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Phn 1

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 ba 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 bn v cc quyt nh ca mi bn nh hng ti
li ch v quyt nh ca cc bn 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

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).

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Nhp mn L thuyt tr chi

Phn 1

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).

Thng tin y

Thng tin khng y

Tnh

ng

Nash Equilibrium NE

Subgame Perfect Nash Equilibrium -SPNS

Bayesian Nash Equilibrium - BNE

Perfect Bayesian Equilibrium - PBE

Bng 1: Bn h tr chi v cc khi nim cn bng tng ng

Phn 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.); 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 t cng nhau n trm, tuy nhin cng an li cha tm c chng c
c th kt ti hai ngi. Mc d cng an c th tm giam hai ngi nhng cha th
kt ti nu c Gip v t cng khng nhn ti. Cng an mi ngh ra mt cch nh sau
khin Gip v t phi cung khai ng s tht. Cng an s giam Gip v t 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 chu nhn 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 3 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, ngi t thay c phn ca ngi
kia vi thi gian 6 thng. Cc kh nng v kt cc ny c trnh by theo cch chun
tc trong Bng 2 di y.3

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).

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Phn 1

Gip

Khai
t

Khng khai

Khai

Khng khai

-3, -3

0, -6

-6, 0

-1, -1

Bng 2: Th lng nan ca ngi t

Chin lc p o (dominant strategy) v chin lc b p o (dominated strategy)
Trong tr chi ny, Gip v t 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 t nhn ti
m mnh li khng nhn ti th n trng n cn mnh phi ngi bc lch nhng 6 thng.
Nh th th th mnh cng nhn ti ch phi ngi t 3 thng cn hn. Ri Gip li
ngh, nhng ng nh thng t 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 t,
mnh c tht th khai bo l hn. Nh vy, d t c la chn th no th chin lc tt
nht ca Gip l khai nhn ti. Tng t nh vy, d t c la chn th no th chin
lc tt nht ca Gip l khai nhn ti. Ni cch khc, i vi c Gip v t th chin
lc khai nhn ti l chin lc p o (u th - dominant strategy) so vi chin lc
khng khai. Ngc li, chin lc khng khai l chin lc b p o (khim th dominated strategy) 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

Gia

Phi

Tri

0, 4

4, 0

5, 3

Gia

4, 0

0, 4

5, 3

Phi

3, 5

3, 5

6, 6

Bng 3: Loi tr cc chin lc b p o v cn bng Nash

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Phn 1

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}, trong
Si v ui ln lt l khng gian chin lc (strategy space) v tha dng ca ngi chi
th i, t hp chin lc (s*1, s*2, <, s*n) l mt cn bng Nash nu, vi mi ngi chi i
no , s*i (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 ( si , s i )

si Si
Trong v d ca Gip v t, im cn bng ca tr chi l (khai, khai), tc l 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 tt nht 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, mt khi cc i ha li ch ca
mnh (trong khi nhng ngi khc cng c lm nh vy), s t nguyn 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 (hnh ng) ti u ha li ch ca mnh. Chin lc (hnh ng) 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, khai l phn ng tt nht ca c Gip v t, v phn ng tt
nht ny khng ph thuc vo hnh ng c th ca ngi kia (nh li rng khai 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)

S ngi chi: 2

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ii)

Khng gian chin lc: Si = [0, a]

iii)

Kt qu

Nhp mn L thuyt tr chi

Phn 1

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:
Cp (s1*, s2*) l cn bng Nash u1(s1*, s2*) u1(s1, s2*) v
u2(s1*, s2*) u2(s1*, s2)
*
a c q2
max u1 ( s1 , s 2 ) = (q1, q2) = q1[a (q1 + q2*) -c] => q1 =
2
s1 S1

max u 2 ( s1* , s 2 )
s2 S 2

v 1* *2

= (q1, q2) = q2[a(q1* + q2) -c] => q2 =

q1* q2*

ac
3

a c q1*
2

(a c) 2
9

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

So vi trng hp cnh tranh hon ho, r rng khi hai cng ty gi v th c quyn
song phng th chng c th hn ch sn lng, ng thi gi mc gi cao hn v thu
c li nhun c quyn ngay c trong di hn.4
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:

iu kin nh gi trong th trng cnh tranh hon ho l P1 = MC1 hay a (q1 + q*2) = c; v P2 = MC2 hay a (q*1
+ q2) = c. Gii h 2 n 2 phng trnh ny ta c q*1 = q*2 = (a-c)/2 v P1 = P2 = c.

