Investment process simulation based on the theory of games

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The paper describes a method for simulation of interaction of investment process parties based on the theory of games. The interests of main parties of the investment process, i.e. an investor and the region are described. The authors consider the examples of preferential taxation and subsidy assistance, on the basis of which the possibility of formalization and simulation of this interaction as a bimatrix game is proved. The paper gives a description of the systemized by the authors experiment in the form of a game “investor-region”. The payment matrix is created. The search for equilibrium is conducted. The authors have received experimental confirmation of the hypothesis of the presence of several equilibria in this game. The method for constructing a model of formalization of making investment decisions is suggested.

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Investment, simulation modeling, nash equilibrium, bimatrix game, mixed strategies, pure strategies

Короткий адрес: https://sciup.org/147156281

IDR: 147156281   |   DOI: 10.14529/em160308

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