博弈论、统计力学与收入不平等

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英文标题：
《Game Theory, Statistical Mechanics and Income Inequality》
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作者：
Venkat Venkatasubramanian, Yu Luo and Jay Sethuraman
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最新提交年份：
2014
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英文摘要：
  The widening inequality in income distribution in recent years, and the associated excessive pay packages of CEOs in the U.S. and elsewhere, is of growing concern among policy makers as well as the common person. However, there seems to be no satisfactory answer, in conventional economic theories and models, to the fundamental question of what kind of pay distribution we ought to see, at least under ideal conditions, in a free market environment and whether this distribution is fair. We propose a game theoretic framework that addresses these questions and show that the lognormal distribution is the fairest inequality of pay in an organization comprising of homogenous agents, achieved at equilibrium, under ideal free market conditions. We also show that for a population of two different classes of agents, the final distribution is a combination of two different lognormal distributions where one of them, corresponding to the top 3-5% of the population, can be misidentified as a Pareto distribution. Our theory also shows the deep and direct connection between potential game theory and statistical mechanics through entropy, which is a measure of fairness in a distribution. This leads us to propose the fair market hypothesis, that the self-organizing dynamics of the ideal free market, i.e., Adam Smith\'s \"invisible hand\", not only promotes efficiency but also maximizes fairness under the given constraints.
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中文摘要：
近年来，收入分配不平等的加剧，以及与之相关的美国和其他地方首席执行官薪酬过高，越来越引起决策者和普通人的关注。然而，在传统的经济理论和模型中，似乎没有令人满意的答案来回答这样一个基本问题：至少在理想条件下，我们应该在自由市场环境中看到什么样的薪酬分配，以及这种分配是否公平。我们提出了一个博弈论框架来解决这些问题，并证明对数正态分布是由同质代理人组成的组织在理想的自由市场条件下在均衡状态下实现的最公平的报酬不平等。我们还表明，对于由两类不同的代理组成的总体，最终分布是两个不同对数正态分布的组合，其中一个对应于人口的前3-5%，可能被误认为是帕累托分布。我们的理论还通过熵展示了潜在博弈论和统计力学之间深刻而直接的联系，熵是衡量分配公平性的一种手段。这导致我们提出了公平市场假说，即理想自由市场的自组织动力学，即亚当·斯密的“看不见的手”，不仅提高了效率，而且在给定的约束条件下实现了公平的最大化。
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分类信息：

一级分类：Quantitative Finance        数量金融学
二级分类：Economics        经济学
分类描述：q-fin.EC is an alias for econ.GN. Economics, including micro and macro economics, international economics, theory of the firm, labor economics, and other economic topics outside finance
q-fin.ec是econ.gn的别名。经济学，包括微观和宏观经济学、国际经济学、企业理论、劳动经济学和其他金融以外的经济专题
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一级分类：Quantitative Finance        数量金融学
二级分类：General Finance        一般财务
分类描述：Development of general quantitative methodologies with applications in finance
通用定量方法的发展及其在金融中的应用
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关键词：收入不平等 统计力学 博弈论 不平等 distribution