群决策中决策发起人与专家之间的委托-代理均衡

doi:10.3969/j.issn.0253-2778.2014.12.011

摘要/Abstract

摘要： 在决策发起人与专家利益不一致的群决策中，存在着两种博弈关系，一是决策发起人（委托人）与群专家(代理人)之间的委托-代理博弈；另一是专家之间的完全信息静态博弈.这里给出了3个基本公理，讨论了不同的专家净收益函数对委托人目标实现的影响，并选择了几种典型的博弈模型做对比分析.得出以下结论：委托人的最优选择是带偏差罚函数的博弈模型，且罚函数只对部分偏差做惩罚；专家的最优选择是持续投入，直至估值偏差满足委托人的阀值要求；最终，实现了群专家内部均衡和委托-代理均衡.委托-代理均衡满足激励相容约束，可以将决策发起人与专家的利益实现统一.

关键词: 群决策, 博弈, 投入-偏差函数, 委托-代理, 偏差罚函数

Abstract: There are two game relations in group-decision-making in which decision promoters and experts have inconsistent benefits, one is the relationship between promoters and experts, the other is static game of complete information relationship among experts. Three basic axioms were given, and the influence of a principals goal attainment on an experts payoff was discussed. Comparative analysis of several game models was carried out. The results show that, the principals optimal choice is the game model with experts payoff which contains a deviation penalty function. In addition, the domain of definition of deviation penalty function is only part of the deviation interval. The experts optimal choice is to invest constantly until the deviation of estimation satisfying the request of principal. Finally, the two equilibriums are both achieved. The principal-agent equilibrium satisfies incentive compatibility constraint, thus realizing the benefits of both the principal and the agent.

Key words: group decision making, game, input-deviation function, principal-agent, deviation penalty function

中图分类号:

C934

高先务. 群决策中决策发起人与专家之间的委托-代理均衡[J]. 中国科学技术大学学报, 2014, 44(12): 1024-1032.

GAO Xianwu. The equilibrium of principal-agent between principal and experts in group decision making[J]. Journal of University of Science and Technology of China, 2014, 44(12): 1024-1032.

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