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arXiv 1408.3783cs.GTstat.ME
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经济机制对代理人激励的长期因果效应

Long-term causal effects of economic mechanisms on agent incentives

Panos Toulis, David C. Parkes

摘要:

经济机制根据感兴趣的代理人自我报告的类型管理资源分配。机制设计的一个目标是设计一个防策略的过程,这样就没有代理人有动机误报其类型。然而,对机制的激励性质的典型分析是在强有力的、通常是不可检验的假设下进行的。经验性的、以数据为导向的方法充其量是发展不足的。此外,机制/政策评估方法通常忽略了多代理系统的动态特性,因此不适合估计长期影响。我们介绍了估计激励机制的因果效应的问题,并将其框架下的鲁宾因果框架\citep{rubin74, rubin78}。这提出了独特的技术挑战,因为利益的结果(代理真实性)与战略互动混淆,有趣的是,通常在任何机制下都不会被观察到。我们开发了一种方法来估计这种因果关系的影响,使用先验的基础上的战略均衡模型。在肾脏交换领域,我们展示了如何应用我们的方法来估计肾脏分配机制对医院激励的因果影响。我们的研究结果表明,使用博弈论先验捕捉肾脏交换多智能体系统的动态性质,并缩小对长期影响的估计,从而改善了典型的方法,完全忽略代理的战略行为。

英文摘要:

Economic mechanisms administer the allocation of resources to interested agents based on their self-reported types. One objective in mechanism design is to design a strategyproof process so that no agent will have an incentive to misreport its type. However, typical analyses of the incentives properties of mechanisms operate under strong, usually untestable assumptions. Empirical, data-oriented approaches are, at best, under-developed. Furthermore, mechanism/policy evaluation methods usually ignore the dynamic nature of a multi-agent system and are thus inappropriate for estimating long-term effects. We introduce the problem of estimating the causal effects of mechanisms on incentives and frame it under the Rubin causal framework \citep{rubin74, rubin78}. This raises unique technical challenges since the outcome of interest (agent truthfulness) is confounded with strategic interactions and, interestingly, is typically never observed under any mechanism. We develop a methodology to estimate such causal effects that using a prior that is based on a strategic equilibrium model. Working on the domain of kidney exchanges, we show how to apply our methodology to estimate causal effects of kidney allocation mechanisms on hospitals' incentives. Our results demonstrate that the use of game-theoretic prior captures the dynamic nature of the kidney exchange multiagent system and shrinks the estimates towards long-term effects, thus improving upon typical methods that completely ignore agents' strategic behavior.

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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