弈的演化,用进化稳定策略来描述合作竞争博弈的长期演化趋势。并分别讨论了对称和非对称的合作竞争博弈的进化均衡与稳定性。最后,指出确定性模仿者动态模型的不足,以及当今随机动态系统理论的发展。     

考虑排污权交易的有限理性企业博弈模型研究

在有限理性基础上建立寡头垄断博弈模型,将其引入到排污权市场中,同时考虑了生产成本、污染治理成本、排污权交易价格的影响,使该模型更符合实际。将不同理性层次,不同结构的非线性成本函数,不完全信息等因素引入到博弈模型中,对改进后的模型的演化过程进行分析,找出博弈均衡点,并分析其稳定性。由于具有有限理性的双寡头Cournot博弈模型会产生丰富的动力学行为,因此对其进行数据模拟后并对混沌现象进行分析。在此基础上,运用延迟反馈控制法对寡头垄断博弈模型的混沌控制进行了解析分析,结果表明选择合适的控制因子可使模型稳定在Nash均衡。     

有限理性双寡头动态序贯竞争的建模与仿真

利用非线性动力系统的分支理论研究了有限理性双寡头Stackelberg产量竞争模型,讨论了该模型均衡点的存在性与稳定性,并数值仿真出该模型倍岔、混沌等复杂的动力学现象。研究结果表明：产量调整速度的变化对模型的稳定有显著的影响;系统的波动对于双寡头并非都是不利的;领先者的先动优势可使其从某些条件下的系统波动中获利。在此基础上,运用延迟反馈控制法对Stackelberg产量竞争模型的混沌控制进行了解析分析和数值仿真,结果表明选择合适的控制因子可使模型稳定在Nash均衡。     

Asset Price Dynamics among Heterogeneous Interacting Agents

In this paper, we investigate the presence of rationalherding on asset price dynamics during the intra-day trading withheterogeneous interacting agents, whose information set is notcomplete. In the model, individual probability measures offinancial investment strategies are defined using statisticalmechanics concepts. In addition, there is a learning processtoward the best strategy, implemented as a geneticalgorithm. Simulations show that imitative behavior can be arational strategy, since it allows an investor to gain excessreturns on an asset by exploiting information regarding pricedynamics not strictly contained in the fundamental solution. Herdbehavior is rational in the sense that it produces profits at theexpense of increasing the complexity of the system.     

基于有限理性Agent的人工股票市场模型

从现实交易者的有限理性角度,描述了基于Agent的股票市场模型,研究设计了带有认知偏误的交易者Agent,分析了多Agent之间的相互关系,指出了心理因素在其中的重要作用。通过对连续双向拍卖交易收敛到竞争均衡过程的分析,发现了与有效市场假设相悖的结果。     

有限理性公平数据交换协议的设计与仿真

理性交换协议(REP)因使用了理想化的理性假设,在现实中有可能失效。为解决此协议失效的问题,基于与现实更为接近的有限理性假设(BRH),定义了有限理性公平概念,并首次基于BRH设计了有限理性公平数据交换协议(FDEP-BR)。理论分析表明,与REP相比,FDEP-BR虽然牺牲了一定效率(轮复杂度为O(l*v)),但具有容错性和有限理性公平性,能够抵抗非合作攻击。对FDEP-BR构造自动机模型,并改进经验加权吸引(EWA)学习模型的决策方式,设计了EWA学习决策算法;在此基础上,基于Jade-Repast集成平台对FDEP-BR进行了仿真,仿真结果表明FDEP-BR的均衡状态与预期具有一致性。     

有交易费的折算资产优化性质和可达性

针对有交易费的多股票资产模型, 引入了资产折算函数, 并利用辅助鞅和凸分析方法, 讨论了该模型下折算资产优化性质和优化的可达性.     

Limited Rationality in Action: Decision Support for Military Situation Assessment

Information is a force multiplier. Knowledge of the enemy's capability and intentions may be of far more value to a military force than additional troops or firepower. Situation assessment is the ongoing process of inferring relevant information about the forces of concern in a military situation. Relevant information can include force types, firepower, location, and past, present and future course of action. Situation assessment involves the incorporation of uncertain evidence from diverse sources. These include photographs, radar scans, and other forms of image intelligence, or IMINT; electronics intelligence, or ELINT, derived from characteristics (e.g., wavelength) of emissions generated by enemy equipment; communications intelligence, or COMINT, derived from the characteristics of messages sent by the enemy; and reports from human informants (HUMINT). These sources must be combined to form a model of the situation. The sheer volume of data, the ubiquity of uncertainty, the number and complexity of hypotheses to consider, the high-stakes environment, the compressed time frame, and deception and damage from hostile forces, combine to present a staggeringly complex problem. Even if one could formulate a decision problem in reasonable time, explicit determination of an optimal decision policy exceeds any reasonable computational resources. While it is tempting to drop any attempt at rational analysis and rely purely on simple heuristics, we argue that this can lead to catastrophic outcomes. We present an architecture for a ``complex decision machine' that performs rational deliberation to make decisions in real time. We argue that resource limits require such an architecture to be grounded in simple heuristic reactive processes. We thus argue that both simple heuristics and complex decision machines are required for effective decision making in real time for complex problems. We describe an implementation of our architecture applied to the problem of military situation assessment.     

