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[其他] [原创]Mechanism Design Theory [推广有奖]

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过去没大注意到版主对这个版面的“定义”,弄的我还准备在西方经济学版面讨论这些:

Industrial Organization has become the most important field of microecomomic theory.Some other relative topics,not less important,are included,such as auction theory,contract theory,incentive theory,mechanism design,network economics,regulation & antitrust,and the theory of the firm.

Welcome to discuss these theories and their implications.

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关键词:Mechanism Design Theory sign CHAN Theory Design Mechanism 原创

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lailai80 发表于 2004-10-21 13:47:00 |只看作者 |坛友微信交流群
有没有谁对这个感兴趣?CS286r: Computational Mechanism Design David C. Parkes, parkes@eecs.harvard.edu Syllabus, Spring 2002 Contents Class Home Page

Background papers

Introductory lectures

I: Optimal One-Shot Mechanism Design

II: Approximate One-Shot Mechanism Design

III: Iterative Mechanism Design

IV: Network Implementation

V: Open Problems

VI: Class Projects

Extra Reading! Background Papers: Setting the Scene [Var95] pdf ps Varian, H. Mechanism Design for Computerized Agents In Proc. USENIX Workshop on Electronic Commerce, July 11-12, 1995, New York

[Nis99] pdf ps Noam Nisan, Algorithms for Selfish AgentsIn Proc. 16th Annual Symposium on Theoretical Aspects of Computer Science (STACS'99), pp.1--15, 1999. [Pap01] pdf ps Papadimitriou, C. H. Algorithms, Games, and the Internet In Proc. 33rd Annual ACM Symp. on the Theory of Computing} (STOC'01), pp.749--753, 2001. [ATY00] pdf ps Andersson, A., M. Tenhunen, and F. Ygge. Integer Programming for Combinatorial Auction Winner Determination. In Proc. of the Fourth International Conference on Multiagent Systems (ICMAS-00), 2000. Introductory Lectures [1/31] Introduction. [Handouts] Syllabus ps pdf REVISED: ps pdf Survey ps Slides pdf ps [2/5] On Interesting Problems. Real world combinatorial auctions. [Lecture Notes]pdf ps [FCC Comb Auction]ppt Spectrum auction [McM94] pdf ps John McMillan, Selling Spectrum Rights, Journal of Econ. Perspectives, 8(3):145--162, 1994. [2/7] Game Theory Concept of Nash equilibrium; Strategies; Rationality. [Handout:] Drew Fudenberg and Jean Tirole, Game Theory, MIT Press, 1991, pp.3--44, 209--216, 241--242. [Lecture Notes:] pdf ps [Classics for the Curious] [Nas51] pdf psJohn F. Nash, Jr., Non-cooperative games, Annals of Mathematics, 54 (1951) 286-295. [Nas50] pdf ps John F. Nash, Jr., The bargaining problem. Econometrica 18: 155-162, 1950. [Homework 1] Distributed, due Thurs 2/14. pdf ps [2/12] Mechanism Design I Definition; Revelation Principle; Vickrey-Clarke-Groves. [Par01a] pdf ps Parkes, D.C. Mechanism Design. Chapter 2 in PhD dissertation, ``Iterative Combinatorial Auctions: Achieving Economic and Computational Efficiency'', May 2001 Department of Computer and Information Science, University of Pennsylvania [Jac00] pdf ps Jackson, M. Mechanism Theory. Forthcoming in Encyclopedia of Life Support Stystems. 