供应链中序贯信念修正的Bayes博弈模型

中国管理科学 ›› 2006, Vol. ›› Issue (4): 50-55.

供应链中序贯信念修正的Bayes博弈模型

刘开军, 张子刚, 周永红

华中科技大学管理学院, 湖北, 武汉, 430074

收稿日期:2005-06-16 修回日期:2006-06-19 出版日期:2006-08-28 发布日期:2012-03-07
基金资助:
国家自然科学基金资助项目(70471042)

Bayesian Game with Sequential Belief Revisions in Supply Chain

LIU Kai-jun, ZHANG Zi-gang, ZHOU Yong-hong

School of Management, Huazhong University of Science & Technology, Wuhan 430074, China

Received:2005-06-16 Revised:2006-06-19 Online:2006-08-28 Published:2012-03-07

摘要/Abstract

摘要： 提出了使用序贯信念修正方法来削弱供应链中的信息不对称现象.假设零售商拥有关于市场需求的私有信息,供应商只能粗略了解零售商的最优决策方式,然后使用可观察结果的多阶段Bayes博弈模型来描述供应链的运作过程,在各阶段之间根据Bayes法则修正供应商的信念.分析表明序贯信息修正方法能够使供应商的信息依概率收敛到零售商的私有信息,信息不对称博弈也将依概率收敛到信息对称博弈,并且收敛结果与初始信念无关.数值模拟实验进一步验证了序贯信念修正方法的有效性.

关键词: 供应链管理, 序贯Bayes分析, 信息不对称, 信念修正

Abstract: This paper presents the sequential belief revision method to eliminate information asymmetry in supply chains.It is assumed that the retailer has private information about the demand and the supplier only partially knows the retailer's optimal decisions.The supply chain is modeled within a multiphase Bayesian game with observable results.The supplier revises his belief between phases according to Bayesian rule.This paper shows that with the sequential belief revision method,the supplier's belief will converge to the retailer's private information and asymmetric-information game will converge to the symmetric-information game.And numerical studies verify the effect iveness of the method.

Key words: supply chain management, sequential Bayesian analysis, information asymmetry, belief revision

中图分类号:

C934
F406

刘开军, 张子刚, 周永红. 供应链中序贯信念修正的Bayes博弈模型[J]. 中国管理科学, 2006, (4): 50-55.

LIU Kai-jun, ZHANG Zi-gang, ZHOU Yong-hong. Bayesian Game with Sequential Belief Revisions in Supply Chain[J]. Chinese Journal of Management Science, 2006, (4): 50-55.

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