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Phn 1

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

Q[ 0,a ]

Qm*
a c
a c
a c
*
*
*
*
qm qm

q1 q 2 , trong gi s rng hai hng

1
2
2
2
4
3
chia i sn lng.
a c
( a c ) 2
( a c ) 2
*
*
*
*
*
*
Thay q1 q 2
m m

; trong *1 v
1
2
1
2
4
8
9
*2 l li nhun ca hai cng ty khi chng cnh tranh vi nhau theo kiu Cournot.
*

Qm

q m* 1 q m* 2

ac
ac
< q1* q 2*
4
3

*m1 *m 2

(a c) 2
(a c) 2
> 1* *2
8
9

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 gin 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 no tng sn lng th doanh nghip y s c li v tt nhin khi y
doanh nghip gi cam kt s b thit.
a

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)].

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By gi gi s q 2 q m* 2

Kinh t hc vi m
Bi ging

Nhp mn L thuyt tr chi

Phn 1

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

d1 3(a c)
3(a c)

q1 q1
2q1
dq1
4
4

Nu q1 q m* 1

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 *m 2
a c 3(a c)

0 , tc l nu doanh nghip
1
4 4
dq1

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 ton 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 = gi.v(gi + g-i) - cgi

iu kin ti u ca ngi th i:
*

v ( g i g i ) g i v '( g i g i ) c 0

(1)

ngha kinh t ca ng thc (1)

v(gi + g-i) = v(G) = doanh thu ca ngi th i tng thm khi chn th thm 1 con b.
v(gi + g-i) = doanh thu ca ngi th i b gim i do ngoi tc tiu cc do c thm con
b cui cng
v(gi + g-i) - gi.v(gi + g-i) = doanh thu bin ca ngi th i
c = chi ph bin ca ngi th i
Nh vy, ngi th i ni ha ngoi tc i vi n b ca mnh nhng khng quan
tm n ngoi tc mnh gy ra cho n b ca nhng ngi khc.
Cng v theo v cc iu kin ti u ny cho n h gia nh, sau chia c 2 v cho n ta
1 *
*
*
c: v ( G ) G v '( G ) c 0
n

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Kinh t hc vi m
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Phn 1

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 ton ca c lng l chn G ti
a ha V, trong V = G.v(G) G.c
**

**

**

iu kin ti u l: v ( G ) G v '( G ) c 0

(2)

ngha kinh t:
iu kin (2) ny tng t nh iu kin (1), c th din gii bng cng thc MR = MC.
Tuy nhin, gia (1) v (2) c mt s khc bit c bn, l nu nh trong ng thc (1),
ngi th i ch ni ha ngoi tc cho n b ca mnh m khng quan tm n n b
ca nhng ngi khc (h s 1/n), th trong ng thc (2), v by gi ch c mt ngi
ra quyt nh (gi lng) nn ngi ny s ni ha ngoi tc i vi tn b n b ca c
lng. T s phn bit ny, ta phn on 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.
chng minh G* > G**, ta s dng gi thit ban u: v(0) = 0, v(G) > 0 i vi G nh,
nhng sau khi G vt qua mt mc no th v(G) < 0. Tuy nhin v(G) < 0 vi mi gi
tr ca G. Nhng gi thit ny ng hm v(G) l mt hm parabol c mt li hng ln
trn.
Gi tr

v(G) + G.v(G)/n
v(G) + G.v(G)
C

G
G**

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Phn 1

Ch nng cao: Chin lc hn hp5

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 xc nh cn bng Nash thun ty, tm cn bng Nash hn
hp chng ta cng phi 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 bay sang

tri vi xc sut l q, sang phi vi xc sut l (1q). Quy c phi, tri y l theo chiu st
ca cu th. Vi nim tin ny, kt qu k vng
ca cu 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

Th mn

Cu th

Tri

Phi

Tri

-1 , 1

1 , -1

Phi

1 , -1

-1 , 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
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

Ch 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 .

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Phn 1

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
Phi

q
Phi

1/2

Tri

Ti liu tham kho

Robert Gibbons, Game Theory for Applied Economists, Princeton University Press, 1992.

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10