早稲田木曜セミナー (早稲田大学現代政治経済研究所船木部会研究会)
- 「数理経済学、社会的選択論、ゲーム理論、実験経済学」を
テーマとしたセミナーです.
- 毎月2,3回,原則的に木曜の16時30分から18時に
早稲田大学早稲田キャンパス1号館4階401教室で開催されます.
- 興味を持たれた方は日程等をご確認の上,直接会場にお越し下さい.事前連絡等は不要です.
- スケジュール(予定)は下記をご参照下さい.
- 早稲田キャンパス1号館の位置はこちらをご覧ください。
- お問い合わせや報告の希望等は waseda.economics.seminer@gmail.com までご連絡下さい.
近日開催セミナー詳細
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2012年5月17日(木) 16時30分から18時00分
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場所:早稲田大学早稲田キャンパス1号館4階1-401教室
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報告者 星野匡郎(東京工業大学大学院情報理工学系研究科助手)
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題目:Estimation of Semiparametric
Binary Choice Models with Missing Response Data
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概要:This study investigates
identification of parameters in the semiparametric binary choice models when
there are nonignorable nonresponses. We propose an estimation procedure for the
identified set of parameters based on the special regressor approach, Lewbel
(2000). We show that the estimator for the identified set is consistent in the
Hausdorff metric. To demonstrate the availability of the proposed methodology,
we present an empirical case study consisting of an economic valuation of a
landscape with a dichotomous choice contingent valuation.
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日程
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報告者(所属)
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報告タイトル
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4月26日(木)
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Noemí
Navarro
(Université de Sherbrooke)
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How
to Add Apples and Pears:
Non-Symmetric Nash Bargaining and
the Generalized Joint Surplus
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5月17日(木)
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星野匡郎(東京工業大学)
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Estimation
of Semiparametric Binary Choice Models with Missing Response Data
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終了したセミナー
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2012年4月16日(木) 16時30分から18時00分
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場所:早稲田大学早稲田キャンパス1号館4階1-401教室
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報告者Noemí Navarro(Université de Sherbrooke)
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題目: "How to Add Apples and
Pears: Non-Symmetric Nash Bargaining and the Generalized Joint Surplus"
(joint with Samuel Danthine)
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概要:We generalize the
equivalence of the non-symmetric Nash bargaining solution and the linear
division of the joint surplus when bargainers use different utility scales.
This equivalence in the general case requires the surplus each agent receives
to be expressed in compatible, or comparable, units. This result is valid in
the case of bargaining over multiple-issues. Our conclusions have important
implications for comparative static exercises and calibrated work. For example,
when comparing the joint surplus of economies with different preferences, it is
crucial to lay out the surplus in terms of one utility unit or the other. On
the other hand, while it is necessary to transform the units when expressing
the non-symmetric Nash bargaining solution as a share of the joint surplus, it
is not necessary to perform a unit transformation when maximizing directly the
generalized Nash product. Finally, we discuss the requirements on the
curvatures of the agents’ utility functions, or, in
other words, on the bargainers’ attitudes towards risk.
終了したセミナー
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日程
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報告者(所属)
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報告タイトル
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10月3日(月)
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Ron
Harstad 氏
(Univ. of Missour)
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Political
Economy Field Experiments Become Possible
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10月13日(木)
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Dimitry
Rtischev 氏
(学習院大学)
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Evolution
of preferences, mindsight, and cooperation
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10月20日(木)
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石川竜一郎 氏
(筑波大学)
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ヴィクセル型取引ネットワークにおけるエッジワース競争の分析
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11月24日(木)
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宮城島 要 氏 (早稲田大学)
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Education
inequality among different social groups
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12月15日(木)
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田中 知美氏
(アリゾナ州立大学)
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Does
Marriage Work as a Savings Commitment Device?
