| 电力改革中发电企业期权博弈投资策略研究 |
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| 引用本文： | 孟力,于守洵,王月.电力改革中发电企业期权博弈投资策略研究[J].沈阳工业大学学报,2007,29(4):459-463. |
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| 作者姓名： | 孟力 于守洵 王月 |
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| 作者单位： | 1. 沈阳工业大学,管理学院,沈阳,110023;辽宁大学,中国联通沈阳分公司企业博士后工作站,沈阳,110036
2. 沈阳工业大学,管理学院,沈阳,110023 |
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| 摘 要： | 为了对发电企业的投资决策提供科学合理的定量化评估方法、步骤及过程，根据期权博弈理论，分析了发电企业在非对称双头垄断市场结构中的投资策略；研究了一个或多个企业在不同的投资成本下纳什均衡投资策略，通过对案例进行仿真计算，利用所得出的 Matlab 仿真图说明了有关的投资优化决策方案.研究的结论对当前我国电力改革发电企业投资决策实践活动具有一定的理论指导意义.
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| 关 键 词： | 电力改革 发电企业 期权博弈 优化策略 实物期权 |
| 文章编号： | 1000-1646（2007）04-0459-05 |
| 修稿时间： | 2006-03-21 |
Study on option game strategy of investment for power enterprises in power system reform |
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| MENG Li,YU Shou-xun,WANG Yue.Study on option game strategy of investment for power enterprises in power system reform[J].Journal of Shenyang University of Technology,2007,29(4):459-463. |
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| Authors: | MENG Li YU Shou-xun WANG Yue |
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| Affiliation: | 1. School of Management, Shenyang University of Technology, Shenyang 110023, China; 2. Postdoctoral Work Station of Liaoning University-China Unicorn Shenyang Branch, Shenyang 110036, China |
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| Abstract: | In order to provide power enterprises with the scientific and reasonable quantitative appraisal methods,steps and procedures in the investment decision,the investment strategies of power enterprises were analyzed under the market structure of asymmetrical duopoly based on option game theory.The Nash equilibrium of investment strategies was studied for one firm or more under different investment costs.Matlab software was used to simulate the cases and the resulted graphs were utilized to illustrate the optimal decision of investment.The conclusion will contribute to the investment decision practice of the power enterprises in China on the power system reform. |
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| Keywords: | power system reform power enterprises option game optimization decision real option |
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