2000 [Classics for the Curious] [GL77] pdf ps Jerry R. Green and Jean-Jacques Laffont, Characterization of satisfactory mechanisms for the revelation of preferences for public goods. Econometrica 45:427--438, 1977. [Lecture Notes:] pdf ps [2/14] Mechanism Design II Different solution concepts; Impossibility and Possibility Results. [Lecture notes:] pdf ps [Homework 2] Distributed, now due in class 2/26. pdf ps [2/19] Mechanism Design III VCG; group-stratetgy proofness. [Lecture notes:] pdf ps Then, Auction Theory I Revenue equivalence; Definitions. [Handout:] [MM87] pdf ps R. Preston McAfee and John McMillan, Auctions and bidding, J. of Economics Literature, 25:699-738, 1987. [Classics for the Curious:] [V61] pdf psWilliam Vickrey, Counterspeculation, auctions, and competitive sealed tenders, Journal of Finance, 16:8--37, 1961. [2/21] Auction Theory II: Variations; Iterative vs. Sealed Bid; Real World examples. Then, Linear Progamming I: LP Duality, Solutions. [Lecture notes:] pdf ps [Handouts:] Vijay Vazirani, Approximation Algorithms, Springer-Verlag, 2001, pp.93--107. [Par01a] pdf ps Parkes, D.C. Iterative Combinatorial Auctions: Achieving Economic and Computational Efficiency, Ph.D. Dissertation, University of Pennsylvania, 2001, pp. 87--109. [Classic for the Curious:] [Handout] George B. Dantzig, Linear Programming and Extensions, RAND 1963. pp. [vii--x], 12--31, Preface and Origins and Influences. [Homework 3] Distributed, due in class 3/5 pdf ps. [2/26] Linear Programming II (& MicroEcon) Competitive equilibrium, Welfare Theorems. [Lecture notes:] pdf ps [Handout:] Hal R. Varian, Microeconomic Analysis, W.W.Norton 1992, pp. 313--337. Then Integer Programming I:Formulations, Solutions. [Handout:] Laurence A. Wolsey, Integer Programming, John Wiley \& Sons, 1998, pp.1--65. % [2/28] Integer Programming II Relaxtions. [Lecture notes:] pdf ps [Handout:] [Par01b] pdf ps Parkes, D.C. Mechanism Design. Chapter 3 in PhD dissertation, ``Iterative Combinatorial Auctions: Achieving Economic and Computational Efficiency'', May 2001 Department of Computer and Information Science, University of Pennsylvania [Homework 4]distributed; due in class, 3/12,pdf ps . I: Optimal One-Shot Mechanism Design [3/5] Algorithmic Mechanism Design: Shortest-Path [HS01] pdf ps Hershberger, J. and S. Suri, Vickrey Prices and Shortest Paths: What is an edge worth? In Proc. 42nd Annual Symposium on Foundations of Computer Science (FOCS'01), pp.129--140, 2001. [Low-Esparza Slides] ppt [Background motivations] [Nis99] pdf ps Noam Nisan, Algorithms for Selfish Agents, In Proc. 16th Annual Symposium on Theoretical Aspects of Computer Science (STACS'99), pp.1-15, 1999. [3/7] Combinatorial Auctions: Tractable Problems, Optimal Search. [VV00] pdf ps pp. 1-25, 44-66 only de Vries, S. and R. Vohra, Combinatorial Auctions: A Survey, Technial Report, MEDS, Kellogg School of Management, Northwestern, 2000 [ATY00] pdf ps Andersson, A., M. Tenhunen, and F. Ygge. Integer Programming for Combinatorial Auction Winner Determination. In Proc. of the Fourth International Conference on Multiagent Systems (ICMAS-00), 2000. [3/7]Combinatorial Auctions: Optimal Search Methods [SSGL01] pdfpsSandholm, T., S. Suri, A. Gilpin, and D.Levine, CABOB: A Fast Optimal Algorithm for Combinatorial Auctions, In Proc. International Joint Conference on Artificial Intelligence (IJCAI), Seattle, WA. 2001 -->II: Approximate One-Shot Mechanism Design [3/12] Algorithmic Mechanism Design. [pp. 1-21 only] [NR01] pdf ps Nisan, N and A. Ronen, Algorithmic mechanism design, Games and Economic Behavior, 35:166-196, 2001. [3/12]One Parameter Machine Scheduling [AT01] pdfpsAaron Archer and Eva Tardos, In Proceedings of the 42nd IEEE Symposium on Foundations ofComputer Science, 2001-->[3/14] Combinatorial Auctions: Approximations I [pp. 1-16 only] [NR00] pdf ps Nisan, N. and A. Ronen, Computationally Efficient VCG Mechanisms, In Proc. 2nd. ACM Conf. on Electronic