From the history of the development of the stock market, not a market can rely on its own internal rules remain completely rational, affected in varying degrees by the government, because the stock market is not perfect, but there is a phenomenon of market failure. Government behavior is the only subject to correct the failure of the stock market. We use game theory to analyze and study the government and the behavior of investors in the stock market, the government and the design of the utility function of investors, and analyzed the formation process of government behavior and investor behavior equilibrium. It is believed that with the rational development of the market, the game equilibrium between government behavior and investor behavior will be formed.

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