[博弈论书籍].game.theory.in supply.chain.analysis

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1、GameTheoryinSupplyChainAnalysis∗G´erardP.Cachon†andSergueiNetessine‡TheWhartonSchoolUniversityofPennsylvaniaPhiladelphia,PA19104-6366February2003AbstractGametheoryhasbecomeanessentialtoolintheanalysisofsupplychainswithmultipleagents,oftenwithconflictingobjectives.Thischaptersurveystheapplicati

2、onsofgametheorytosupplychainanalysisandoutlinesgame-theoreticconceptsthathavepotentialforfutureapplication.Wediscussbothnon-cooperativeandcooperativegametheoryinstaticanddynamicsettings.Carefulattentionisgiventotechniquesfordemonstratingtheexistenceanduniquenessofequilibriuminnon-cooperativeg

3、ames.Anewsvendorgameisemployedthroughouttodemonstratetheapplicationofvarioustools.∗Thisisaninvitedchapterforthebook“SupplyChainAnalysisintheeBusinessEra”editedbyDavidSimchi-Levi,S.DavidWuandZuo-Jun(Max)Shen,tobepublishedbyKluwer.http://www.ise.ufl.edu/shen/handbook/†cachon@wharton.upenn.eduand

4、http://opim.wharton.upenn.edu/˜cachon‡netessine@wharton.upenn.eduandhttp://www.netessine.com11IntroductionGametheory(hereafterGT)isapowerfultoolforanalyzingsituationsinwhichthedecisionsofmultipleagentsaffecteachagent’spayoff.Assuch,GTdealswithinteractiveoptimizationprob-lems.Whilemanyeconomists

5、inthepastfewcenturieshaveworkedonwhatcanbeconsideredgame-theoretic(hereafterG-T)models,JohnvonNeumannandOskarMorgensternareformallycreditedasthefathersofmoderngametheory.Theirclassicbook“TheoryofGamesandEconomicBehavior”(vonNeumannandMorgenstern1944)summarizesthebasicconceptsexistingatthattim

6、e.GThassinceenjoyedanexplosionofdevelopments,includingtheconceptofequilibrium(Nash1950),gameswithimperfectinformation(Kuhn1953),cooperativegames(Aumann1959andShubik1962)andauctions(Vickrey1961),tonamejustafew.CitingShubik(2002),“Inthe50s...gametheorywaslookeduponasacuriosumnottobetakenserious

7、lybyanybehavioralscientist.Bythelate1980s,gametheoryinthenewindustrialorganizationhastakenover...gametheoryhasproveditssuccessinmanydisciplines.”Thischapterhastwogoals.InourexperiencewithG-Tproblemswehavefoundthatmanyoftheusefultheoreticaltoo