ICES: Large: Collaborative Research: Towards Realistic Mechanisms: statistics, inference, and approximation in simple Bayes-Nash implementation

ICES：大型：协作研究：走向现实机制：简单贝叶斯-纳什实现中的统计、推理和近似

• 批准号: 1449239
• 负责人: Denis Nekipelov
• 金额: $ 13.84万
• 依托单位: University of Virginia Main Campus
• 依托单位国家: 美国
• 项目类别: Standard Grant
• 财政年份: 2014
• 资助国家: 美国
• 起止时间: 2014-04-01 至 2016-08-31
• 项目状态: 已结题
• 来源: https://www.nsf.gov/awardsearch/showAward?AWD_ID=1449239&HistoricalAwards=false
• 关键词: ICES; Large; Collaborative; Research; Towards

Mechanism design lays the economic foundations for the design and analysis of economic institutions, social and computer protocols, service provisioning, and other applications where participants may act selfishly in their own best interest. A common paradigm for real-world mechanism design is trial and error: a mechanism is proposed, it is executed, then changes are made to it based on its performance. In order to make these changes an econometric analysis must be undertaken, i.e., the participants' actions in the mechanism (assumed to be in equilibrium) must be reverse engineered to obtain the participants' preferences. Using these inferred preferences, potential changes to the mechanism can be evaluated and ranked. While mechanism design theory for the most part relies on knowledge of the market, real world mechanisms tend to do some market analysis on the fly. The PIs research will combine econometric inference with mechanism design theory to investigate the econometric properties of mechanisms and design mechanisms that are simultaneously good at market analysis and exploiting that information to attain an objective specified by the mechanism designer.This research program will introduce econometric techniques to computer science and will bring together topics from computer science and economics that have yet to be studied together. For example, these issues are very important in practice especially in the rapidly growing areas of sponsored search and targeted display advertising where auction mechanisms have been deployed for pricing and placement of advertisements and a major challenge is in adjusting the mechanisms in response to past data.

机制设计为设计和分析经济制度、社会和计算机协议、服务提供以及其他参与者可能为了自己的最佳利益而自私行事的应用奠定了经济基础。实际机制设计的一个常见范例是试错法：提出一个机制，执行它，然后根据它的性能对其进行更改。为了做出这些改变，必须进行计量经济学分析，即，参与者在机制中的行为（假设处于均衡）必须被反向工程以获得参与者的偏好。使用这些推断的偏好，可以评估和排名对机制的潜在改变。 虽然机制设计理论在很大程度上依赖于对市场的了解，但真实的世界机制往往会在飞行中进行一些市场分析。PI研究将联合收割机的计量经济学推理与机制设计理论相结合，研究机制的计量经济学特性，并设计出同时擅长市场分析和利用该信息以实现机制设计者指定的目标的机制。本研究项目将把计量经济学技术引入计算机科学，并将计算机科学和经济学尚未结合在一起研究的课题汇集在一起。例如，这些问题在实践中非常重要，特别是在赞助搜索和定向显示广告等快速增长的领域，在这些领域中，拍卖机制已被用于广告的定价和投放，而一个主要挑战是根据过去的数据调整机制。