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arXiv 0909.4756cs.GT
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贝叶斯数学机制设计

Bayesian Algorithmic Mechanism Design

Jason D. Hartline, Brendan Lucier

摘要:

算法机制设计的主要问题是如何将自私行为所施加的激励约束与计算困难所施加的算法约束相结合。这一领域的动机是观察到,卓越的方法设计激励兼容机制,即维克里,克拉克和格罗夫斯;和中央方法规避计算障碍,近似算法,是根本不相容的:自然应用的VCG方法的近似算法未能产生一个激励兼容的机制。我们考虑放宽(事后)激励相容性(IC)的必要条件贝叶斯激励相容性(BIC),其中诚实是贝叶斯-纳什均衡(经济学中激励相容性的标准概念)。对于单参数代理设置中的福利最大化,我们给出了一个一般的黑箱约简,将任何近似算法变成具有基本相同的近似因子的贝叶斯激励兼容机制。

英文摘要:

The principal problem in algorithmic mechanism design is in merging the incentive constraints imposed by selfish behavior with the algorithmic constraints imposed by computational intractability. This field is motivated by the observation that the preeminent approach for designing incentive compatible mechanisms, namely that of Vickrey, Clarke, and Groves; and the central approach for circumventing computational obstacles, that of approximation algorithms, are fundamentally incompatible: natural applications of the VCG approach to an approximation algorithm fails to yield an incentive compatible mechanism. We consider relaxing the desideratum of (ex post) incentive compatibility (IC) to Bayesian incentive compatibility (BIC), where truthtelling is a Bayes-Nash equilibrium (the standard notion of incentive compatibility in economics). For welfare maximization in single-parameter agent settings, we give a general black-box reduction that turns any approximation algorithm into a Bayesian incentive compatible mechanism with essentially the same approximation factor.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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