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1、企業(yè)管理中的競爭問題董志勇 博士 副教授中國人民大學經濟學院職業(yè)經理人資格中國最具價值的三大證書之一 CCMC與企業(yè)管理1個人簡介-中國人民大學經濟學院院長助理 副教授 經濟學博士-2008年北京奧運會特許商品調查委員會首席專家-2008年北京奧運會旅游紀念品調查研究首席專家-歐美同學會會員（1998年）-中國寶雞外國語學院客座教授(1999年)-新加坡華夏學院學術委員會委員(2001年)-歐洲維多利亞大學客座教授（2002年）-亞洲發(fā)展銀行青年組專家(Young Economist of ADB)（2002年）-清華大學繼續(xù)教育學院客座教授（2003年）-吉林電力高級經濟顧問（2002年）-

2、吉林白城市人民政府經濟顧問（2003年）-國聯(lián)股份高級顧問（2003年）-中國人民大學僑聯(lián)副主席（2004年）-中國井岡山干部學院兼職教授（2005年）2博弈論和策略行為Game Theory&Strategic Behaviors3Lecture Plan/本講計劃nGame Theory nStrategy&Payoff Matrix nDominant&Dominated Strategies nNash EquilibriumnMaximin Strategy&Mixed Strategy nStrategic Behavior 4Elements of a GameGame has

3、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 gamePayoffs:what are the players preferences over the possible outcome?5Strategy&Payoffsn博弈論把人間一切競

4、爭活動看成是玩策略游戲。這種策略游戲是在一定的游戲規(guī)則之下進行n它的兩個最基本的概念是策略與支付矩陣n一種策略(Strategy)表示游戲參與者的一套運作計劃和手段。如“降價15%”就是一種策略n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額的一套支付表格n寡頭壟斷，尤其是雙寡頭壟斷競爭，特別適合使用博弈論研究6Strategy&PayoffsnPrisoners Dilemma(囚犯兩難)n兩個嫌犯被捕并受到指控，但除非至少一人招供犯罪，警方并無充分證據將其按罪判刑n警方將他們分開審訊（不能溝通），并對他們說明不同行動帶來的后果。n如果二人都不坦白，只能判簡單

5、刑事罪，坐牢1個月n如果二人都坦白，兩人都會定罪，判刑六個月；n如果其中一個坦白，另一個不坦白；那么坦白者馬上釋放（從寬）、不坦白者將會判刑九個月。n請問兩個嫌犯該怎么辦？7Strategy&PayoffsnPrisoners Dilemma(囚犯兩難)n策略(Strategy):“沉默”&“招認”n收益矩陣(Payoff Matrix)如下：囚犯2沉默招認囚犯1沉默-1，-1-9，0招認0，-9-6，-68Strategy&PayoffsnPrisoners Dilemma(囚犯兩難)n囚犯兩難的問題在現(xiàn)實中常常出現(xiàn)。n比如兩家企業(yè)的價格戰(zhàn)。企業(yè)B遵守協(xié)議違約降價企業(yè)A遵守協(xié)議100，100

6、30，130違約降價130，3070，709Strategy&Payoffsn性別戰(zhàn)博弈(The Battle of Sex)n一男一女試圖安排一個晚上的娛樂內容n選擇（策略）：“歌劇”、“拳擊”；不過男女有別n收益矩陣(Payoff Matrix)如下：男(The Man)歌劇拳擊女(The Lady)歌劇2，10，0拳擊0，01，21011Strategy&PayoffsnOther Examples nCoordination games nSmith and Jones are trying to decide whether to design the computers they

7、sell to use large or small floppy disks nBoth players will sell more computers if their disk drives are compatible.nStrategies:“Large”or“Small”nPayoffs are as follows.12Strategy&PayoffsnOther Examples nCoordination games:payoff matrixJonesLargeSmallSmithLarge2,2-1,-1Small-1，-11,113Dominant Strategie

8、s(支配策略)nWe say a player has a dominant strategy if it is the strictly best response to any strategies the other players might pick.nIn the analysis of any game,the first step is to determine if any player has a dominant strategy.nIf such a strategy exists,then the outcome of the game should be easil

9、y determined,since the player will use the dominant strategy and other players will subsequently adopt their best responses.nExamples:nDoes the Prisoners Dilemma have any dominant strategy?nHow about the Coordination Game?14Dominated Strategies(被支配策略)nA dominated strategy is an alternative that yiel

10、ds a lower payoff than some other strategy,no matter what the other players in the game do.nA rational player will never use a dominated strategy in the actual action of game playing.Hence it can be eliminated.nIt is clear that if the existence of a dominant strategy implies that all other choices a

11、re in fact the dominated strategies.nBut it is possible that there are dominated strategies,while there is no dominant strategy15Application:Iterative EliminationsnExample16Nash Equilibrium(納什均衡)nEven though using a dominant strategy or a dominated strategy is a powerful simple way of“solving”a game

12、,this kind of game is usually an exception,instead of a norm.nWe must have a generic method of finding the solution(s)of a game.nSolution ConceptsnNash Equilibrium is the very first solution concept for non-cooperative games.17Nash Equilibrium(納什均衡)nEssence of Nash EquilibriumnA Nash Equilibrium is

13、defined 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.nNo one has a strictly incentive to deviate from the strategies in a Nash Equilibrium.18Nash Equilibrium(納什均衡)nExample nConsider the following game.Is

