论文标题
通过评分规则与信息获取合同
Contracts with Information Acquisition, via Scoring Rules
论文作者
论文摘要
我们考虑一个主要代理问题，代理商可以在采取隐藏诉讼之前私下选择获取相关信息。该模型概括了两个特殊情况：经典的道德危害设置，以及最近研究的激励信息获取（IA）的问题。我们表明，所有这些问题都可以简化为适当评分规则的设计。在有限的责任条件下，我们分别考虑特殊情况，然后考虑一般问题。我们为IA的特殊情况提供了新的结果，为一般多维问题提供了封闭形式的“尖头多面体锥”解决方案。我们还描述了针对经典合同问题的基于几何，评分规则的解决方案。最后，我们为通过信息获取的合同的一般问题提供了有效的算法。
We consider a principal-agent problem where the agent may privately choose to acquire relevant information prior to taking a hidden action. This model generalizes two special cases: a classic moral hazard setting, and a more recently studied problem of incentivizing information acquisition (IA). We show that all of these problems can be reduced to the design of a proper scoring rule. Under a limited liability condition, we consider the special cases separately and then the general problem. We give novel results for the special case of IA, giving a closed form "pointed polyhedral cone" solution for the general multidimensional problem. We also describe a geometric, scoring-rules based solution to the case of the classic contracts problem. Finally, we give an efficient algorithm for the general problem of Contracts with Information Acquisition.
