Chng trnh Ging dy Kinh t Fulbright Nien khoa 2005 - 2006

Kinh t vi mo

Nhap mon Ly thuyet tro chi

GII THIU L THUYT TR CHI V MT S NG DNG TRONG KINH T HC VI M

Cho n nay, chng ta nghin cu bn hnh thi cu trc th trng c bn l cnh tranh hon ho, c quyn, cnh tranh c quyn, v c quyn nhm. Nguyn tc ti a ha li nhun ca cc doanh nghip hot ng trn 3 loi th trng u l quy tc quen thuc MR = MC. Trong khi , th trng c quyn nhm (oligopoly), mi doanh nghip trn th trng c mt th lc nht nh, ng thi tn ti tng tc chin lc (v nh gi v sn lng chng hn) vi nhng doanh nghip khc th cng thc MR = MC khng cn thch hp na. V vy, nghin cu ng x ca cc doanh nghip trong loi hnh cu trc th trng ny, chng ta phi s dng mt cng c c kh nng phn tch c nhng tng tc chin lc ca cc doanh nghip tham gia th trng. Cng c l l thuyt tr chi.1 L thuyt tr chi nghin cu cc tnh hung ra quyt nh c lin quan ti nhiu ngi v cc quyt nh ca mi ngi nh hng ti li ch v quyt nh ca nhng ngi khc. C mt s phng php phn loi tr chi. Nu cn c vo kh nng hp ng v ch ti hp ng ca nhng ngi chi th c th chia tr chi thnh hai loi: tr chi hp tc (cooperative games) v tr chi bt hp tc (non-cooperative games). Trong tr chi hp tc, nhng ngi chi c kh nng cng nhau lp chng trnh (k hoch) hnh ng t trc, ng thi c kh nng ch ti nhng tha thun chung ny. Cn trong tr chi bt hp tc, nhng ngi chi khng th tin ti mt hp ng (kh c) trc khi hnh ng, hoc nu c th c hp ng th nhng hp ng ny kh c ch ti. Phng php phn loi tr chi th hai l cn c vo thng tin v vo thi gian hnh ng ca nhng ngi chi. Cn c vo thng tin th cc tr chi c th chia thnh tr chi vi thng tin y (complete information) hoc khng y (incomplete information). Tr chi vi thng tin y l tr chi m mi ngi chi c th tnh ton c kt qu (payoff) ca tt c nhng ngi cn li. Cn c vo thi gian hnh ng li c th chia tr chi thnh hai loi, tnh v ng. Trong tr chi tnh (static game), nhng ngi chi hnh ng ng thi, v kt qu cui cng ca mi ngi ph thuc vo phi hp hnh ng ca tt c mi ngi. Tr chi ng (dynamic game) din ra trong nhiu giai on, v mt s ngi chi s hnh ng mi mt giai on.2 Phi hp hai tiu thc phn loi ny ta s c bn h tr chi tng ng vi bn khi nim v im cn bng, trong khi nim cn bng sau mnh hn khi nim cn bng trc theo chiu mi tn (xem Bng 1).

Tnh

ng

L thuyt tr chi t lu tr thnh mt lnh vc quan trng ca kinh t hc ni chung. N c ng dng rng ri trong kinh t hc vi m, v m, ti chnh, qun tr, ngn hng, thng mi quc t, chnh tr, khoa hc v chin tranh, ngoi giao ni chung l trong cc mi trng c tng tc chin lc. 2 Nu mi ngi chi thi im phi ra quyt nh m bit ton ton lch s ca tr chi cho n thi im th ta ni rng tr chi ny c thng tin hon ho (perfect information), bng khng chng ta ni rng tr chi c thng tin khng hon ho (imperfect information).

