The Research Of Investment Allocation Strategy Based On Cooperative Game

The Subprime Mortgage Crisis begined from the United States, has been evoluted a financial crisis which swept through the United States, and influence the world,and also has important implication to our economy. Our government had put forward a investment plan of 4 000 billions to stimulate economic growth in November 2008.And then the government has put forward distribution schemes in various sectors, but each State actives energetically on the investment plan in order to win the support of the national capital. It is particularly important for the country investment strategy's rationality and effectiveness.This article discusses this issue from the point of cooperative game. The non-cooperative game has a broader application in the field of economic, social and management as one of the classic game in recent years, but cooperative game as the another classic game is still a very potential areas of the research.The main contents of this article are as follows:Firstly, Describing the development process of game theory, elaborating the development of cooperative game theory, expounding the two types of solution concepts—dominant method and valuation methods focus minutely.Secondly, Through the data analysis with China's provinces'GDP (not including Hong Kong Macao and Taiwan), adopting correlation analysis and regression analysis,and using the SPSS 16.0 ,EXCEL, and C software predict the GDP increment rate and proportion of Guangdong, Shandong, Jiangsu, Zhejiang, Henan. Establishing mathematical model for eigenfunction , giving the investment programme assignment of the five provinces by means of methods on Shapley value.Thirdly. With the established eigenfunction ,adopting dominant method to verify the rationality of allocation scheme, raising the new formula of eigenfunction, using solutions of cooperative resolve similar investment problem.