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受风险偏好影响的旅行社收益纳什均衡模型
引用本文:何柳君,杨理平. 受风险偏好影响的旅行社收益纳什均衡模型[J]. 广东工业大学学报, 2019, 36(3): 56-67. DOI: 10.12052/gdutxb.180157
作者姓名:何柳君  杨理平
作者单位:广东工业大学 应用数学学院,广东 广州,510520;广东工业大学 应用数学学院,广东 广州,510520
基金项目:国家自然科学基金资助项目(61374081);教育部人文社科规划基金资助项目(14YJAZH095);广东省自然科学基金资助项目(2015A030313485);广州市科学计划项目(20170710494)
摘    要:构建了在两种货币政策下和受风险偏好程度不同的影响下,旅行社采取不同融资策略的收益纳什均衡模型.还构建了包含收益效用与融资效用的效用函数.通过探究在不同的融资策略下,根据旅行社的均衡质量、数量与个性化来计算出收益,提出了均衡条件并用变分不等式证明了均衡解的存在性,提供了有关线上销售公司的旅游产品的案例分析.

关 键 词:纳什均衡  收益  变分不等式  风险偏好  货币政策
收稿时间:2018-11-21

A Nash Equilibrium Model of Travel Agency Affected by the Risk Appetite
He Liu-jun,Yang Li-ping. A Nash Equilibrium Model of Travel Agency Affected by the Risk Appetite[J]. Journal of Guangdong University of Technology, 2019, 36(3): 56-67. DOI: 10.12052/gdutxb.180157
Authors:He Liu-jun  Yang Li-ping
Affiliation:School of Applied Mathematics, Guangdong University of Technology, Guangzhou 510520, China
Abstract:A revenue Nash Equilibrium model is constructed among the travel agencies which adopt different financing strategies and are affected by risk appetite under two kinds of monetary policies. The utility function contains a revenue component and a financing component. An equilibrium revenue can be calculated by exploring an equilibrium quality, quantity and individuation of the travel agencies which adopt different financing strategies. The governing Nash equilibrium conditions are stated and the variational inequality formulation provided to establish existence of the equilibrium solutions. Numerical case studies are also conducted on the tourist products of online sales companies.
Keywords:Nash equilibrium  revenue  variational inequality  risk appetite  monetary policy  
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