V Thanh T Anh

Chng trnh Ging dy Kinh t Fulbright Nien khoa 2005 - 2006

Kinh t vi mo

Nhap mon Ly thuyet tro chi

Thng tin y

Cn bng Nash NE

Subgame Perfect Nash Equilibrium -SPNS

Thng tin khng y

Bayesian Nash Equilibrium - BNE

Perfect Bayesian Equilibrium - PBE

Bng 1: Bn h tr chi v cc khi nim cn bng tng ng 1) Tr chi tnh vi thng tin y Dng thc ca tr chi ny l nhng ngi chi ng thi ra quyt nh (hay hnh ng) ti u ha kt qu (c th l tha dng, li nhun, v.v.); ng thi mi ngi chi u bit rng nhng ngi khc cng ang c gng ti a ha kt qu mnh s thu c. Kt qu cui cng cho mi ngi ph thuc vo phi hp hnh ng ca h. Biu din tr chi di dng chun tc (normal-form representation) V d 1: Th lng nan ca ngi t Gi s Gip v At b tnh nghi cng nhau n cp. Hai ngi b cng an bt v n nhng cha th kt ti nu c Gip v At cng khng nhn ti. Cng an mi ngh ra mt cch nh sau khin Gip v At phi cung khai ng s tht. Cng an s giam Gip v At vo hai phng tch bit, khng cho php h c thng tin cho nhau v thng bo vi mi ngi rng: Nu c hai cng khng ch khai mnh phm ti th mi ngi s b gi thm 1 thng thm tra v tm thm chng c. Nu c hai cng khai nhn ti th mi ngi s phi ngi t 4 thng. Nu ch c mt ngi nhn ti cn ngi kia ngoan c khng chu nhn ti th ngi thnh khn cung khai s c hng s khoan hng v khng phi ngi t, trong khi ngi kia s chu hnh pht nng hn l 5 thng t giam. Cc kh nng v kt cc ny c trnh by mt cch chun tc trong Bng 2 di y.3

Gip Khai t Khai Khng khai -1, -1 0, -5 Khng khai -5, 0 -4, -4

Bng 2: Th lng nan ca ngi t Chin lc p o (dominant strategy) v chin lc b p o (dominated strategy) Trong cuc chi ny, Gip v At mi ngi ch c th la chn mt trong hai chin lc (hnh ng): Khai hoc khng khai. Gip c th t duy th ny. Nu thng At nhn ti
Mt cch khc, dng chun tc ca tr chi tnh vi thng tin y c th c biu din di dng G = {S1, S2, , Sn; u1, u2, , un} trong chng ta c th c c cc thng tin v s ngi chi (n), khng gian chin lc (hay cc chin lc c th - Si), v cc kt cc (payoff) tng ng (ui).
3

V Thanh T Anh

Chng trnh Ging dy Kinh t Fulbright Nien khoa 2005 - 2006

Kinh t vi mo

Nhap mon Ly thuyet tro chi

m mnh li khng nhn ti th n trng n cn mnh phi ngi bc lch nhng 5 thng. Nh th th th mnh cng nhn ti ch phi ngi t 4 thng cn hn. Ri Gip li ngh, nhng ng nh thng At n ngoan cng khng khai th mnh nn th no nh? Nu n khng khai m mnh cng khng khai th mnh phi ngi t 1 thng, nhng m nu mnh khai th mnh cn c tha bng c m. Nh vy tt nht l mc k thng At, mnh c khai bo l hn. Nh vy, d At c la chn th no th phng n tt nht i vi Gip l khai nhn ti. Tng t nh vy, d At c la chn th no th phng n tt nht i vi Gip l khai nhn ti. Ni cch khc, i vi c Gip v At th chin lc khai nhn ti l chin lc p o so vi chin lc khng khai; ngc li, chin lc khng khai l chin lc b p o so vi chin lc khai nhn ti. Trong v d ny mi ngi chi ch c hai chin lc la chn, v v vy chin lc p o cng ng thi l chin lc tt nht. Trong nhng bi ton c nhiu ngi chi vi khng gian chin lc ln hn th tm ra im cn bng ca tr chi, chng ta phi ln lt loi tr tt c cc chin lc b p o. Tuy nhin i vi cc tr chi phc tp iu ny khng n gin, v thm ch ngay c khi loi ht cc chin lc b p o ri chng ta vn cha th tm c im cn bng. Trong v d trnh by Bng 3, c hai ngi chi, mi ngi c 3 la chn. Sau khi loi ht cc chin lc b p o chng ta vn cha th tm c im cn bng. Xut pht t hn ch ny ca phng php loi tr cc chin lc b p o, Nash a ra mt khi nim cn bng mnh hn. Tri Tri Gia Phi 0, 4 4, 0 3, 5 Gia 4, 0 0, 4 3, 5 Phi 5, 3 5, 3 6, 6

