Aiming at the problem of information asymmetry in the third-degree price discrimination, the production decision-making problem of two oligopolistic enterprises when implement price discrimination in two market segments is discussed, under the condition of asymmetric cost information. The cost function is divided into three categories、two optional cost and one optional cost (complete information). According to the different value range of the cost discrimination coefficient, the equilibrium output, equilibrium price and equilibrium profit of the two oligopolistic enterprises under mutual restriction and their relationship are obtained by applying the Harsanyi transformation. It is shown that: the smaller the cost discrimination coefficient, the higher the balanced production and total profit under equilibrium of enterprises with inferior cost information. When the cost of oligopolistic enterprise 1 is high, enterprise 1 will prefer to hide its own costs. It then has advantage in information and disadvantage in cost simultaneously. When the cost of oligopolistic enterprise 1 is low, enterprise 1 will not hide its information and prefer to transmit the advantages of low-cost information through signal transmission. So that the oligopolistic enterprise 2 will make decisions of production and others based on complete information. The results will provide a theoretical basis for discrimination pricing under asymmetric information.