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基于二层规划模型满意度的委托代理问题求解

贾世会1,郑跃2   

  1. 1.冶金工业过程系统科学湖北省重点实验室,武汉科技大学理学院信计系,武汉 430081; 2. 黄冈师范学院数学与计算机学院,黄冈 438000
  • 出版日期:2014-09-25 发布日期:2014-12-29

贾世会,郑跃. 基于二层规划模型满意度的委托代理问题求解[J]. 系统科学与数学, 2014, 34(9): 1108-1114.

JIA Shihui,ZHENG Yue. A METHOD FOR SOLVING THE PRINCIPAL-AGENT PROBLEM VIA THE SATISFACTORY DEGREE OF BILEVEL PROGRAMMING PROBLEM[J]. Journal of Systems Science and Mathematical Sciences, 2014, 34(9): 1108-1114.

A METHOD FOR SOLVING THE PRINCIPAL-AGENT PROBLEM VIA THE SATISFACTORY DEGREE OF BILEVEL PROGRAMMING PROBLEM

JIA Shihui1 , ZHENG Yue2   

  1. 1.Hubei Province, Key Laboratory of Systems Science in Metallurgical Process, Wuhan University of Science and Technology, Wuhan 430081; 2. College of Mathematics and Computer Sciences, Huanggang Normal University, Huanggang 438000
  • Online:2014-09-25 Published:2014-12-29

主要基于二层规划问题研究非对称信息条件下的委托代理问题, 分析委托人如何设计最优激励契约来与代理人达到双赢决策策略. 具体思路如下:考虑到代理人对自身利益的追求, 将代理人的效益函数与委托人的效益函数放置同一层构成双目标上层问题进行讨论, 然后从不同权重条件下的弱有效解序列中寻找使得委托人和代理人都可接受的满意契约, 实现双方共赢的目的.

This paper mainly considers how the principal design an optimal contract to achieve a win-win decision with the agent for the principle-agent problem with asymmetric information by bilevel programming problem. Firstly, we put the agent's profit function also on the upper level and then construct a maximization problem of the principle and agent's profit functions by weighted summation. Finally, by different weight, we can acquire a more satisfactory solution for the principal and agent from the efficient solutions.

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[2] 黄龙光;刘三阳. 向量映射的鞍点和Lagrange对偶问题[J]. 系统科学与数学, 2005, 25(4): 398-405.
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