Bng 3: Loi tr cc chin lc b p o v cn bng Nash Trong v d Bng 3, cn bng Nash duy nht l (phi, phi) vi kt cc l (6,6) nhng nu ch dng phng php loi tr cc chin lc b p o th khng th kt lun c u l im cn bng. Cn bng Nash: Trong tr chi dng chun tc G = {S1, S2, , Sn; u1, u2, , un}, t hp chin lc (s*1, s*2, , s*n) l mt cn bng Nash nu, vi mi mt ngi chi i no , s*i (tc l chin lc do ngi th i la chn) l phn ng tt nht ca ngi chi ny i vi cc chin lc ca (n-1) ngi chi cn li (s*1, s*2, , s*i-1, s*i+1, , s*n) (k hiu l s*-i). Ni cch khc, ui(s*i, s*-i) ui(si, s*-i). V mt ton hc, s*i l nghim ca bi ton ti u: max u i ( s i , s i ) si Si
Trong v d ca Gip v t, im cn bng ca tr chi l (khai, khai) trong Gip v t cng khai nhn ti, v y cng l cn bng Nash duy nht ca tr chi ny. Lu rng v cn bng Nash c to bi nhng chin lc phn ng ti ca tt c ngi chi (ng vi cc chin lc ti u ca nhng ngi chi cn li) nn n c tnh n nh v bn vng v mt chin lc (strategically stable), ng thi n c tnh cht t ch ti (self-enforcement) tc l mi ngi chi, khi cc i ha li ch ca mnh, s t nguyn
*

V Thanh T Anh

Chng trnh Ging dy Kinh t Fulbright Nien khoa 2005 - 2006

Kinh t vi mo

Nhap mon Ly thuyet tro chi

tun th cn bng Nash, ng thi h khng h c ng c di chuyn khi im cn bng ny. Sau khi d bo c ng x ca nhng ngi chi khc th mi ngi chi chn chin lc (quyt nh) ti u ha li ch ca mnh. Chin lc (quyt nh) ny v vy c gi l phn ng tt nht (best response). Quay lai bi ton ca 2 ngi t, nh lp lun phn trn, nhn ti l phn ng tt nht ca c Gip v At, v phn ng tt nht ny khng ph thuc vo hnh ng c th ca ngi kia (nh li rng nhn ti l chin lc p o)

Mt s ng dng ca tr chi tnh vi thng tin y ng dng 1: c quyn song phng Cournot (1838)
Gi s c 2 cng ty hot ng trong th trng c quyn song phng theo kiu Cournot v cng sn xut mt sn phm ng nht. Sn lng ca hai hng ln lt l q1 v q2. Tng cung ca th trng v vy l Q = q1 + q2. n gin, gi s hm cu c dng tuyn tnh: P(Q) = a Q = a (q1 + q2). Cui cng, gi s rng chi ph cn bin v chi ph trung bnh ca c 2 hng bng nhau v bng hng s c, tc l: Ci(qi) = c.qi , trong c < a. Bi ton ca mi hng l chn sn lng ti a ha li nhun

Bi ton dng chun tc: i) ii) iii) S ngi chi: 2 Khng gian chin lc: Si = [0, a] Kt qu

1(q1, q2) = q1[P(Q) c ] = q1 [ a (q1 + q2) -c] 2(q1, q2) = q2[P(Q) c ] = q2 [ a (q1 + q2) -c]
nh ngha cn bng Nash: u1(s1*, s2*) u1(s1, s2*) v u2(s1*, s2*) u2(s1*, s2)
* max u 1 ( s 1 , s 2 ) = (q , q ) = q [a (q + q *) -c] => q = a c q2 1 2 1 1 2 1 2 s1 S 1

