运筹与管理Issue(5)：66-74,9.
多种风险下研发项目投资决策博弈分析
R & D Project Investment Decision Game Analysis Under A Variety of Risks
摘要
Abstract
R&D projects represent the core competitiveness of the high-tech enterprises, and there are a variety of risks in investment and research process.In order to keep competitive advantages and maximize the benefits, it needs to be very accurate in valuation of the projects for the optimal investment decisions in the competition before investment.By utilizing the European option value and game theory, quantified technical risk, economic risk and sudden risks, and combined with the jump-diffusion process and information revelation process, after analyzing investment decisions of enterprises themselves and competitors in the market, this paper establishes the corresponding R&D projects investment decision payoff mathematics model which can assess the timing and payoffs of the investment for two enterprises and obtain the optimal investment decisions after Nash equilibrium.关键词
投资决策收益/最优决策/实物期权/博弈/研发项目/风险Key words
investment decision-making payoffs/optimal investment decisions/real options/game/R&D projects/risks分类
管理科学引用本文复制引用
曹博洋,姜明辉..多种风险下研发项目投资决策博弈分析[J].运筹与管理,2015,(5):66-74,9.基金项目
国家自然科学基金资助项目 （）
