Dynamic complexity of the Stackelberg model with heterogeneous expectations
- 王亚南院－已发表论文 
构建双寡头参与人分别采取有限理性和天真理性预期的Stackelberg博弈模型,研究市场均衡的稳定性条件及动态复杂性特征.通过理论求解和数值模拟; 得出结论:参与人在不完全信息和不同理性情况下,Stackelberg模型的参数取值范围决定了动态系统的稳定性、产量分岔、利润分岔、奇怪吸引子、吸; 引子维数和混沌等;如果参数取值满足一定条件,静态Stackelberg推测变差均衡能够实现;否则,Stackelberg推测变差均衡不稳定,非线; 性动态经济系统可能会出现周期变化或混沌的现象.This paper established a dynamic Stackelberg model which assumed that; the players have heterogeneous expectations one is bounded rationality; and the other is naive expectation, and analyzed the stability condition; of the equilibrium and the dynamic complexity of the model. By theory; solution and numerical simulation, we can get the conclusion that when; the players have incomplete information and heterogeneous expectations,; the values of parameters determined the stability, the bifurcation of; output, the bifurcation of profit, the strange attractors, the dimension; of strange attractors and chaos of the dynamic system. Under certain; conditions, Stackelberg conjectural variation equilibrium can be; realized. Otherwise, the equilibrium of Stackelberg conjectural; variation model will become unstable, and perioddoubling bifurcation or; chaos will probably occur in the nonlinear dynamic economic system.