AI 中文总结
研究卖家控制信息,买家顺序获取以选高价值方案的机制设计问题,核心方法是卖家发布非适应性价格,买家按潘多拉魔盒策略响应,主要贡献是给出简单定价方案的近似结果及特殊情况的最优定价刻画。
AI 中文摘要
我们研究一种机制设计问题,其中卖家控制对一组随机备选方案信息的访问,买家顺序获取信息以选择高价值的单个备选方案。双方都知道备选方案的价值分布。卖家发布非适应性价格以揭示每个备选方案的实现价值,买家通过遵循潘多拉魔盒策略最优响应:决定检查哪些备选方案以及何时通过接受最佳检查的备选方案停止。卖家的目标是最大化其预期收益,即从所有检查中收取的总付款。我们从简单性与最优性的角度研究收益目标。主要结果是,一个简单且可有效计算的定价方案在最坏情况下能达到最优收益的4倍近似。此定价规则使所有备选方案的韦茨曼指数相等。相比之下,使价格本身相等可能比最优情况差一个无界因子。此外,对于几种自然的特殊情况,包括同分布备选方案和单调危险率分布,我们完全刻画了最优定价。最后,我们还研究了可选检查下模型的一个变体,其中买家可以在不观察其实现的情况下选择一个备选方案。在这种情况下,对于n个同分布备选方案的特殊情况,我们得到n/(n - 1)倍近似,对于每个备选方案的价值分布支持大小为2的特殊情况,我们得到2倍近似。总体而言,我们的结果突出了向顺序搜索者出售信息时简单定价方案的计算挑战和力量。
英文摘要
We study a mechanism design problem in which a seller controls access to information about a set of stochastic alternatives, and a buyer sequentially acquires information in order to choose a single alternative with high value. The value distributions of the alternatives are known to both parties. The seller posts non adaptive prices for revealing each alternative's realized value, and the buyer responds optimally by following a Pandora's Box strategy: deciding which alternatives to inspect and when to stop by accepting the best inspected alternative. The seller's goal is to maximize his expected revenue, i.e. the total payment collected from all inspections. We study the revenue objective through the lens of simplicity versus optimality. Our main result is that a simple and efficiently computable pricing scheme obtains a 4 approximation in the worst case to the optimal revenue. This pricing rule equalizes the Weitzman indices across all alternatives. In contrast, we show that equalizing the prices themselves can be an unbounded factor worse than the optimum. Furthermore, for several natural special cases, including identically distributed alternatives and monotone hazard rate distributions, we fully characterize the optimal pricing. Finally, we also study a variant of our model under optional inspection, where the buyer may select an alternative without observing its realization. In this setting, we obtain an n/(n-1) approximation for the special case of n identically distributed alternatives, as well as a 2 approximation for the special case where each alternative's value distribution has support size two. Overall, our results highlight both the computational challenges and the power of simple pricing schemes in selling information to a sequential searcher.