An analysis of auction theory for multi-objects and real options incorporating game theory under strategic complementarities

战略互补下结合博弈论的多目标和实物期权拍卖理论分析

• 批准号: 21530169
• 负责人: WATANABE Takahiro
• 金额: $ 2.66万
• 依托单位: Tokyo Metropolitan University
• 依托单位国家: 日本
• 项目类别: Grant-in-Aid for Scientific Research (C)
• 财政年份: 2009
• 资助国家: 日本
• 起止时间: 2009 至 2011
• 项目状态: 已结题
• 来源: https://kaken.nii.ac.jp/grant/KAKENHI-PROJECT-21530169/
• 关键词: ゲーム理論; オークション; リアルオプション; 優モジュラ関数

In this research, we obtained the following two results. First of all, we provide the sufficient conditions for a Markov perfect equilibrium in pure strategies to exist for a class of stochastic games with finite horizon, in which any stage game has strategic complementarities. Secondly, we investigated a game in which an incumbent and an entrant decide the timings of entries into a new market. The incumbent privately knows the information and has an incentive to delay the timing of the investment in order to hide the information strategically. We characterize the equilibria of this signaling game and give the conditions in which the social welfare is distorted.

在本研究中，我们得到了以下两个结果。首先，给出了一类任意阶段博弈具有战略互补性的有限时间随机对策在纯策略下存在马尔可夫完全均衡的充分条件。其次，我们研究了一个博弈，其中在位者和进入者决定进入一个新市场的时机。现任者私下知道这些信息，并有动机推迟投资的时机，以便战略性地隐藏信息。我们刻画了这一信号博弈的均衡，给出了社会福利被扭曲的条件。

项目成果

Existence of an equilibrium in Markov games with strategic complementarities and its application

战略互补马尔可夫博弈均衡的存在性及其应用

• 发表时间: 2009
• 作者: 末近浩太;青山弘之;渡辺隆裕
• 通讯作者: 渡辺隆裕

Strategic Information Revelation Through Real Options in Investment Games

投资博弈中实物期权的战略信息揭示

• 发表时间: 2011
• 期刊: Dynamics, Games and Science I(M.M.Peixoto et al.(eds.))(Springer)
• 作者: H. Shioya;Y. Maehara;and K. Gohara;Takahiro Watanabe
• 通讯作者: Takahiro Watanabe

Existence of a pure strategy equilibrium in finite symmetric games where payoff functions are integrally concave, Research Paper Series of Department of Business Administration

有限对称博弈中收益函数为凹整体的纯策略均衡的存在性，工商管理系研究论文系列

• 发表时间: 2012
• 期刊: Tokyo Metropolitan University
• 作者: 川又邦雄;根岸隆・三野和雄;川濱昇・玉田康成・大橋弘;Etsuro Shioji;塩路悦朗;Takahiro Watanabe and Takuya Iimura
• 通讯作者: Takahiro Watanabe and Takuya Iimura

Real Option and Signaling in Strategic Investment Games

战略投资博弈中的实物期权和信号

• 发表时间: 2010
• 作者: Watanabe;T.
• 通讯作者: T.

Existence of equilibria in Markov games with strategic complementarities for finite actions

马尔可夫博弈中存在有限行动的具有战略互补性的均衡

• 发表时间: 2009
• 作者: Watanabe;T.
• 通讯作者: T.