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北美退伍军人节(Veterans Day),12 日无更新
arXiv 2102.13289cs.GT
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信息的最优定价

Optimal Pricing of Information

Shuze Liu, Weiran Shen, Haifeng Xu

摘要:

决策者正在主动行动(例如,购买房屋、投资某些股票)和被动行动。主动行为的收益取决于购买者的私人类型和未知的自然状态。信息出售者可以设计实验,向决策者揭示关于实现状态的信息,并希望通过出售这些信息获得最大利润。我们的特点,在封闭的形式,销售商的收入最优的信息销售机制。在引出买方的类型后,最优机制向买方收取预付款,然后简单地揭示已实现状态是否超过一定的阈值。最优机制具有价格歧视和信息歧视的双重特征。主动行为与被动行为之间先验无差别的特殊买方类型从参与机制中获益最大。

英文摘要:

A decision maker is choosing between an active action (e.g., purchase a house, invest certain stock) and a passive action. The payoff of the active action depends on the buyer's private type and also an unknown state of nature. An information seller can design experiments to reveal information about the realized state to the decision maker, and would like to maximize profit from selling such information. We characterize, in closed-form, the revenue-optimal information selling mechanism for the seller. After eliciting the buyer's type, the optimal mechanism charges the buyer an upfront payment and then simply reveals whether the realized state exceeds a certain threshold or not. The optimal mechanism features both price discrimination and information discrimination. The special buyer type who is a-priori indifferent between the active and passive action benefits the most from participating in the mechanism.

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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