基于区间数大小不能直接判定的灰矩阵博弈的策略优超及其最优解研究

中国管理科学 ›› 2005, Vol. ›› Issue (6): 81-85.

基于区间数大小不能直接判定的灰矩阵博弈的策略优超及其最优解研究

米传民, 方志耕

南京航空航天大学经济与管理学院, 江苏, 南京, 210016

收稿日期:2004-12-30 修回日期:2005-11-15 出版日期:2005-12-28 发布日期:2012-03-07
基金资助:
国家自然科学基金资助项目(70473037);南京航空航天大学创新集体和科研创新基金项目(Y0488-091);国家教育部博士学科点科研基金项目(20020287001);江苏省自然科学基金重点项目(BK2003211);南京航空航天大学特聘教授科研创新基金资助项目(1009-260812)

Study on Strategy Dominance and Pure Strategies Solution of Grey Matrix Game Based on Interval Grey Number Not to Be Determined Directly

MI Chuan-min, FANG Zhi-geng

School of Economics and Management, Nanjing University of Aeronautics and Astronautics, Nanjing 210016, China

Received:2004-12-30 Revised:2005-11-15 Online:2005-12-28 Published:2012-03-07

摘要/Abstract

摘要： 对于区间灰数大小不能直接判定的灰矩阵博弈G(⊗)={S₁,S₂,A(⊗)}问题,其策略优超和纯策略求解问题的关键在于A(⊗)中区间灰数大小判定准则的设定与判定方法的设计。本文运用灰色系统思想和系统工程的理论,揭示了人们在灰信息条件下的博弈心理与博弈决策规则,根据区间灰数势关系的判定规则,提出了灰数势意义下的策略优超法则,定义了纯策略解。最后,以商业银行贷款动态损失准备金计提为案例,对其灰势意义下的策略优超和纯策略解问题进行了研究。

关键词: 区间灰数, 灰矩阵博弈, 灰势, 优超策略, 动态损失准备

Abstract: It is a key step in solving pure strategies of the grey matrix game G(⊗)=｛S₁,S₂,A(⊗)｝,in which the interval grey number in the A(⊗) can not be put in order directly in the light of its values,that determinant rules and methods of bigand-small order in the interval grey number are designed.Then using grey system thoghts and systems engineering theories,the paper uncovers player’s game psychology and decision-making rule under the condition of grey information,puts forward conceptions of superiority,inferior and equipollence position degree,based on the judgment rule of interval grey numbers’ position,defines position pure strategy solution,proposes position dominant strategy.And in the end,taking commercial bank dynamic provisioning as example,the pure strategies of this problem are studied.

Key words: interval grey number, grey matrix game, grey position, dominant strategy, dynamic provisioning

中图分类号:

C931

米传民, 方志耕. 基于区间数大小不能直接判定的灰矩阵博弈的策略优超及其最优解研究[J]. 中国管理科学, 2005, (6): 81-85.

MI Chuan-min, FANG Zhi-geng. Study on Strategy Dominance and Pure Strategies Solution of Grey Matrix Game Based on Interval Grey Number Not to Be Determined Directly[J]. Chinese Journal of Management Science, 2005, (6): 81-85.

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