刊名：Journal of the Operations Research Society of China 2024年第一期，第5-33页
题名：A Dynamic Network Game of the Fintech Industry
作者：David W. K. Yeung1,2,3，Leon A. Petrosyan4， Ying-Xuan Zhang1
单位：1 SRS Consortium for Advanced Study in Cooperative Dynamic Games, Shue Yan University,Hong Kong, China
2 Center of Game Theory, St Petersburg State University, Saint Petersburg, Russia
3 Department of Finance, Asia University, Taichung City, Taiwan, China
4 Faculty of Applied Mathematics-Control Processes and Center of Game Theory, St Petersburg State University, Saint Petersburg, Russia
摘要：Economies of scale, economies of scope, and technology spillover are decisive economic elements that are crucial to the development in the Fintech industry. These
positive externalities are often realized through network links. In this paper,we present
a dynamic network of financial firms which exhibits these decisive elements. The network game equilibria are characterized. A Pareto efficient solution involving collaboration of all firms is provided. To obtain a fair-share distribution of cooperative gains, the Shapley value is adopted as the sharing mechanism. Payoff distribution mechanisms which guarantee the fulfilment of the Shapley value distribution in each stage of the cooperation duration are derived.
关键词：Network game · Network equilibria · Shapley value · Pareto efficient
Cooperation
全文链接：https://doi.org/10.1007/s40305-022-00434-4