commerce (EC'00), 242--252, 2000. [3/19] Combinatorial Auctions: Approximations II [LCS01] pdf ps Lehmann, D., L. O'Callaghan and Y. Shoham, Truth Revelation in Rapid, Approximately Efficient Combinatorial Auctions. Shorter version, Proc. 1st ACM Conf. on E-commerce (EC'99), 96--102, 1999. [Not for discussion.] [KMT00-handout] Kfir-Dahav, N., E., D. Monderer, and M. Tennenholtz, Mechanism Design for Resource Bounded Agents, Proc. International Multiagent Systems Conference (ICMAS-00), p.309-315, 2000 [3/21] Combinatorial Auctions: Approximations III [HKMT01] pdf ps Holzman, R., N. Kfir-Dahav, D. Monderer and M. Tennenholtz, Bundling Equilibrium in Combinatorial Auctions, Working paper, Technion and Stanford, 2001 Spring Break III: Iterative Mechanism Design [4/2] Minimal Preference Elicitation pdfpsParkes, D.C., Minimal Preference Elicitation: An Equilibrium Approach,Working paper, Harvard University, 2002 -->[Par99] pdf ps Parkes, D.C., Optimal Auction Design for Agents with Hard Valuation Problems. In Proc. IJCAI'99 Workshop on Agent Mediated Electronic Commerce (AmEC-99). [4/4] Project Proposals Due (noon); to Arthur Cram, Maxwell-Dworkin 133. Note: I am out of town afternoon 4/2-- evening 4/4, and there is NO CLASS TPDAY. [4/9] Assignment Problem [DGS86] pdf ps Demange, G., D. Gale, and M.Sotomayor, Multi-Item Auctions, Journal of Political Economy, 94, pp 863-872, 1986 [DGS86] pdf ps Leonard, H.B., Elicitation of Honest Preferences for the Assignment of Individuals to Positions, Journal of Poltical Economy 91, pp 463-479, 1983 [4/11] Ascending-Price Combinatorial Auction [PU00] pdf ps Parkes, D. C. and L. H. Ungar, Iterative Combinatorial Auctions: Theory and Practice, In Proc. AAAI'00., 74--81, 2000 [Not for discussion] [Ber90-handout]Bertsekas, D.P., The auction algorithm for assignment and network flow problems: A tutorial. Interfaces, 20(4):133-149, 1990 [4/16] Ascending-Price Generalized Vickrey Auction [PU02] pdf Parkes, D. C. and L. H. Ungar, Ascending Price Generalized Vickrey Auctions, Working paper, Harvard University, 2002 [Not for discussion] [BVVS01] pdf ps Bikchandani, S., S. de Vries, R. Vohra, and J. Schummer, Linear Programming and Vickrey Auctions, Working paper, MEDS, Kellogg School of Management, Northwestern University, 2001 [4/18] Guest Lecture: Paul Milgrom [M02] ps pdf P. Milgrom, Putting Auction Theory to Work, MIT Press, 2002 (ch. 1) IV: Network Implementation [4/23] Distributed Algorithmic Mechanism Design [S01] pdf ps Scott Shenker, Open Problems in Distributed Mechanism Design, Presentation to DIMACS Workshop on Computational Issues in Game Theory and Mechanism Design, Oct. 31, 2001. [4/25] Multicast Cost Sharing [FPS01] pdf ps Feigenbaum, J., C. Papadimitriou and S. Shenker, Sharing the Cost of Multicast Transmissions, Journal of Computer and System Sciences 63 (2001), pp. 21-41. (Special issue on Internet Algorithms.) [Not for discussion.][JV01] pdf ps Jain, K. and V. Vazirani, Applications of approximation algorithms to cooperative games. In Proc. 33rd Annual ACM Symp. on Theory of Computing, (STOC'01) pp.364--372, 2001. [4/30] Network Protocol Friendly Methods [FPSS02] pdf ps Feigenbaum, J., C. Papadimitriou, R. Sami, and S. Shenker, Incentive-Compatible Interdomain Routing, Working paper, Yale University, 2002 V: Conclusions [5/2] Open Problems and Summary [Pap01] pdf ps Papadimitriou, C. H. Algorithms, Games, and the Internet In Proc. STOC 2001 A survey of algorithmic problems related to Game Theory and the Internet.

