非合作博弈两阶段生产系统DEA并购效率评价

doi:10.16381/j.cnki.issn1003-207x.2015.07.008

中国管理科学 ›› 2015, Vol. 23 ›› Issue (7): 60-67.doi: 10.16381/j.cnki.issn1003-207x.2015.07.008

非合作博弈两阶段生产系统DEA并购效率评价

石晓¹, 谢建辉¹, 李勇军¹, 梁樑¹, 谢启伟²

1. 中国科学技术大学管理学院, 合肥 230026;
2. 中国科学院科技政策与管理科学研究所, 北京 100190

收稿日期:2013-11-30 修回日期:2014-07-30 出版日期:2015-07-20 发布日期:2015-07-22
作者简介:石晓(1988-),女(汉族),山东荷泽人,中国科学技术大学管理学院博士研究生,研究方向:数据包络分析.
基金资助:
国家自然科学基金资助项目(61101219, 71271196);国家创新研究群体科学基金资助项目(71121061);国际合作与交流资助项目(71110107024);中国科学技术大学创新研究群体科学基金资助(WK2040160008);国家杰出青年科学基金资助项目(71225002)

Merger Efficiency Evaluation of Two-Stage Production System Based on Non-Cooperative Game Theory

SHI Xiao¹, XIE Jian-hui¹, LI Yong-jun¹, LIANG Liang¹, XIE Qi-wei²

1. School of Business, University of Science and Technology of China, He Fei 230026, China;
2. Institute of Policy and Management, Chinese Academy of Sciences, Bejing 100190, China

Received:2013-11-30 Revised:2014-07-30 Online:2015-07-20 Published:2015-07-22

摘要/Abstract

摘要： 如何选择并购对象及预测并购可行性是企业管理者在并购决策过程中常面临的问题。针对企业并购预测问题,本文以两阶段生产系统的决策单元为研究对象,研究数据包络分析方法在预测并购可行性方面的应用。该生产系统有两个明显的特点:(1)决策单元由两个阶段串行子系统构成,(2)两个子系统一个处于主导地位,而另一个处于从属地位。两个或者两个以上决策单元并购为一个虚拟决策单元。本文在分析由决策单元整体效率与其子系统效率之间关系的基础上,引入非合作博弈的思想,提出了基于非合作博弈的DEA模型评估虚拟决策单元两阶段生产系统的并购效率:即在保持现有的产出水平和生产效率的前提下,分别求解虚拟决策单元及其子系统的并购效率,分析虚拟决策单元如何通过两个子系统实现整个系统的成本节约。最后,将模型应用于台湾24家非寿险保险公司的仿真分析。由于文章提出的方法能够有效地分析虚拟决策单元内部子系统的并购有效性水平,同时考虑子系统之间的主从关系,因此,能够发掘影响虚拟决策单元并购效率的内部因素,因而能够为管理者并购决策提供更精确有效的管理信息,提高并购决策的科学性。

关键词: DEA, 两阶段生产过程, 并购效率, 非合作博弈

Abstract: In terms of how to choose the candidate target companies and predicting the feasibility of M&As, data envelopment analysis is applied to predict the feasibility of M&As with a two-stage production system. The production system has two distinct characteristics: (1) a decision-making unit consists of two tandem components; (2) one component is in a dominant position, and the other is in a subordinate position. A hypothetical DMU is merged by two or more DMUs. To solve this kind of merger efficiency evaluation problem, a DEA approach is firstly applied to evaluate the DMU's efficiency of the overall system and both components simultaneously. Then based on the idea of non-cooperative game,a game DEA approach is provided to evaluate the hypothetical DMU's merger efficiency of the overall system and both components on the condition that the current output level and efficiency are constant, which is helpful to analyze how the merged hypothetical DMU to save cost from its components. Finally, the model is applied to the simulation analysis of Taiwan's 24 non-life insurance companies. Because the model can effectively analyze all internal sub-units' merger efficiencies of a hypothetical DMU with non-cooperative game concepts, the developed approach can imply more effective and veracious decision-making information for management.

Key words: DEA, two-stage production system, merger efficiency, non-cooperative game theory

中图分类号:

C934

石晓, 谢建辉, 李勇军, 梁樑, 谢启伟. 非合作博弈两阶段生产系统DEA并购效率评价[J]. 中国管理科学, 2015, 23(7): 60-67.

SHI Xiao, XIE Jian-hui, LI Yong-jun, LIANG Liang, XIE Qi-wei. Merger Efficiency Evaluation of Two-Stage Production System Based on Non-Cooperative Game Theory[J]. Chinese Journal of Management Science, 2015, 23(7): 60-67.

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非合作博弈两阶段生产系统DEA并购效率评价

Merger Efficiency Evaluation of Two-Stage Production System Based on Non-Cooperative Game Theory

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