14、there any dominant or dominated strategy?19Nash Equilibrium(納什均衡)nProblem of Nash Equilibrium:nMultiple solutions!nExamples:nBattle of Sex nCoordination Game男(The Man)歌劇拳擊女(The Lady)歌劇2，10，0拳擊0，01，2JonesLargeSmallSmithLarge2,2-1,-1Small-1，-11,120Nash Equilibrium(納什均衡)nProblem of Nash Equilibrium:nIn

15、sensitive to extreme payoffs(risks)nExample:Dangerous Coordination GameJonesLargeSmallSmithLarge2,2-1000,-1Small-1，-11,1In Practice,it is almost sure that Smith wants to“play safe”and never try“l(fā)arge”!21Nash Equilibrium(納什均衡)nProblem of Nash Equilibrium:nNon-existence of pure strategy Nash Equilibri

16、umnExample:Match the PenniesnNo dominant strategy,no dominated strategy&no pure strategy Nash equilibrium as well!BHeadTailAHead1,-1-1,1Tail-1，11,-122Nash Equilibrium(納什均衡)nMixed Strategies（混合策略）nA mixed strategy is a profile that specifies the probability of each pure strategy that is to be played.

17、nNash Theorem:nFor any game with finite number of pure strategies,there always exists a Nash Equilibrium in mixed strategy form.23Nash Equilibrium(納什均衡)nMixed Strategies（混合策略）:ExamplesnCoordination GamenJones plays(Large,Small)according to(p,1-p)nSmiths expected payoffs are:n“Large”:2p+(-1)(1-p)=US(

18、L|(p,1-p)n“Small”:(-1)p+1(1-p)=US(S|(p,1-p)nSmith should be“indifferent”between the two choices nUS(L|(p,1-p)=US(S|(p,1-p)p=2/5 nHence Jones optimal mixed strategy must be(0.4,0.6)nExercise:find the optimal mixed strategy for Smith.nMatching the Pennies nFind the Nash equilibrium in mixed strategies

19、 242526Nash Equilibrium(納什均衡)nNash Equilibrium 不一定有效率The Centipede Game(蜈蚣蟲游戲):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 player 1.When a player says continue,1 do

20、llar 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 dollars.27Player 1Player 2Player 1Player 2Player

21、 1Player 2SCCCCCCSSSSS11032297100999998101100,10028Maxmin Strategies(最大最小策略)nWhen each player in the game will select the option that maximizes the minimum possible profit(or other desirable outcome),we say that the decision rule is a maxmin strategy.nThis may happen in situations when the market is

22、 highly competitive and decision makers are risk averse.nSo this is a useful case for managerial decision making.29 30迄今為止，對市場結構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爭十分激烈的場合，決策者可能采取一種風險厭惡政策，即確保在可能的最壞結果中得到最好的結果。也就是每個博弈者將在可能最少的利潤方案中選擇利潤最大的方案。31（續(xù)）Nash 均衡為（3，6）和（6，3）企業(yè)1 最小32企業(yè)2 最小 3 2結果：雙方都沒有新產品推出 在這個例子中，Na

23、sh 不是小中取大解！32Maxmin Strategies(最大最小策略)nAnother example:33Sequential Game(順序性博弈)順序性博弈：先下弈的優(yōu)勢(First-mover Advantage)迄今為止，我們都隱含假定雙方下弈者都是同時實施。在順序(Sequential game)中，就是有先有后了。進入新的市場就是一個順序博弈的例子。3435363738Strategic Behavior:Barriers of EntrynFour traditional barriers to entry(passive)nEconomies of scale,prod

24、uct differentiation,control over scare resources,and legal factors nMarket Entry Decision(Entry Game)(aggressive)nPresent vs.Future Profits:Entry-Limiting PricingnMain ideas:nMotivation:short-run Monopoly pricing practice earns“too much profits”,hence attract new entrants that will eat up the market

25、 share and drive down the prices in the long run nEntry-Limit Pricing:need to set a price below the short-run monopoly price(Fig 11-1,p.293)nFigure 11-2:profit streams 39Strategic Behavior:Barriers of EntrynStiglers Open Oligopoly ModelnObjective:maximize the present value of profitnIn some cases,th

26、is may be achieved by setting a price designed to deter entry nOptimal strategy depends on the discount rates used by the managers to determine the present value of profitnA ComparisonnEntry-Limiting Pricing:long-time horizon&a lower discount rate nOpen Oligopoly Model:short planning horizon&a bigge

27、r discount rate 40Strategic Behavior:Barriers of EntrynPrice Retaliation（價格報復）nIn 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 appears imminent

28、.nWhen the perceive danger has diminished,prices can be increased to whatever level management views as appropriate for market conditions.41Strategic Behavior:Barriers of EntrynEstablishing Commitment:Capacity Expansion（擴大生產能力）nA strategic response by established firms to prevent the new entrants fr

29、om occurring would be to invest in additional capacity.nOnce 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 established firms can(and pro

30、bably will)reduce prices as a strategic response to entry in their market.42Strategic Behavior:Barriers of EntrynPreemptive Action:Market Saturation(先發(fā)制人：使市場飽和)nOne entry-deterring strategy for the existing firm would be to disperse its production facilities.By the existing 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.nExample:Brand Proliferation in the Cereal Industry43