機制設計

機制設計（粵拼：gei1 zai3 cit3 gai3；英文：mechanism design）係經濟學同博弈論嘅一個子領域，重點係採取一個工程學嘅思考方式嚟設計經濟：科學會運用科學方法了解世界，而工程學就係靠科學得到嘅知識嘗試設計出有用嘅技術；經濟學同機制設計之間嘅關係一樣－經濟學運用科學方法研究人類分配有限資源嘅過程，而機制設計就會運用經濟學得到嘅知識，務求設計出適當嘅政策，令人類有足夠嘅誘因做出政策制定者想佢哋做嘅決策^[1][2]。機制設計又有叫掉轉博弈論（reverse game theory）－博弈論分析做嘅係由一個經濟環境嘅規則，預計決策者會做出乜行為，而機制設計就掉返轉，做嘅嘢係由「想要嘅行為」做起點，再思考要制定乜嘢規則先可以引誘人做出呢啲行為^[3]。

機制設計嘅抽象圖解

想像幅附圖：附圖左上角嘅空間 ${\displaystyle \Theta }$ 包含可能採取嘅行動同策略，而右上角嘅空間 X 包含可能嘅報償，${\displaystyle f(\theta )}$ 函數講明每個行動或者策略 ${\displaystyle \theta }$ 嘅相應報償，${\displaystyle M}$ 代表機制設計者向博弈者傳達嘅資訊，${\displaystyle g}$ 代表個博弈環境，均衡狀態 ${\displaystyle \xi (M,g,\theta )}$ 要設計成達到某啲特定嘅 ${\displaystyle f(\theta )}$。

步驟

做機制設計嘅步驟大致上如下^[4]：

• 定義是次機制設計嘅目的，想要引誘人做出乜行為；
• 由每個個體嘅角度出發，用博弈論思考嗰個個體嘅效益（utility）函數係乜樣，當中可以涉及行為經濟學嘅考量（例：${\displaystyle v=a_{i}(v_{i}+\lambda s)}$，${\displaystyle v}$ 代表個人做理想行為會得到嘅滿足感，${\displaystyle v_{i}}$ 同 ${\displaystyle s}$ 等代表已知會影響滿足感嘅因素），得出一個描述個體行為嘅數學模型；
• 運用微積分等嘅數學技術，計吓柞因素（${\displaystyle v_{i}}$ 同 ${\displaystyle s}$ 等）要設成乜數值，先可以令個人做出理想行為嘅機率最大化（${\displaystyle v}$，假設 ${\displaystyle v}$ 最大化等如個人會做理想行為嘅機率都最大化）－如果柞因素係政策制定者有權力控制嘅，噉就可以得出一個「要採取乜行動」嘅具體計劃。

睇埋

• 經濟學
• 博弈論
• 市場設計
• 遊戲設計
• 虛擬經濟

參考文獻

• Clarke, Edward H. (1971). "Multipart Pricing of Public Goods" (PDF). Public Choice. 11 (1): 17–33. doi:10.1007/BF01726210. JSTOR 30022651.
• Gibbard, Allan (1973). "Manipulation of voting schemes: A general result" (PDF). Econometrica. 41 (4): 587–601. doi:10.2307/1914083. JSTOR 1914083.
• Groves, Theodore (1973). "Incentives in Teams" (PDF). Econometrica. 41 (4): 617–631. doi:10.2307/1914085. JSTOR 1914085.
• Harsanyi, John C. (1967). "Games with incomplete information played by "Bayesian" players, I-III. part I. The Basic Model". Management Science. 14 (3): 159–182. doi:10.1287/mnsc.14.3.159. JSTOR 2628393.
• Mirrlees, J. A. (1971). "An Exploration in the Theory of Optimum Income Taxation". Review of Economic Studies. 38 (2): 175–208. doi:10.2307/2296779. JSTOR 2296779.
• Myerson, Roger B.; Satterthwaite, Mark A. (1983). "Efficient Mechanisms for Bilateral Trading". Journal of Economic Theory. 29 (2): 265–281. doi:10.1016/0022-0531(83)90048-0.
• Satterthwaite, Mark Allen (1975). "Strategy-proofness and Arrow's conditions: Existence and correspondence theorems for voting procedures and social welfare functions". Journal of Economic Theory. 10 (2): 187–217. CiteSeerX 10.1.1.471.9842. doi:10.1016/0022-0531(75)90050-2.
• Vickrey, William (1961). "Counterspeculation, Auctions, and Competitive Sealed Tenders" (PDF). The Journal of Finance. 16 (1): 8–37.

參考書

• Chapter 7 of Fudenberg, Drew; Tirole, Jean (1991), Game Theory, Boston: MIT Press, ISBN 978-0-262-06141-4. A standard text for graduate game theory.
• Chapter 23 of Mas-Colell; Whinston; Green (1995), Microeconomic Theory, Oxford: Oxford University Press, ISBN 978-0-19-507340-9. A standard text for graduate microeconomics.
• Milgrom, Paul (2004), Putting Auction Theory to Work, New York: Cambridge University Press, ISBN 978-0-521-55184-7. Applications of mechanism design principles in the context of auctions.
• Noam Nisan. A Google tech talk on mechanism design.
• Legros, Patrick; Cantillon, Estelle (2007). "What is mechanism design and why does it matter for policy-making?". Centre for Economic Policy Research.
• Roger B. Myerson (2008). "Mechanism Design," The New Palgrave Dictionary of Economics Online, Abstract.

攷

1. Abdulkadiroğlu, A., & Sönmez, T. (2003). School choice: A mechanism design approach. American economic review, 93(3), 729-747.
2. Yang, D., Xue, G., Fang, X., & Tang, J. (2012, August). Crowdsourcing to smartphones: Incentive mechanism design for mobile phone sensing. In Proceedings of the 18th annual international conference on Mobile computing and networking (pp. 173-184). ACM.
3. Mechanism Design Theory.
4. Bowles, S., & Hwang, S. H. (2008). Social preferences and public economics: Mechanism design when social preferences depend on incentives. Journal of Public Economics, 92(8-9), 1811-1820.

拎

• Eric Maskin, "Nobel Prize Lecture" delivered on 8 December 2007 at Aula Magna, Stockholm University.