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1、上海交通大学硕士学位论文基于模糊复合期权博弈理论的R&D项目投资决策研究姓名：高晶申请学位级别：硕士专业：技术经济及管理指导教师：刘欣20090101ABSTRACT第II页ABSTRACTR&Dprojectshavethecharacteristicwithuncertainty,irreversibility,long-termandcompetitiveness.Theasymmetricinvestmentinformationwillalsoinfluencethedecisionmaker
2、.TheevaluationofR&Dprojectswillbeaffectedbylotsoffactorsincludingthesubjectiveandobjectivefactors.Undertheuncertainenvironment，thefactorscharacterwithnotonlyrandom,butalsofuzzy.Intheviewpointofobjectivefactors,assomevariablecannotbedescribedbypréciseddat
3、a,theinformationanddatafromobservationandstatisticswillbedifferentfromtheactual,whichleadstotheuncertainty.Intheviewofsubjectivefactors,intheprocessofevaluationofR&Dprojects,peoplewillhavethesubjectivejudgmentswhicheffecttherightdecisiontobemade.So,inact
4、ual,thepricingproblemofR&Dprojectcharacterwithnotonlyrandombutalsofuzzy,andrandomandfuzzycannotbereplacedbyeachother.Consideringthissituation,IhopeIcancombinethefuzzytheory,realoptiontheoryandstochastictheorytogethertoformamodelsoastodoabetterandmorecomp
5、rehensiveevaluationofR&Dprojects.Atfirst,Iconcludetheresearchaboutthisfieldinrecentlyandintroducesomebasictheorieswhichwillbeusedinthisresearch.Andthen,Iconcludethetraditionalevaluationmethodandanalyzetheirstrengthandweakness.Soitisseemtherandomplusfuzzy
6、modelwillbeverysuitableforR&Dprojects.Afterthat,basedonthepreviousresearchbyothers,Iestablishmodelbetweentwoasymmetricfirmsunderuncertainty,whichbasedonthemodelofBlack-Scholesandfuzzytheory.Accordingtothefuzzyexpansionoperation,Isolvedthevaluefunctionoff
7、ollowerandleaderandtheintervaloftheoptimalinvestmentthresholdofriskneutraldecisionmaker.Onthebaseofsolution,Ianalyzetheinvestmentthreshold,whichfocusesontheconditionoftheoptimalinvestmentthresholdandsomecharacteristics.Andthen,Igetthewaytotheoptimalinves
8、tmentthresholdtocertaindecisionmakerbyputtingABSTRACT第III页thesubjectiveopinionofdecisionmakerintotheanalysis.TheanalysisaboveprovidesanewevaluationmethodandtheorytoolfortheanalysisoftheR&Dinvestmentdecision,whichhaseconomi
