Options Game Model of Firm's Investment Strategy in Oligopoly Under Fuzzy Environment

In view of the oligarchic monopoly market structure about investment and development projects, oligopoly option game model that considering project construction time is Established, and the dynamic programming are applied to solve the model. Secondly, under the assumption of the project construction time, expected future profit flow and sunk cost are trapezoid fuzzy Numbers, and oligopoly option games model under fuzzy environment is established. The game equilibrium results under stochastic condition and the conditions of its establishment are extended to the fuzzy financial market. Finally, a numerical example is used to verify the rationality of the model and the result of equilibrium.