Using Option Pricing to Value Commitment Flexibility in Multi-Agent Systems

本研究旨在开发一个独立于领域的计算模型，以统一的方式支持多代理合同中出现的许多复杂问题，例如合同中的承诺灵活性建模，在不确定性假设下评估合同，风险降低，在信息不对称的情况下做出决策，或连续分包的情况下，每个代理人必须决定将其当前合同的一部分分包给其他人。该方法是基于金融期权定价理论。这项研究将扩展这一理论模型的合同，没有类似的金融选项，如合同质量保证和多个顺序分包。为了评估这项研究，将开发一个多智能体模拟测试平台，并利用它来进行实证研究，以回答重大的理论问题。要研究的问题，评估包括对整体多代理社会的不同模型假设，如静态与非静态随机过程建模环境的不确定性，不同的合同策略，和考试的信息价值，特别是不对称的信息场景的影响。真实的世界领域的理论和实践意义，如供应合同和电子商务将被用来提供现实的问题场景。预计拟议的研究将有助于多代理合同，可以回答基本的研究问题，并可以作为设计高效的自动化承包系统的基础一般计算模型的发展。

This research aims to develop a domain-independent computational model to support, in a uniform manner, many complex issues that arise in multi-agent contracting, such as modeling commitment flexibility in a contract, valuing a contract under assumptions of uncertainty, risk reduction, making decisions in situations of asymmetric information, or situations of sequential subcontracting where each agent must decide to subcontract part of its current contract to others. The approach is based on financial option pricing theory. This research will extend this theory to model contracts that have no analogs in financial options, such as contract quality guarantees and multiple sequential subcontracting. To evaluate the research, a multi-agent simulation testbed will be developed and utilized to conduct empirical studies that can answer significant theoretical questions. Questions to be studied for evaluation include the effects on the overall multi-agent society of different model assumptions such as stationary vs. non-stationary stochastic processes for modeling environmental uncertainty, different contracting strategies, and examinations of the value of information especially for asymmetrical information scenarios. Real world domains of theoretical and practical significance such as supply contracting and electronic commerce will be used to provide realistic problem scenarios. It is expected that the proposed research will contribute to the development of general computational models of multi-agent contracting that can answer fundamental research questions and can serve as a basis for designing efficient automated contracting systems.