: Experimental Evidence from Vietnam
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1月19日(木)
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土橋 俊寛 氏
(大東文化大学)
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Sequential
Internet auctions with different ending rules
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3月1日(木)
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和田良子氏(敬愛大学)
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A
Factor Analysis of Transaction Costs in Time Preference Experiments
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3月1日(木)
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鍵原理人氏
(福岡大学経済学部)
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囚人のジレンマにおける協力の選択に対する非協力探知型情報構造の効果についての実験的研究
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- 日時:5月26日(木)16時30分から18時00分
- 場所:早稲田大学早稲田キャンパス1号館4階401教室
- 報告者:原 千秋 氏(京都大学経済研究所)
- 題目:Heterogeneous
impatience and dynamic inconsistency
- 概要:It has
been well known in the literature that the representative consumer of
individual consumers having heterogeneous impatience has decreasing
impatience, and, hence, is dynamically inconsistent. However, it has not
been investigated whether any sort of higher degree of heterogeneity leads
to any sort of higher degree of dynamic inconsistency. In this paper, we
use the cumulant-generating function of the wealth-weighted distribution
of subjective discount rates and the definition by Prelec (2004) of the
measure of dynamic inconsistency, and show that the more convex the
cumulant-generating function is, the more dynamically inconsistent the
representative consumer is.
- 日時:6月2日(木)16時30分から18時00分
- 場所:早稲田大学早稲田キャンパス1号館4階401教室
- 報告者:武岡 則男 氏(横浜国立大学)
- 題目:Stochastic
Endogenous Time Preference
- 概要:Preference
for flexibility arises inherently in sequential decision making. However,
a majority of the literature accommodating this behaviorhas limitations to
capture changing preference for flexibility across time. This study
incorporates the histories of past consumption into an infinite horizon
extension of Dekel, Lipman, and Rustichini (2001), and models a decision
maker who may change preference for flexibility according to her histories
of past consumption. In particular, we focus on a decision maker having
preference for flexibility because she is uncertain about future time
preference or discount factors, and such uncertainty evolves according to
histories of past consumption. Within our framework, we can compare
attitude toward flexibility across different histories, in terms of a
trade-off between earlier but smaller rewards and later but larger
rewards. This comparison characterizes a property of the representation in
which the decision maker's belief about future discount factors at some
history is greater than her belief at another history in the increasing
convex and concave stochastic orders. That is, the former belief is
interpreted as being more patient than the latter in a stochastic sense.
- 日時:6月16日(木)16時30分から18時00分
- 場所:早稲田大学早稲田キャンパス1号館4階401教室
- 報告者:篠 潤之介 氏(京都大学経済研究所)
- 題目:A
Positive Theory of Fixed-Rate Funds-Supplying Operations in an
Accommodative Financial Environment
- 概要:This
paper studies bidding behaviors in ?xed-rate funds-supplying auctions
using a simple game-theoretic model. While the existing literature argues
that such auction schemes are vulnerable to the overbidding problem, the
bid-to-cover ratio for the Bank of Japan’s current
?xed-rate operations has remained stable. We modify the stylized repo game
by incorporating the current framework of ?xed-rate funds-supplying
auctions operated by the Bank of Japan and the accommodative ?nancial
environment recently experienced in Japan. It is shown that any stable bid-to-cover
ratios other than either undersubscription or overbidding can be supported
by an equilibrium in the modi?ed game.
- 日時:7月14日(木)16時30分から18時00分
- 場所:早稲田大学早稲田キャンパス1号館4階401教室
- 報告者:星野 匡郎 氏(東京工業大学)
- 題目:Quantile
regression in spatial autoregressive semivarying-coefficient models
- 概要:This
study develops a quantile regression estimator for the spatial
autoregressive semivarying-coefficient model. Semivarying-coefficient
models assume that some of the regression coefficients vary with some
known variables, while other coefficients are fixed to be constant. The
proposed model is general in that it encompasses both the standard spatial
autoregressive model and the geographically weighted regression model. For
model stimation, we use a two-step GMM approach. We establish the
asymptotic properties for the estimator including consistency and
asymptotic normality. Under certain conditions, it is shown that the
constant coefficient estimator is root-n-consistent, and that the
functional coefficient estimator has the oracle property. The finite
sample properties of the estimator are assessed using a set of Monte Carlo
experiments. Finally, the proposed estimator is applied to the well-known
Boston housing data of Harrison and Rubinfeld (1978). The estimated
coefficients including the spatial autocorrelation parameter show a
certain degree of heterogeneity at different quantiles and different
locations.
