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: 1101429
• 负责人: Shuchi Chawla
• 金额: $ 33.33万
• 依托单位: University of Wisconsin-Madison
• 依托单位国家: 美国
• 项目类别: Standard Grant
• 财政年份: 2011
• 资助国家: 美国
• 起止时间: 2011-09-01 至 2016-08-31
• 项目状态: 已结题
• 来源: https://www.nsf.gov/awardsearch/showAward?AWD_ID=1101429&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.

机制设计为经济机构，社会和计算机协议，服务供应以及其他参与者可能符合自身最大利益行事的应用，为经济机构，社会和计算机协议，服务提供和其他应用奠定了经济基础。现实世界机制设计的一个常见范式是反复试验：提出了一种机制，执行它，然后根据其性能对其进行更改。为了进行这些更改，必须进行计量经济学分析，即，必须对参与者在机制中的行动（假定为平衡）进行逆转工程，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变化。 尽管机制设计理论在大多数方面依赖于市场知识，但现实世界机制倾向于即时进行一些市场分析。 PIS研究将将计量经济学的推断与机制设计理论相结合，以研究同时擅长市场分析的机制和设计机制的计量经济学特性，并利用该信息来实现该机制设计师指定的目标。此研究计划将引入计量技术以引入计算技术以使经济学技术以计算机科学并将汇集尚未研究的计算机科学和经济学的主题。例如，这些问题在实践中非常重要，尤其是在赞助搜索和有针对性的展示广告的快速增长领域中，该广告已部署了拍卖机制以定价和广告的位置，而一个重大挑战是根据响应过去数据来调整机制。