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1、1 企業(yè)管理中的競(jìng)爭(zhēng)問(wèn)題 董志勇 博士 副教授 中國(guó)人民大學(xué)經(jīng)濟(jì)學(xué)院 職業(yè)經(jīng)理人資格中國(guó)最具價(jià)值的三大證書(shū)之一 CCMC與企業(yè)管理 2 個(gè)人簡(jiǎn)介 -中國(guó)人民大學(xué)經(jīng)濟(jì)學(xué)院院長(zhǎng)助理 副教授 經(jīng)濟(jì)學(xué)博士 -2008年北京奧運(yùn)會(huì)特許商品調(diào)查委員會(huì)首席專家 -2008年北京奧運(yùn)會(huì)旅游紀(jì)念品調(diào)查研究首席專家 -歐美同學(xué)會(huì)會(huì)員 （ 1998年 ） -中國(guó)寶雞外國(guó)語(yǔ)學(xué)院客座教授 (1999年 ) -新加坡華夏學(xué)院學(xué)術(shù)委員會(huì)委員 (2001年 ) -歐洲維多利亞大學(xué)客座教授 （ 2002年 ） -亞洲發(fā)展銀行青年組專家 (Young Economist of ADB)（ 2002 年 ） -清華大學(xué)繼續(xù)教育學(xué)院

2、客座教授 （ 2003年 ） -吉林電力高級(jí)經(jīng)濟(jì)顧問(wèn) （ 2002年 ） -吉林白城市人民政府經(jīng)濟(jì)顧問(wèn) （ 2003年 ） -國(guó)聯(lián)股份高級(jí)顧問(wèn) （ 2003年 ） -中國(guó)人民大學(xué)僑聯(lián)副主席 （ 2004年 ） -中國(guó)井岡山干部學(xué)院兼職教授 （ 2005年 ） 3 博弈論和策略行為 Game Theory & Strategic Behaviors 4 Lecture Plan/本講計(jì)劃 Game Theory Strategy & Payoff Matrix Dominant & Dominated Strategies Nash Equilibrium Maximin Strategy &

3、Mixed Strategy Strategic Behavior 5 Elements of a Game Game has the following elements: Players: who is involved? Rules: who moves when? What do they know when they move? What can they do? Outcomes: for each possible set of actions by the layers, which is the outcome of the game Payoffs: what are th

4、e players preferences over the possible outcome? 6 Strategy & Payoffs 博弈論把人間一切競(jìng)爭(zhēng)活動(dòng)看成是玩策略游戲 。 這種策略游戲是在一定的游戲規(guī)則之下進(jìn)行 它的兩個(gè)最基本的概念是策略與支付矩陣 一種策略 (Strategy)表示游戲參與者的一套運(yùn)作計(jì)劃和 手段。如“降價(jià) 15%”就是一種策略 收益矩陣 (Payoff matrix)是表示游戲參與者在各種不同 策略下的利潤(rùn)額的一套支付表格 寡頭壟斷 ，尤其是雙寡頭壟斷競(jìng)爭(zhēng)，特別適合使 用 博弈論研究 7 Strategy & Payoffs Prisoners Dilemma

5、(囚犯兩難 ) 兩個(gè)嫌犯被捕并受到指控，但除非至少一人招供 犯罪，警方并無(wú)充分證據(jù)將其按罪判刑 警方將他們分開(kāi)審訊（不能溝通），并對(duì)他們說(shuō)明不 同行動(dòng)帶來(lái)的后果。 如果二人都不坦白，只能判簡(jiǎn)單刑事罪，坐牢 1個(gè)月 如果二人都坦白，兩人都會(huì)定罪，判刑六個(gè)月； 如果其中一個(gè)坦白，另一個(gè)不坦白；那么坦白者馬上釋放 （從寬）、不坦白者將會(huì)判刑九個(gè)月。 請(qǐng)問(wèn)兩個(gè)嫌犯該怎么辦？ 8 Strategy & Payoffs Prisoners Dilemma(囚犯兩難 ) 策略 (Strategy): “沉默 ” & “招認(rèn) ” 收益矩陣 (Payoff Matrix)如下： 囚犯 2 沉默 招認(rèn) 囚犯 1