VI: Class Projects [5/13] Project Presentations [5/15] Project Reports Due Additional Reading: Strictly Not For This Class! [FKSS01-PDF] Feigenbaum, J., A. Krishnamurty, R. Sami, and S. Shenker, Approximation and Collusion in Multicast Cost Sharing, Submitted for publication. Abstract appears in Proceedings of the 3rd Conference on Electronic Commerce, ACM Press, 2001 [NR00-PDF]Nisan, N. and A. Ronen, Computationally Efficient VCG Mechanisms, In Proc. ACM E-commerce, 242--252, 2000, Section 4, discussion of ``appeal functions'' [Ron01]A. Ronen, Mechanism Design with Incomplete Languages, In Proc. ACM E-commerce, 105--114, 2001 [N01-PDF]Need to get the new citation Nisan, N., The Communication Complexity of Combinatorial Auctions, Working paper, Hebrew University, 2001 [N00-PDF]Nisan, N., Bidding and Allocation in Combinatorial Auctions, In Proc. ACM E-commerce, 2000[HB00-PS]Hoos, H. and C. Boutilier, Bidding Languages for Combinatorial Auctions, In IJCAI'01 [W93-PS]Wellman, M., A market-oriented programming environment and its application to distributed multicommodity flow problems. Journal of Artificial Intelligence Research, 1:1-23, 1993 [WWWMM00-PS]Wellman, M., W.E.Walsh, P.R.Wurman, J.K. MacKie-Mason, Auction protocols for decentralized scheduling, Games and Economic Behavior, 2001 [S93-PS]Sandholm, T., An Implementation of the Contract Net Protocol Based on Marginal Cost Calculations. In Proc. Eleventh National Conference on Artificial Intelligence (AAAI-93), Washington DC, pp. 256-262. [SSGL01]Sandholm, T., S. Suri, A. Gilpin, and D.Levine, CABOB: A Fast Optimal Algorithm for Combinatorial Auctions, In Proc. International Joint Conference on Artificial Intelligence (IJCAI), Seattle, WA. 2001 [Ron01]A. Ronen, Mechanism Design with Incomplete Languages, In Proc. ACM E-commerce, 105--114, 2001 [Rab01] Tal Rabin, DIMACS [LS01-PDF]Larson, K. and T.Sandholm, Costly Valuation Computation in Auctions: Deliberation Equilibrium. In Proc. Theoretical Aspects of Reasoning about Knowledge (TARK), pp. 169-182, Siena, Italy, July 8-10. [FLS99-PDF]Fujishjima, Leyton-Brown and Shoham, Taming the Computational Complexity of Combinatorial Auctions: Optimal and Approximate Approaches, In Proc. IJCAI'99 [ZN01-PDF]Zurel, E. and N. Nisan, An Efficient Approximate Allocation Algorithm for Combinatorial Auctions, In Proc. ACM Electronic Commerce Conf., Tampa FL, 2001 [HB00-PS]Hoos, H. and C. Boutilier, Solving Combinatorial Auctions using Stochastic Local Search, In. Proc. AAAI'00 [ORC01-PDF]Orlin, J., R. Ramaswamy and N. Chakravarty, Sensitivity Analysis for Shortest Path Problems and Maximum Capacity Path Problems in Undirected Graphs, Operations Research Center Working Paper. April 2001. [CS01] Conen, W. and T. Sandholm, Preference Elicitation in Combinatorial Auctions, In Proc. ACM Conf. on Electronic Commerce, 256--259, 2001 [Par01-PS]Parkes, D. C., Bounded-Rational Compatible Auctions and Myopic best-response. Chapter 8, Ph.D. Dissertation ``Iterative Combinatorial Auctions: Achieving Economic and Computational Efficiency'', May 2001. Department of Computer and Information Science, University of Pennsylvania.

