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: 1101706
• 负责人: Denis Nekipelov
• 金额: $ 32.56万
• 依托单位: University of California-Berkeley
• 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 2014-08-31
• 项目状态: 已结题
• 来源: https://www.nsf.gov/awardsearch/showAward?AWD_ID=1101706&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.

机制设计为经济制度、社会和计算机协议、服务提供以及其他应用程序的设计和分析奠定了经济基础，在这些应用程序中，参与者可以为了自己的最佳利益而自私地行事。现实世界机制设计的常见范例是反复试验：提出一种机制，执行该机制，然后根据其性能对其进行更改。为了做出这些改变，必须进行计量经济学分析，即必须对机制中参与者的行为（假设处于均衡状态）进行逆向工程以获得参与者的偏好。使用这些推断出的偏好，可以对机制的潜在变化进行评估和排序。 虽然机制设计理论在很大程度上依赖于市场知识，但现实世界的机制往往会即时进行一些市场分析。 PI研究将计量经济学推论与机制设计理论相结合，研究机制和设计机制的计量经济学特性，同时擅长市场分析并利用该信息来实现机制设计者指定的目标。该研究计划将引入计量经济学技术计算机科学并将汇集计算机科学和经济学中尚未一起研究的主题。例如，这些问题在实践中非常重要，特别是在快速增长的赞助搜索和定向展示广告领域，其中已部署拍卖机制来定价和投放广告，而主要挑战是根据过去的数据调整机制。