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Principal Agent Model

 运筹与优化  2071
Asymmetric information can lead to inefficiencies. We devote our analysis to the principal-agent model—in which there is only one party on each side of the market. The party who proposes the contract is called the……
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Deterministic Dynamic Programming

 运筹与优化  1351
Deterministic Dynamic Programming 考虑一个标准的 discounted utility model: $$ \begin{aligned} \max_{\{c_t\}_{t=0}^\infty}\; & U= \sum_{t=0}^\infty \beta^t u(c_t) \\ \text{ s.t. } & \sum_{t=0}^\infty c_t \leq I \end{aligned} $$ 决策者面临一个跨时期……
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Bass Model and Diffusion

 运筹与优化  881
The Bass model or Bass diffusion model1 was developed by Frank Bass. It consists of a simple differential equation that describes the process of how new products get adopted in a population. The model presents a rationale of how current adopters and……
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Multi-armed Bandits (4)

 运筹与优化/MAB  310
Proof of Thompson Sampling 对于 Bernoulli Bandit 来说，它的 Bayesian regret 就是 $$ \operatorname{BR}(T) = \sum_{t=1}^T\mathbb{E}_{\theta \sim \text{prior}} \left[ \, \mathbb{E}[\mu(a^\ast)-\mu(a_t) \mid \mathcal{F}_t \, ] \, \right] $$ 对任意的 $U_t$……
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Price Discrimination with Fairness Constraints

 论文简读  381
发表在 Management Science, 2022. DOI: https://doi.org/10.1287/mnsc.2022.4317 Keywords: fairness; price discrimination; personalization; social welfare 文章主要围绕两个问题展开： How do we model fairness in the context of pricing? What is the impact……
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Network Games

 运筹与优化  126
We provide a framework to analyse such strategic interactions when neighbourhood structure, modelled in terms of an underlying network of connections, affects payoffs. In our framework, individuals are partially informed about the structure of the social network. The introduction of incomplete information……
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Social Network Analysis

 运筹与优化  947
Clustering Coefficient Triadic Closure Triadic closure: The tendency for people who share connections in a social network to become connected. Local clustering coefficient of a node: Fraction of pairs of the node’s friends that are friends with……
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