论文标题
具有随机供应和灵活消费者的最佳动态机制设计
Optimal Dynamic Mechanism Design with Stochastic Supply and Flexible Consumers
论文作者
论文摘要
我们考虑了设计一种预期的收入最大化机制的问题，以将$ K $品种的多种不易腐烂商品分配给$ t $时间步长的灵活消费者。在我们的模型中，卖方每次都可以使用每种品种的随机数量，并且每次都可以随机进入市场。每个消费者都在市场上存在一个时间步骤，并希望消耗其所需品种之一。每个消费者都与灵活性水平相关联，表明其同样感兴趣的商品的品种。消费者的灵活性水平及其从消费其所需品种中获得的效用是其私人信息。我们表征了贝叶斯激励兼容，单独合理和预期的收入最大化机制的分配规则，从解决动态程序的解决方案方面。还根据最佳分配功能指定相应的付款功能。我们利用消费者的灵活性模型的结构来简化动态程序，并根据动态程序计算的阈值来提供最佳机制的替代描述。
We consider the problem of designing an expected-revenue maximizing mechanism for allocating multiple non-perishable goods of $k$ varieties to flexible consumers over $T$ time steps. In our model, a random number of goods of each variety may become available to the seller at each time and a random number of consumers may enter the market at each time. Each consumer is present in the market for one time step and wants to consume one good of one of its desired varieties. Each consumer is associated with a flexibility level that indicates the varieties of the goods it is equally interested in. A consumer's flexibility level and the utility it gets from consuming a good of its desired varieties are its private information. We characterize the allocation rule for a Bayesian incentive compatible, individually rational and expected revenue maximizing mechanism in terms of the solution to a dynamic program. The corresponding payment function is also specified in terms of the optimal allocation function. We leverage the structure of the consumers' flexibility model to simplify the dynamic program and provide an alternative description of the optimal mechanism in terms of thresholds computed by the dynamic program.
