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arXiv 1907.04397cs.GT
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通过咨询销售信息

Selling Information Through Consulting

Yiling Chen, Haifeng Xu, Shuran Zheng

摘要:

我们考虑一个垄断的信息持有者出售信息给一个不受约束的决策者,谁可能受益于卖方的信息。决策者的效用函数取决于他的行动和世界的不确定状态。卖方和买方各自观察关于世界状态的私人信号,其可以彼此相关。卖方的目标是将她的私人信息出售给买方,并在买方的预算限制下获得最大可能的收入。我们考虑三个不同的设置与日益增加的一般性,即,卖方的信号和买方的信号可以是独立的、相关的或遵循通过黑盒采样预言机访问的一般分布。对于每一个设置,我们设计的信息销售机制,这是最佳的和简单的意义上说,他们可以自然地解释,有简洁的表示,并可以有效地计算。值得注意的是,虽然最佳机制随着设置变得更加普遍而呈现出略微增加的复杂性,但我们所有的机制都具有相同的形式,即充当顾问,向买方推荐最佳行动,但针对不同的设置使用不同的精心设计的支付规则。我们的每一个最佳机制可以很容易地计算通过解决一个单一的多项式大小的线性规划。这大大简化了以前工作中椭圆方法求解的指数大小的LP,该方法在相同的设置下计算最优机制,但没有预算限制。这种简化是使我们的最佳机制(更现实的)约束设置的新特征。

英文摘要:

We consider a monopoly information holder selling information to a budget-constrained decision maker, who may benefit from the seller's information. The decision maker has a utility function that depends on his action and an uncertain state of the world. The seller and the buyer each observe a private signal regarding the state of the world, which may be correlated with each other. The seller's goal is to sell her private information to the buyer and extract maximum possible revenue, subject to the buyer's budget constraints. We consider three different settings with increasing generality, i.e., the seller's signal and the buyer's signal can be independent, correlated, or follow a general distribution accessed through a black-box sampling oracle. For each setting, we design information selling mechanisms which are both optimal and simple in the sense that they can be naturally interpreted, have succinct representations, and can be efficiently computed. Notably, though the optimal mechanism exhibits slightly increasing complexity as the setting becomes more general, all our mechanisms share the same format of acting as a consultant who recommends the best action to the buyer but uses different and carefully designed payment rules for different settings. Each of our optimal mechanisms can be easily computed by solving a single polynomial-size linear program. This significantly simplifies exponential-size LPs solved by the Ellipsoid method in the previous work, which computes the optimal mechanisms in the same setting but without budget limit. Such simplification is enabled by our new characterizations of the optimal mechanism in the (more realistic) budget-constrained setting.

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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