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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。
In this paper, through the construction of a stochastic equilibrium model, this paper analyzes the prevailing credit problems of small and medium-sized enterprises through the game decision-making between banks and enterprises. First choose the loan amount, the loan term and the loan interest rate as the decision variables of enterprises and banks respectively, then construct the stochastic equilibrium model of both sides of credit and credit, and then use stochastic chance constrained programming theory to transform the stochastic equilibrium model to give the optimal equilibrium decision , And designs the genetic algorithm to solve it. Finally, a credit game case is given through the corresponding assignment of the parameters in the model. The analysis of the calculation results shows that the algorithm is valid and reasonable.