基于不同决策规则的双寡头投资模型混沌分析及控制

The chaotic behavior and control of a duopoly investment model based on heterogeneous expectations

摘要:

基于有限理性决策及适应性预期,本文构建了不同决策规则的双寡头投资模型,分析了系统方程的稳定性及演化混沌机理。借助Matlab仿真工具探讨了系统调整参数变动对投资主体行为的影响,利用累计利润指标对系统混沌进行了评价,研究了投资主体变动成本的相对差异对演化路径的影响,最后在混沌情形下,通过直线控制法对投资主体的变动成本进行调节,实现了对系统的稳定控制,改善了系统的性态。研究结果对于竞争条件下投资主体制定决策具有一定参考价值。

Abstract:

The paper constructs a duopoly investment model based on heterogeneous expectations considering the bounded rationality and adaptive expectations, the stability of the equations and the dynamical evolution are analyzed. With the Matlab simulation tool, we explores the changes of investment behavior caused by parameter variations of the system, and use the accumulated profit indexes to evaluate the system’s performance, we also study the impact to evolution path triggered by relative differences of the variable costs. Finally, we control the chaos by adjusting the variable costs of investors with a straight-line stabilization method. The results have reference values for decisions-making under a specific competitive environment.