具有损失厌恶偏好的Muthoo交替出价谈判博弈研究

doi:10.12341/jssms21523T

系统科学与数学 ›› 2022, Vol. 42 ›› Issue (4): 832-853.DOI: 10.12341/jssms21523T

具有损失厌恶偏好的Muthoo交替出价谈判博弈研究

谭春桥¹, 冯中伟², 胡礼梅³

1. 南京审计大学商学院南京 211815;
2. 河南理工大学工商管理学院能源经济研究中心焦作 454000;
3. 安徽科技学院管理学院蚌埠 233000

收稿日期:2021-09-15 修回日期:2021-12-29 出版日期:2022-04-25 发布日期:2022-06-18
通讯作者: 冯中伟,Email:fzw881024@hpu.edu.cn.
基金资助:
国家自然科学基金(71971218,71671188)资助课题.

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谭春桥, 冯中伟, 胡礼梅. 具有损失厌恶偏好的Muthoo交替出价谈判博弈研究[J]. 系统科学与数学, 2022, 42(4): 832-853.

TAN Chunqiao, FENG Zhongwei, HU Limei. Muthoo Alternating Offers Bargaining Game with Loss Aversion[J]. Journal of Systems Science and Mathematical Sciences, 2022, 42(4): 832-853.

Muthoo Alternating Offers Bargaining Game with Loss Aversion

TAN Chunqiao¹, FENG Zhongwei², HU Limei³

1. School of Business, Nanjing Audit University, Nanjing 211815;
2. School of Business Administration, Henan Polytechnic University, Jiaozuo 454000;
3. School of Management, Anhui Science and Technology University, Bengbu 233000

Received:2021-09-15 Revised:2021-12-29 Online:2022-04-25 Published:2022-06-18

关键词： 损失厌恶, Muthoo交替出价谈判博弈, 子博弈完美均衡, 参考点

There exist a risk of breakdown in the real bargaining games. Muthoo developed an alternating-offer bargaining with a risk of breakdown under the assumption that players are rational. Lots of works on psychology show that decision makers are loss averse. To investigate the impact of loss aversion for players on bargaining game with a risk of breakdown, Muthoo’s alternating offers bargaining game is reconsidered. First, the highest rejected offer in the past is regarded as reference points, which makes the payoffs and equilibrium strategies depend on the history of bargaining. Then, a subgame perfect equilibrium is constructed, which depends on the history of bargaining through the current reference points. And its uniqueness is shown under assumptions: Strategies depending only on the current reference points, immediate acceptance of equilibrium offers and indifference between acceptance and rejection of such offers. Finally, a comparative statics of loss aversion coefficients is performed, and the convergence of the subgame perfect equilibrium for the probability of breakdown tending to zero is analyze. It is shown that a player benefits from loss aversion of the opponent and is hurt by loss aversion of himself.

Key words: Loss aversion, Muthoo alternating offers bargaining game, subgame perfect equilibrium, reference points

MR(2010)主题分类:

00A06

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