机制设计中的不确定性
Uncertainty in Mechanism Design
摘要：
本文研究了对错误设定具有鲁棒性的机制设计问题。我们引入了一个新的概念，连接各种不同的方法，并研究其影响广泛的一类机制设计问题的鲁棒性。这一概念是可量化的，使我们能够形式化和回答比较静态分析的问题有关的性质和程度的错误规范，以尖锐的预测功能的可行机制。这一概念也有一个行为基础，反映了对模糊性的感知，从而允许错误指定的程度内生地出现。在一些标准的设置，鲁棒性任意少量的误指定产生一个不连续的一组可行的机制，并唯一地选择简单的，事后激励兼容的机制，如第二价格拍卖。稳健性还揭示了私人信息的价值和全面或虚拟盈余提取的普遍性。
英文摘要：
This paper studies the design of mechanisms that are robust to misspecification. We introduce a novel notion of robustness that connects a variety of disparate approaches and study its implications in a wide class of mechanism design problems. This notion is quantifiable, allowing us to formalize and answer comparative statics questions relating the nature and degree of misspecification to sharp predictions regarding features of feasible mechanisms. This notion also has a behavioral foundation which reflects the perception of ambiguity, thus allowing the degree of misspecification to emerge endogenously. In a number of standard settings, robustness to arbitrarily small amounts of misspecification generates a discontinuity in the set of feasible mechanisms and uniquely selects simple, ex post incentive compatible mechanisms such as second-price auctions. Robustness also sheds light on the value of private information and the prevalence of full or virtual surplus extraction.
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。
