Abstract: The pension issue is a major problem that our country is facing with in the period of social transformation. The pension issue involves a wide rage of items, has a large amount of audiences, and plays an important role. So to effectively solve the pension problem determines our society and economy’s stable and rapid development. By using the theories of the game theory, this paper analyzes the widespread problems in old-age insurance, points out the present pension dilemma, and seeks to find out optimized solutions to help the social construction.