论文标题
动态信息设计：最佳顺序信息披露的一个简单问题
Dynamic Information Design: A Simple Problem on Optimal Sequential Information Disclosure
论文作者
论文摘要
我们在有限的摩托子设置中研究了动态信息设计问题，该设置包括两个战略和长期优化剂，即主（HE）和一个检测器（SHE）。校长观察了马尔可夫链的演变，马尔可夫链具有两个状态，一个“好”和一个“坏”吸收状态，并且必须决定如何将信息顺序披露给检测器。检测器的唯一信息包括她从校长那里收到的消息。检测器的目标是尽可能准确地探测从好状态到坏状态的跳跃时间。校长的目标是尽可能将探测器从侦探跳到不良状态。对于此设置，我们确定本金和检测器的最佳策略。探测器的最佳策略是通过对良好状态的后方信仰的时变阈值来描述的。我们证明，在时间阈值之前，本金不给探测器不提供任何信息是最佳选择，而是在阈值时运行混淆探测器的混合策略，然后揭示真实的状态。我们提出了一种算法，该算法既决定了最佳的时间阈值，又可以通过本金可以采用的最佳混合策略。我们通过数值实验表明，这种最佳顺序机制显着超过了文献中提出的任何其他信息披露策略。
We study a dynamic information design problem in a finite-horizon setting consisting of two strategic and long-term optimizing agents, namely a principal (he) and a detector (she). The principal observes the evolution of a Markov chain that has two states, one "good" and one "bad" absorbing state, and has to decide how to sequentially disclose information to the detector. The detector's only information consists of the messages she receives from the principal. The detector's objective is to detect as accurately as possible the time of the jump from the good to the bad state. The principal's objective is to delay the detector as much as possible from detective the jump to the bad state. For this setting, we determine the optimal strategies of the principal and the detector. The detector's optimal strategy is described by time-varying thresholds on her posterior belief of the good state. We prove that it is optimal for the principal to give no information to the detector before a time threshold, run a mixed strategy to confuse the detector at the threshold time, and reveal the true state afterwards. We present an algorithm that determines both the optimal time threshold and the optimal mixed strategy that could be employed by the principal. We show, through numerical experiments, that this optimal sequential mechanism significantly outperforms any other information disclosure strategy presented in literature.
