兰彻斯特双寡头模型中的马尔可夫完美均衡广告策略:技术说明

Markov Perfect Equilibrium Advertising Strategies of Lanchester Duopoly Model: A Technical Note

Management Science · 2004
被引 38
人大 A+FT50UTD24ABS 4*

中文导读

提出一种数值方法,计算兰彻斯特双寡头模型中的平稳马尔可夫完美纳什均衡广告策略,该方法不要求玩家以零利率贴现未来收益,可用标准数学软件实现。

Abstract

We propose a numerical approach to compute stationary Markov perfect Nash equilibrium advertising strategies of the Lanchester model. The algorithm can be implemented using a standard mathematical package, and, importantly, it does not require that the players discount their future earnings at a zero rate, an assumption that has been made in the literature.

兰彻斯特模型马尔可夫完美均衡广告策略数值方法