《Twenty Lectures On Algorithmic Game Theory》 总结

Part I 机制设计

考虑设计一个博弈,特别的,考虑针对直接显示的拍卖博弈。

社会福利最大化机制设计
  1. 假设 b i = v i b_i=v_i bi=vi,制定分配方案使社会福利最大化。
  2. 若分配方案单调,由迈尔森引理制定DSIC定价策略,从而满足step 1.

特殊情况:

  1. 分配方案计算复杂度高(如背包问题),改用近似算法近似最大化社会福利。
  2. 分配方案不单调,改为采用单调的近似算法。
收益最大化机制设计
  1. 假定x单调, (x,p)是DSIC的,此时p被x唯一确定, E v ∼ F [ ∑ p i ( v i ) ] = E v ∼ F [ ∑ φ i ( v i ) x i ( v i ) ] : = A \mathbb{E}_{v \sim F} [\sum p_i(v_i)] = \mathbb{E}_{v \sim F}[\sum \varphi_i(v_i)x_i(v_i)] := A EvF[pi(vi)]=EvF[φi(vi)xi(vi)]:=A. φ \varphi φ是虚拟福利函数. A A A p p p无关,问题转化为设计单调分配方案 x x x使 A A A最大.
  2. φ i ( v i ) \varphi_i(v_i) φi(vi)关于 v i v_i vi单调时(称此时的 F F F为正则分布), 最优(A最大)方案中 x x x关于 v i v_i vi单调,因此满足step 1.中 DSIC前提.

近似情况:

  1. 预知不等式: ∃ t − \exist t- t阈值策略 ≥ 1 2 \ge \frac{1}{2} 21先知策略.
  2. 选择 t t t使 q ( t ) ≥ 1 2 q(t) \ge \frac{1}{2} q(t)21,由 1. 1. 1. 单物品阈值拍卖收益至少为 1 2 \frac{1}{2} 21最优.
  3. Bulow-Klemperer定理: n个拍卖者单物品最优 ≤ \le n + 1 n+1 n+1个拍卖者的二价拍卖.
    原因如下:
    1. n n n个拍卖者单物品最优可扩展为 n + 1 n+1 n+1个拍卖者的一定成交的方案.
    2. 一定成交的DSIC单物品拍卖中二价拍卖是最优方案.
      因为:
      1. DSIC目标 E [ ∑ φ i x i ] \mathbb{E}[\sum \varphi_ix_i] E[φixi],故找 x x x使 E \mathbb{E} E最大,应取 φ i \varphi_i φi最大值,由独立同分布假设知取 v i v_i v<
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