Cp (s1*, s2*) l cn bng Nash

* * q1 = q2 =

ac 3

max u 2 ( s 1* , s 2 ) = (q , q ) = q [a(q * + q ) -c] => q = a c q1 1 2 2 1 2 2 2 s2 S 2

* v 1 = * = 2

(a c) 2 9

V Thanh T Anh

Chng trnh Ging dy Kinh t Fulbright Nien khoa 2005 - 2006

Kinh t vi mo

Nhap mon Ly thuyet tro chi

q2
(a-c)

(a-c)/2

(a-c)/3

(a-c)/3

(a-c)/2

(a-c)

q1

Hnh 1: Cn bng Nash ca cnh tranh c quyn song phng Cournot

By gi xem xt trng hp 2 cng ty cu kt vi nhau v hot ng nh 1 cng ty c quyn. Khi y, chng phi gii chn Q sao cho:
Q[ 0 ,a ]
*

Max m = Q[ P ( Q ) c ] = Q[ a Q c ]

* Qm a c a c a c * * * * qm = qm = = < = q1 = q 2 , trong gi s rng hai 1 2 2 2 4 3 hng chia i sn lng. a c ( a c )2 ( a c )2 * * * * * * Thay q1 = q 2 = m = m = > = = ; trong *1 4 8 9 1 2 1 2 v *2 l li nhun ca hai cng ty khi chng cnh tranh vi nhau theo kiu Cournot.

Qm =

* * q m1 = q m 2 =

ac ac * * < q1 = q 2 = 4 3
(a c) 2 (a c) 2 * > 1 = * = 2 8 9

* 1 = * 2 = m m

T nhng kt qu ny c th thy rng hai cng ty c ng c cu kt vi nhau kim ch sn lng v v chia s li nhun c quyn. Mt cu hi t ra y l liu tha thun ny c n nh v c kh nng t ch ti hay khng? Ti im cn bng ca th trng c quyn (Em), co dn ca cu vi gi|Ed| > 1 %Q/%P > 1, hay %Q > %P. V vy nu mt doanh nghip tng sn lng 1 lng nh th mc gim gi s nh hn mc tng sn lng; iu ny c ngha l doanh nghip tng sn lng s c li v tt nhin doanh nghip gi cam kt s b thit.

V Thanh T Anh

Chng trnh Ging dy Kinh t Fulbright Nien khoa 2005 - 2006

Kinh t vi mo

Nhap mon Ly thuyet tro chi

Em

a/2

MR
Q

(a-c)/2

a/2

Hnh 2: S khng bn vng ca tha thun cu kt

Mt cch khc, chnh xc hn, thy rng tha thun cu kt khng c kh nng t ch ti l s dng php chng minh bng ton. Ta bit: 1 = q1[a c (q1 + q2)].
* By gi gi s q 2 = q m 2 =

ac 3(a c) q1 ] => 1 = q1.[ 4 4

d1 3(a c) 3(a c) = q1 q1 = 2q1 dq1 4 4

* Nu q1 = q m1 =

1 ac >0 4 q1

Nh vy, doanh nghip 1 c th tng 1 bng cch tng q1. Trong khi y: *m2 = qm2[a c (q1 + qm2)] = d * 2 a c 3(a c) m q1 < 0 , tc l nu doanh 4 dq1 4 nghip 1 tng q1 th li nhun ca doanh nghip 2 s gim.

Chng ta c th kt lun rng nu khng c bin php ch ti ng tin cy th tha thun thng ng c nhiu kh nng b ph v mt cch n phng hoc song phng. y l 1 v d khc v th lng nan ca ngi t.
ng dng 2: Cha chung khng ai khc (Hardin 1968)

Quay tr li v d tho lun chng Ngoi tc v hng ha cng. Bi tn c th c trnh by di dng chun tc nh sau: S ngi tham gia : n Khng gian chin lc : {Si : 0 gi Gmax} Kt qu : Vi = gi v(g1 + g2 + + gi-1 + gi + gi+1 + + gn) cgi

