企业专利投资的期权博弈研究——基于不对称双寡头模型的分析

中国管理科学 ›› 2014, Vol. 22 ›› Issue (10): 38-43.

企业专利投资的期权博弈研究——基于不对称双寡头模型的分析

彭伟¹, 段静静², 唐振鹏²

1. 华中科技大学经济学院, 湖北武汉 430074;
2. 福州大学管理学院, 福建福州 350002

收稿日期:2012-03-16 修回日期:2013-07-21 出版日期:2014-10-20 发布日期:2014-10-20
作者简介:彭伟（1983-），男（汉族），江西乐安人，华中科技大学经济学院博士，研究方向：风险管理、企业投资.

Research on Investment Option Game Model of Corporate Patent ——Base on Asymmetric Duopoly Model

PENG Wei¹, DUAN Jing-jing², TANG Zhen-peng²

1. School of Economics, Huazhong University of Science and Technology, Wuhan 430074, China;
2. School of Management, Fuzhou University, Fuzhou 350002, China

Received:2012-03-16 Revised:2013-07-21 Online:2014-10-20 Published:2014-10-20

摘要/Abstract

摘要： 将期权博弈引入到企业专利投资研究中来，基于期权博弈的理论，通过建立不对称双寡头模型来考察两家企业专利投资的最优决策行为，具体研究了两家企业在专利投资方面期权博弈的情况和纳什均衡，并利用数值分析说明纳什均衡的状态，研究结果表明企业在进行专利投资时必须同时考虑不确定性、不可逆性与竞争性的影响，不仅要考虑管理柔性的价值，还要考虑不同市场结构导致的竞争性所带来的战略价值，在这样一个整体框架中去寻找最优的专利投资策略。

关键词: 期权博弈, 双寡头, 企业专利

Abstract: Option game is taken into the research of enterprise patent investment, and asymmetric duopoly model is established to examine the optimal investment decision-making behavior of patent based on the theory of option game. Further, the investment of patent and Nash equilibrium with numerical research is analyzed. The results show that patent investment should be considered with uncertainty, irreversibility and competitive impact. Not only the management of flexible value but also the competition impact in a framework should be considered to find the optimal patent investment strategy.

Key words: option game, asymmetric duopoly, corporate patent

中图分类号:

彭伟, 段静静, 唐振鹏. 企业专利投资的期权博弈研究——基于不对称双寡头模型的分析[J]. 中国管理科学, 2014, 22(10): 38-43.

PENG Wei, DUAN Jing-jing, TANG Zhen-peng. Research on Investment Option Game Model of Corporate Patent ——Base on Asymmetric Duopoly Model[J]. Chinese Journal of Management Science, 2014, 22(10): 38-43.

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