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Implementation with a Bounded Action Space

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Author Info
Liad Blumrosen ()
Michal Feldman ()
Abstract

While traditional mechanism design typically assumes isomorphism between the agents' type- and action spaces, in many situations the agents face strict restrictions on their action space due to, e.g., technical, behavioral or regulatory reasons. We devise a general framework for the study of mechanism design in single-parameter environments with restricted action spaces. Our contribution is threefold. First, we characterize sufficient conditions under which the information-theoretically optimal social-choice rule can be implemented in dominant strategies, and prove that any multilinear social-choice rule is dominant-strategy implementable with no additional cost. Second, we identify necessary conditions for the optimality of action-bounded mechanisms, and fully characterize the optimal mechanisms and strategies in games with two players and two alternatives. Finally, we prove that for any multilinear social-choice rule, the optimal mechanism with k actions incurs an expected loss of O(1/k^2) compared to the optimal mechanisms with unrestricted action spaces. Our results apply to various economic and computational settings, and we demonstrate their applicability to signaling games, public-good models and routing in networks.

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Paper provided by Center for Rationality and Interactive Decision Theory, Hebrew University, Jerusalem in its series Discussion Paper Series with number dp412.

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Length: 25 pages
Date of creation: Dec 2005
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Handle: RePEc:huj:dispap:dp412

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  1. Chwe, Michael Suk-Young, 1989. "The discrete bid first auction," Economics Letters, Elsevier, vol. 31(4), pages 303-306, December. [Downloadable!] (restricted)
  2. Rothkopf, Michael H. & Harstad, Ronald M., 1994. "On the role of discrete bid levels in oral auctions," European Journal of Operational Research, Elsevier, vol. 74(3), pages 572-581, May. [Downloadable!] (restricted)
  3. Athey, Susan, 2001. "Single Crossing Properties and the Existence of Pure Strategy Equilibria in Games of Incomplete Information," Econometrica, Econometric Society, vol. 69(4), pages 861-89, July.
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  4. Mark A. Satterthwaite & Steven R. Williams, 2002. "The Optimality of a Simple Market Mechanism," Econometrica, Econometric Society, vol. 70(5), pages 1841-1863, September. [Downloadable!] (restricted)
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