6、沉默 -1， -1 -9， 0 招認(rèn) 0， -9 -6， -6 9 Strategy & Payoffs Prisoners Dilemma(囚犯兩難 ) 囚犯兩難的問(wèn)題在現(xiàn)實(shí)中常常出現(xiàn)。 比如兩家企業(yè)的價(jià)格戰(zhàn)。 企業(yè) B 遵守協(xié)議 違約降價(jià) 企業(yè) A 遵守協(xié)議 100， 100 30， 130 違約降價(jià) 130， 30 70， 70 10 Strategy & Payoffs 性別戰(zhàn) 博弈 (The Battle of Sex) 一男一女試圖安排一個(gè)晚上的娛樂(lè)內(nèi)容 選擇 （策略）：“歌劇”、“拳擊”；不過(guò)男女有 別 收益矩陣 (Payoff Matrix)如下： 男 (The Man) 歌劇

7、 拳擊 女 (The Lady) 歌劇 2， 1 0， 0 拳擊 0， 0 1， 2 11 12 Strategy & Payoffs Other Examples Coordination games Smith and Jones are trying to decide whether to design the computers they sell to use large or small floppy disks Both players will sell more computers if their disk drives are compatible. Strategie

8、s: “Large” or “Small” Payoffs are as follows. 13 Strategy & Payoffs Other Examples Coordination games: payoff matrix Jones Large Small Smith Large 2, 2 -1, -1 Small -1， -1 1, 1 14 Dominant Strategies (支配策略 ) We say a player has a dominant strategy if it is the strictly best response to any strategie

9、s the other players might pick. In the analysis of any game, the first step is to determine if any player has a dominant strategy. If such a strategy exists, then the outcome of the game should be easily determined, since the player will use the dominant strategy and other players will subsequently

10、adopt their best responses. Examples: Does the Prisoners Dilemma have any dominant strategy? How about the Coordination Game? 15 Dominated Strategies (被支配策略 ) A dominated strategy is an alternative that yields a lower payoff than some other strategy, no matter what the other players in the game do.

11、A rational player will never use a dominated strategy in the actual action of game playing. Hence it can be eliminated. It is clear that if the existence of a dominant strategy implies that all other choices are in fact the dominated strategies. But it is possible that there are dominated strategies

12、, while there is no dominant strategy 16 B L C R U 3, 0 0, - 5 0, - 4 M 1, - 1 3, 3 - 2, 4 A D 2, 4 4, 1 - 1, 8 Application: Iterative Eliminations Example 17 Nash Equilibrium (納什均衡 ) Even though using a dominant strategy or a dominated strategy is a powerful simple way of “solving” a game, this kin

13、d of game is usually an exception, instead of a norm. We must have a generic method of finding the solution(s) of a game. Solution Concepts Nash Equilibrium is the very first solution concept for non-cooperative games. 18 Nash Equilibrium (納什均衡 ) Essence of Nash Equilibrium A Nash Equilibrium is def

14、ined as a set of strategies such that non of the participants in the game can improve their payoff, given the strategies of the other participants. No one has a strictly incentive to deviate from the strategies in a Nash Equilibrium. 19 Nash Equilibrium (納什均衡 ) Example Consider the following game. I

15、s there any dominant or dominated strategy? Pla yer 2 L C R U 5, 3 0, 4 3, 5 M 4, 0 5, 5 4, 0 Pla yer1 D 3, 5 0, 4 5, 3 20 Nash Equilibrium (納什均衡 ) Problem of Nash Equilibrium: Multiple solutions! Examples: Battle of Sex Coordination Game 男 (The Man) 歌劇 拳擊 女 (The Lady) 歌劇 2， 1 0， 0 拳擊 0， 0 1， 2 Jone