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藤椅
nie 发表于 2004-10-21 23:24:00 |只看作者 |坛友微信交流群

柏金斯的这个课程提纲很前沿,用的手段国内难以学习,据我所知,好像国内高校还没有人用计算机模型来处理多人博弈问题。田国强倒是做这个的。

不过,如果楼主看了一些文章,可以试着提一些问题,大家讨论试试看。

天下滔滔,我看到象牙塔一座一座倒掉, 不禁为那些被囚禁的普通灵魂感到庆幸, 然而,当我看到, 还有少数几座依然不倒, 不禁对它们肃然起敬, 不知坚守其中的, 是怎样一些灵魂?

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板凳
lailai80 发表于 2004-10-22 23:17:00 |只看作者 |坛友微信交流群

版主客气了,我也只是粗略读过其中一小部分非技术性的文献,并且弄的不是很明白。但确实乐意和大家讨论,交流,共同提高。

版主总是这么客气,水平也不错!

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报纸
jqp 发表于 2007-10-15 19:42:00 |只看作者 |坛友微信交流群

祝贺获得2007年诺贝尔奖

祝贺获得2007年诺贝尔奖

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地板
deezhi 发表于 2007-11-20 11:06:00 |只看作者 |坛友微信交流群

好东西;

我硕士是做激励机制的,当时主要读的文献是laffont, Martimort, Tirole,多是一知半解。因为这家伙还是太难。不过,最近在考虑博士选题的问题,打算继续这方面的努力,做到关于组织层面的激励机制设计问题。

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7
marcus10 发表于 2010-8-29 10:38:11 |只看作者 |坛友微信交流群
韦增坤 发表于 2009-4-22 18:13
各位朋友大家好,我这学期开了门contract theory,请问我应该看哪些相关的书或者文献呢?老师说这个和mechanism design有联系的~
教书之人却不懂教之为何物..............

可怜了你的学生~~~~

误认子弟之师也!鲜活的例子
北大中文系毕业现在研究考古学

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8
marcus10 发表于 2010-8-29 10:46:49 |只看作者 |坛友微信交流群
这个教授是哈佛division of engineering and applied science的!
你们先搞清楚这个division是干嘛的再去搞研究吧!
最起码你看看人家这门课是开在什么系下!

国内人多通病就是,跟风!
唉!你们报报你们的backgaround知识结构,
看看你们有无能力搞这方面研究再说吧!

你们理解不透,根据你们自己的理解,写些书或者非技术性的文章教给你们的学生,
学生听不懂,事实而非,觉得很高深,或者再按照自己的理论(从你们那里获得的错误思路和理论信息)应用到自己一生的人生实践中(有可能有的学生不会读研也不会读博!只是当了公务员)................

我为什么说中国人学西方的东西,就是学一个皮毛!
北大中文系毕业现在研究考古学

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9
one-fossil 发表于 2011-1-6 21:32:38 |只看作者 |坛友微信交流群
marcus10 发表于 2010-8-29 10:46
这个教授是哈佛division of engineering and applied science的!
你们先搞清楚这个division是干嘛的再去搞研究吧!
最起码你看看人家这门课是开在什么系下!

国内人多通病就是,跟风!
唉!你们报报你们的backgaround知识结构,
看看你们有无能力搞这方面研究再说吧!

你们理解不透,根据你们自己的理解,写些书或者非技术性的文章教给你们的学生,
学生听不懂,事实而非,觉得很高深,或者再按照自己的理论(从你们那里获得的错误思路和理论信息)应用到自己一生的人生实践中(有可能有的学生不会读研也不会读博!只是当了公务员)................

我为什么说中国人学西方的东西,就是学一个皮毛!
说的太到位了。国内、特别是网络论坛里很多人对经济学这个学科以及一些学科基本概念的理解,有时候让人觉得很好笑。。
就拿BNE这个最基本的概念来说,论坛上很多天天高谈什么博弈论的人根本连皮毛都没理解到。

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10
research 发表于 2011-7-25 23:18:09 |只看作者 |坛友微信交流群
俺对此方向也是外行,
不懂, 俺们可以笨鸟先飞,
读读这两位专家的书吧,啃它一年半载!


Yoav Shoham
Stanford University

Kevin Leyton-Brown
University of British Columbia

cover.gif

Multiagent Systems
Algorithmic, Game-Theoretic, and Logical Foundations
Cambridge University Press, 2009

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