模糊環境中之多家廠商Cournot賽局模型應用與分析

Abstract

全球中的許多產業普遍具有高變動性的成本結構，再者，近年適逢金融海嘯使得市場需求急速縮減，造成供過於求的現象。因此，需於高變動競爭環境中生存，各廠商之均衡產量儼然成為相當重要之課題。Cournot模型所探討的均衡產量，可幫助生產商制定適當的產能規劃。本研究主要目的為，將模糊理論(fuzzy theory)導入於多家競爭廠商Cournot賽局模型之中，建構出多家廠商模糊Cournot賽局模型，進而求解寡占市場中各廠商之均衡產量。本研究將現實環境所帶來的模糊化資訊及不確定因素，利用三角模糊數(triangular fuzzy number)加以表示。 由於模式中所考量之參數為模糊數，因此本研究利用加權重心法(weighted centroid ranking method)將模糊利潤函數轉換為明確數值(crisp value)。此外，由於加權重心法可將決策者之風險態度納入，將使得模式更具有彈性。本研究亦求解因模糊市場需求及模糊成本所導致的模糊利潤標準差，以了解模糊利潤變動的程度。本研究並探討市場中廠商數目對於均衡產量以及市場中各廠商利潤的影響，以及進行各參數的敏感度分析，分析決策者於不同的風險態度情況下進行解模糊化，對於最後均衡結果的影響。以期，利用本研究能於模糊環境所得出的均衡產量，進而能協助各廠商決定其產量並給予建議。

Many industries often make decisions under a highly dynamic business environment. Recently, the financial crisis results in the excess capacity in year 2008 and shows that each manufacturer cannot make an appropriate decision of production quantity. The main purpose of this research is to develop the Cournot game with multiple firms under a fuzzy environment. The Cournot model depicts a situation in which each firm competes for its production quantity. Because of ambiguitity of information in the decision environment, it is difficult to find exact economic assessment data such as prices of products or variable costs. In such cases, our model utilizes the triangular fuzzy numbers to characterize the fuzzy measure of linguistic values. In this study, we utilize the weighted centroid ranking method (WCoG) on the basis of considering the firms risk attitude to defuzzify the fuzzy profit function into a crisp value. Finally, we have conducted sensitivity analysis to investigate the effect of parameter perturbation and the number of firms on their outcome.