16、s Large Small Smith Large 2, 2 -1, -1 Small -1， -1 1, 1 21 Nash Equilibrium (納什均衡 ) Problem of Nash Equilibrium: Insensitive to extreme payoffs (risks) Example: Dangerous Coordination Game Jones Large Small Smith Large 2, 2 -1000, -1 Small -1， -1 1, 1 In Practice, it is almost sure that Smith wants

17、to “play safe” and never try “l(fā)arge”! 22 Nash Equilibrium (納什均衡 ) Problem of Nash Equilibrium: Non-existence of pure strategy Nash Equilibrium Example: Match the Pennies No dominant strategy, no dominated strategy & no pure strategy Nash equilibrium as well! B Head Tail A Head 1, -1 -1, 1 Tail -1， 1

18、 1, -1 23 Nash Equilibrium (納什均衡 ) Mixed Strategies （ 混合策略） A mixed strategy is a profile that specifies the probability of each pure strategy that is to be played. Nash Theorem: For any game with finite number of pure strategies, there always exists a Nash Equilibrium in mixed strategy form. 24 Nas

19、h Equilibrium (納什均衡 ) Mixed Strategies （ 混合策略） : Examples Coordination Game Jones plays (Large, Small) according to (p, 1-p) Smiths expected payoffs are: “Large”: 2p+(-1)(1-p) = US(L |(p, 1-p) “Small”: (-1)p+1(1-p) = US(S |(p, 1-p) Smith should be “indifferent” between the two choices US(L |(p, 1-p)

20、 = US(S |(p, 1-p) p = 2/5 Hence Jones optimal mixed strategy must be (0.4, 0.6) Exercise: find the optimal mixed strategy for Smith. Matching the Pennies Find the Nash equilibrium in mixed strategies 25 正常經(jīng)濟(jì) 情況 舊 廠 低價(jià) 高價(jià) 進(jìn)入 市場(chǎng) - 100, - 50 100,100 新廠 不進(jìn) 入 0,50 0,300 26 經(jīng)濟(jì)萎縮期 舊廠 低價(jià) 高價(jià) 進(jìn)入 市場(chǎng) - 160, - 1

21、10 40,40 新廠 不進(jìn) 入 0, - 10 0,240 27 Nash Equilibrium (納什均衡 ) Nash Equilibrium 不一定有效率 The Centipede Game (蜈蚣蟲(chóng)游戲 ): In this finite game of perfect information, there are two players, 1 and 2. The players each start with 1 dollar in front of them. They alternate saying stop or continue, starting with pla

22、yer 1. When a player says continue, 1 dollar is taken by a referee from her pile and 2 dollars are put in her opponents pile. As soon as either player says stop, ply is terminated, and each player receives the money currently in her pile. Alternatively, play stops if both players piles reach 100 dol

23、lars. 28 Player 1 Player 2 Player 1 Player 2 Player 1 Player 2 S C C C C C C S S S S S 1 1 03 2 2 97 100 99 99 98 101 100,100 29 Maxmin Strategies (最大最小策略 ) When each player in the game will select the option that maximizes the minimum possible profit (or other desirable outcome), we say that the de

24、cision rule is a maxmin strategy. This may happen in situations when the market is highly competitive and decision makers are risk averse. So this is a useful case for managerial decision making. 30 31 迄今為止，對(duì)市場(chǎng)結(jié)構(gòu)分析都以假定管理決策的中心是 謀求最大利益。但是在如壟斷寡頭那樣競(jìng)爭(zhēng)十分激烈的 場(chǎng)合，決策者可能采取一種風(fēng)險(xiǎn)厭惡政策，即確保在可 能的最壞結(jié)果中得到最好的結(jié)果。 也就是每個(gè)博弈

