中小企业与银行间信贷博弈的随机均衡模型与算法

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• 英文论文题名：Stochastic Equilibrium Model and Algorithm of Credit Loan Game between Minor Enterprises and Banks
• 论文作者：宿洁 ; 连捷
• 英文论文作者：SU Jie ; LIAN Jie ; School of Management Science and Engineering ; Central University of Finance and Economics
• 年：2016
• 作者机构：中央财经大学管理科学与工程学院;
• 论文关键词：银企借贷博弈 ; 随机均衡模型 ; 随机机会约束规划 ; 最优均衡决策 ; 遗传算法
• 英文论文关键词：credit loan game ; stochastic equilibrium model ; stochastic chance constrained programming ; optimal decision ; genetic algorithm
• 会议召开时间：2016-11-12
• 会议录名称：第十八届中国管理科学学术年会论文集
• 英文会议录名称：Proceedings of the 18th Chinese Annual Conference on Management Science
• 语种：中文
• 分类号：F275;F276.3;F832.4
• 学会代码：ZHYJ
• 会议名称：第十八届中国管理科学学术年会
• 会议地点：中国陕西西安
• 主办单位：中国优选法统筹法与经济数学研究会、西安交通大学、中国科学院科技战略咨询研究院、《中国管理科学》编辑部
• 学会名称：中国优选法统筹法与经济数学研究会
• 页数：6
• 文件大小：384k
• 原文格式：O
• 会议级别：全国

摘要

本文通过构建随机均衡模型对目前普遍存在的中小企业信贷问题进行了银企双方博弈决策分析。首先选择分别选择借款金额、借款期限和贷款利率作为企业和银行的决策变量并构建信贷双方博弈的随机均衡模型,然后利用随机机会约束规划理论对该随机均衡模型进行转化,给出最优均衡决策的条件,并设计遗传算法对其求解,最后通过对模型中参量进行相应的赋值,给出了一个信贷博弈算例,通过对计算结果的分析,可以看出该算法的有效性和合理性。
The credit loan problem between minor enterprises and banks by building a stochastic equilibrium model is researched in this paper.Firstly the loan amount,loan term and loan interest rate are selected as the decision variables of the enterprise and the bank,and a stochastic equilibrium model of the credit game is constructed;Then the stochastic equilibrium model by using stochastic chance constrained programming theory is transformed to give the conditions of optimal equilibrium decision,and a genetic algorithm is designed to solve the problem.Finally,by assigning values to parameters in the model,giving a credit loan game as an example,by analyzing the results,it can be seen that the algorithm is effective and reasonable.

引文

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