基本并行进程活性的限界模型检测

基本并行进程是一个用于描述和分析并发程序的模型,是Petri网的一个重要子类.EG逻辑是一种在Hennessy-MilnerLogic的基础上增加EG算子的分支时间逻辑,其中的AF算子表示从当前的状态出发性质最终会被满足,因此EG逻辑是能够表达活性的逻辑.然而,基于基本并行进程的EG逻辑的模型检测问题是不可判定的.由此,提出了基本并行进程上EG逻辑的限界模型检测方法.首先给出了基本并行进程上EG逻辑的限界语义,然后采用基于约束的方法,将基本并行进程上EG逻辑的限界模型检测问题转化为线性整数算术公式的可满足性问题,最后利用SMT求解器进行求解.     

银行资产监测中的系统性风险问题仿真

传统的银行资产风险监测仅针对单个银行的资本充足率、拨备覆盖率、不良资产率等指标进行监管.然而由于银行间的互相拆借关系,银行的资产风险不仅和银行自身有关,还与别的银行有关,即银行的系统性风险对银行资产风险有重要的影响.针对银行系统性风险问题,构建具有相关性的银行间资产波动模型,提出仿真算法对银行系统性风险进行计算机仿真,仿真结果得到了不同相关系数条件下的银行发生系统性风险的概率.研究结果表明:当银行系统稳定(银行资产波动率小)时,银行系统性风险会随着资产相关性的上升而上升;当银行系统较为稳定时,系统性风险会随着资产相关性的上升而先下降,然后再上升,即存在一个不为零的相关系数使得系统性风险最小;当银行系统不稳时,系统性风险也会随着资产相关性的上升而先下降,然后上升,但此时银行系统性风险已经很高.因此资产相关性作为衡量系统性风险的指标可以对系统性风险进行有效的监测.     

The Neutrality of Money Revisited with a Bottom-Up Approach: Decentralisation,Limited Information and Bounded Rationality

In the mainstream top-down approach, money is neutral except with special assumptions. Intending to make money “essential”, random-matching models introduced decentralisation by considering pair-wise transactions. Nevertheless, in both cases top-level equilibrium constrains agents’ behaviour. Instead, here we use a bottom-up approach. In a competitive market, decentralised autonomous agents meet and exchange a commodity for money. Their decisions use minimal information. They are triggered by simple rules founded on a “satisficing” procedure and on a random decision process that simulates bounded rationality. The conclusions are, first, that non-monetary costs are essential to avoid collapse of the economy. Second, mainly “price setters” who are adequately satisfied achieve equilibrium protecting themselves by evolving advantages to avoid competition that is too tough. Third, and the most important conclusion is that money ceases to be neutral as soon as competition arises between individual firms.     

An evolutionary game algorithm for grid resource allocation under bounded rationality

Resource allocation cannot reach equilibrium in one‐off game in grid environment because of the bounded rationality of the users. To address this issue, an evolutionary game algorithm for grid resource allocation is proposed in this paper. The evolutionary game theory is introduced to study the selection process of user strategy from the dynamic viewpoint. Firstly, the problem of multiple users competing for a common resource is formulated as a symmetric game. Secondly, replicated dynamic mechanism is used to produce the evolutionary stable point that leads to a satisfied allocation scenario. Finally, the relationships among the evolutionary stable point, valuation functions, and convergence time are discussed in detail. The results of the experiments show that the proposed evolutionary game algorithm is convergent and generates better utility results compared with the classical game algorithm. Copyright © 2009 John Wiley & Sons, Ltd.     

有限理性下知识团队知识共享的演化博弈分析

为提高知识团队成员共享知识的意愿,通过运用演化博弈论,对知识团队知识共享的内在机理与动态演化过程进行了分析.结果表明,影响知识团队知识共享的因素有知识员工的知识拥有量差距、风险系数、知识共享度、互补性知识比例、激励系数、协同性影响程度等,通过调整这些参数的大小,可以有效提高知识团队成员选择知识共享策略的概率.     

Dynamic Customer Value Management: Asset Values under Demand Uncertainty using Airline Yield Management and Related Techniques

The focus of this paper is to demonstrate the close links between the airline and the manufacturing industry in so far as some of their decision support problems are concerned. We show that the yield management (YM) problem for the airline characterized by perishable and limited resources has counterparts in manufacturing and retail although with some variations. In the process of establishing similarities we highlight the importance of the concept of value of assets/resources, known as bid price in the airline terminology, that ties the two together. Several examples of its calculations and uses are provided. We believe that this new paradigm will open up new avenues for profits for manufacturers in the new era of e-commerce where the businesses shall have to be increasingly customer centric including pricing functions.