25、者將在可能最少的利潤(rùn)方案中選擇利潤(rùn) 最大的方案。 企 業(yè) 2 無(wú)新 產(chǎn) 品 有新 產(chǎn) 品 無(wú) 4 ， 4 3 ， 6 企 業(yè) 1 有 6 ， 3 2 ， 2 32 （續(xù)） Nash 均衡為 （ 3， 6） 和（ 6， 3） 企 業(yè) 2 無(wú)新 產(chǎn) 品 有新 產(chǎn) 品 無(wú) 4 ， 4 3 ， 6 企 業(yè) 1 有 6 ， 3 2 ， 2 企業(yè) 1 最小 3 2 企業(yè) 2 最小 3 2 結(jié)果： 雙方都沒(méi)有新產(chǎn)品推出 在這個(gè)例子中， Nash 不是小中取大解！ 33 Maxmin Strategies (最大最小策略 ) Another example: 34 Sequential Game (順序性博弈

26、 ) 順序性博弈：先下弈的優(yōu)勢(shì) (First-mover Advantage) 迄今為止，我們都隱含假定雙方下弈者都是同時(shí)實(shí)施。 在順序 (Sequential game)中，就是有先有后了。 進(jìn)入新的市場(chǎng)就是一個(gè)順序博弈的例子。 企業(yè) 2 無(wú)新產(chǎn)品 有新產(chǎn)品 無(wú) 4 ， 4 5 ， 10 企業(yè) 1 有 10 ， 5 7 ， 7 35 36 37 38 39 Strategic Behavior: Barriers of Entry Four traditional barriers to entry (passive) Economies of scale, product differen

27、tiation, control over scare resources, and legal factors Market Entry Decision (Entry Game) (aggressive) Present vs. Future Profits: Entry-Limiting Pricing Main ideas: Motivation: short-run Monopoly pricing practice earns “too much profits”, hence attract new entrants that will eat up the market sha

28、re and drive down the prices in the long run Entry-Limit Pricing: need to set a price below the short-run monopoly price (Fig 11-1, p. 293) Figure 11-2: profit streams 40 Strategic Behavior: Barriers of Entry Stiglers Open Oligopoly Model Objective: maximize the present value of profit In some cases

29、, this may be achieved by setting a price designed to deter entry Optimal strategy depends on the discount rates used by the managers to determine the present value of profit A Comparison Entry-Limiting Pricing: long-time horizon & a lower discount rate Open Oligopoly Model: short planning horizon &

30、 a bigger discount rate 41 Strategic Behavior: Barriers of Entry Price Retaliation （ 價(jià)格報(bào)復(fù)） In contrast with Limit Pricing that keeps the price low over a long period of time, another strategic response to the threat of entry is to retaliate by reducing prices when entry actually does occur or it app

31、ears imminent. When the perceive danger has diminished, prices can be increased to whatever level management views as appropriate for market conditions. 42 Strategic Behavior: Barriers of Entry Establishing Commitment: Capacity Expansion （ 擴(kuò) 大生產(chǎn)能力） A strategic response by established firms to preven

32、t the new entrants from occurring would be to invest in additional capacity. Once this investment has been made, it becomes a sunk cost and places existing firms in a position to expand their production as relatively low cost. The existence of excess capacity provides a strong signal that the establ

33、ished firms can (and probably will) reduce prices as a strategic response to entry in their market. 43 Strategic Behavior: Barriers of Entry Preemptive Action: Market Saturation (先發(fā)制人： 使市場(chǎng)飽和 ) One entry-deterring strategy for the existing firm would be to disperse its production facilities. By the e

34、xisting firm spreading its plants throughout the market area (the analysis of geographic saturation can also be applied to product characteristics) the opportunity for the new entrant to take advantage of high transportation costs is greatly reduced. Example: Brand Proliferation in the Cereal Industry