V Thanh T Anh

Chng trnh Ging dy Kinh t Fulbright Nien khoa 2005 - 2006

Kinh t vi mo

Nhap mon Ly thuyet tro chi

iu kin ti u (cho bi tn ca ngi th i) l:

v ( g i + g i ) + g i v '( g i + g i ) c = 0
* *

Cng v theo v cc iu kin ti u ny cho n h gia nh, sau chia c 2 v cho n ta c: 1 * * * v ( G ) + G v '( G ) c = 0 n By gi gi s quyt nh v s b chn th khng phi l quyt nh c nhn ca mi ngi m l quyt nh tp th ca c lng. Khi y bi tn ca c lng l chn G ti a ha V, trong V = Gv(G) Gc. iu kin ti u l : v ( G ) + G v '( G ) c = 0
R rng G* > G**, tc l s b chn th khi quyt nh c tnh c nhn ln hn s b chn th khi quyt nh mang tnh cht tp th. Hay ni cch khc, ti sn chung khi khng c qun l ng n s b li dng. y cng li l mt v d minh ha na ca th lng nan.
** ** **

Ch nng cao: Chin lc hn hp4

V d: Trong tnh hung pht n, thng th th mn phi phn on hng st ca cu th, cn cu th phi phn on hng bay ca th mn. Trong trng hp ngi chi c th phn on trc chin lc (hnh ng) ca nhng ngi chi khc th c th s khng c cn bng Nash thun ty (pure Nash strategy). Tuy nhin trong nhng trng ny chng ta vn lun c th tm c cn bng Nash hn hp (mixed strategy).

Cng nh trong bi ton tm cn bng Nash bnh thng (thun ty), khi tm cn bng Nash hn hp chng ta cng phi i tm phn ng tt nht ca mi ngi chi ng vi phn ng tt nht ca nhng ngi chi cn li. im khc bit quan trng l ch, khi tm cn bng Nash hn hp, chng ta cn s dng thng tin c tnh tin on ca nhng ngi chi v ng x ca nhng ngi chi cn li. Gi s cu th on trc l th mn s Th mn bay sang tri vi xc sut l q, sang phi Tri Phi vi xc sut l (1- q). Quy c phi, Tri -1 , 1 1 , -1 tri y l theo chiu st ca cu th. Vi nim tin ny, kt qu k vng ca cu Cu th Phi 1 , -1 -1 , 1 th khi sang tri = q(-1) + (1- q)1 = 1 2q; cn kt qu k vng ca cu th khi sang phi = q + (1- q)(-1) = 2q 1 Nh vy, phn ng tt nht ca cu th l: Nu q > 1/2 => Phi Nu q < 1/2 => Tri Nu q = 1/2 => Bn no cng vy Tng t nh vy i vi th mn: Gi s th mn d on l cu th sang tri vi xc sut r, sang phi vi xc sut (1-r). Vi nim tin ny, kt qu k vng ca th mn
Ch d v cn bng Nash hn hp ny lin quan trc tip n vic chng minh s tn ti ca cn bng Nash i vi cc tr chi tnh vi thng tin y .
4

V Thanh T Anh

Chng trnh Ging dy Kinh t Fulbright Nien khoa 2005 - 2006

Kinh t vi mo

Nhap mon Ly thuyet tro chi

khi bay sang tri = r(1) + (1- r)(-1) = 2r -1. Cn kt qu k vng ca th mn khi bay sang phi = r (-1) + (1- r)(1) = -2r +1. Nh vy, phn ng tt nht ca cu th l: Nu r > 1/2 => Tri Nu r < 1/2 => Phi Nu r = 1/2 => Bn no cng vy Kt hp hai phn ng chin lc ta c mt im cn bng Nash hn hp duy nht (r=1/2, q=1/2) c biu din trong hnh v di y:
Hnh 3: Cn bng Nash hn hp

r
Tri

1/2 Ph i

Ph i

1/2

Tri

Ti liu tham kho

Robert Gibbons (1992). Game theory for applied economists. Princeton University Press.

V Thanh T Anh