- 日時:7月28日(木)16時30分から18時00分
- 場所:早稲田大学早稲田キャンパス1号館4階401教室
- 報告者:大垣 昌夫 氏(慶應義塾大学)
- 題目:Cultures,
Worldviews, and Intergenerational Altruism
- 概要:This
paper presents empirical evidence concerning e
ects of cultural differences on parents' attitudes toward children from
unique U.S. and Japanese survey data. These data sets have been collected
by Osaka University, and contain questions concerning worldviews and
religions, hypothetical questions about parental
behavior, and questions about socioeconomic variables. The data show that
U.S. parents tend to be tougher than Japanese parents toward young
children. Our evidence suggests that contents of worldview beliefs held by
parents affect parents' attitudes toward children. Our empirical evidence
also indicates that people who are con
dent about issues related to worldviews tend to show tough attitudes
toward their children. Because U.S. parents are much more con
dent than Japanese parents in worldview issues on the average, this
cultural di
erence helps explain a substantial portion of the difference in parental
attitudes between U.S. and Japanese parents.
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日時:2011年10月3日(月) 16時30分から18時00分
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場所:早稲田大学早稲田キャンパス1号館2階現代政治経済研究所会議室
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報告者:Ron Harstad, (Univ. of
Missouri)
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題目: Political Economy Field
Experiments Become Possible.
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概要:An important part of a field
experiment measuring the effectiveness of a proposed
policy (social, environmental, public god provision, etc.) would be to gather information about its allocative efficiency. Efficiency measures are a standard part of lab experiments in economics. The talk will explain
how efficiency is measured in the lab, why that method cannot
be used in the field, and propose a new definition and new method that would allow observing allocative efficiency in the
field. Initial demonstrations of the methodology will
be discussed.
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日時:2011年10月13日(木) 16時30分から18時00分
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場所:早稲田大学早稲田キャンパス1号館4階1-401教室
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報告者:Dimitry Rtischev 氏 (学習院大学)
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題目: Evolution of preferences,
mindsight, and cooperation
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概要:Even in anonymous one-shot
interactions humans often do not behave as if each is
maximizing his own payoff while assuming others do the same. This propensity to
sidestep the logic of Nash equilibrium and the common knowledge of rationality
can lead to more cooperation and economically better outcomes in social dilemma
situations. But can such a
propensity evolve among self-interested agents? Taking hints from evolutionary
psychology and interpersonal neurobiology, we focus on mindsight, the
capability to perceive how another person is disposed to behave. We model the evolution of preferences
and mindsight in a population of self-interested agents living in an
environment that requires team production for survival and reproduction. We
show that if agents are randomly matched to play a two-agent team production
game, preferences and mindsight may evolve, allowing agents to partially overcome
the social dilemma within each dyad and produce significantly more than in Nash
equilibrium, but not as much as under full cooperation.
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日時:2011年10月20日(木) 16時30分から18時00分
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場所:早稲田大学早稲田キャンパス1号館4階1-401教室
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報告者:石川竜一郎 氏 (筑波大学)
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題目: ヴィクセル型取引ネットワークにおけるエッジワース競争の分析
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概要:本稿では、経済取引を行う相手がヴィクセル的三角形のネットワーク構造で制約された取引の分析例を示す。この分析は、取引ネットワークに参加する経済主体の人数で分類して進められる。取引主体の人数で分類した分析を通じて、その増加が競争的取引にどのように影響を及ぼすかを明示的に扱う。特に本稿では、経済取引のコア配分の集合の包含関係を通じて競争的取引への影響を検証する。
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日時:2011年12月15日(木) 16時30分から18時00分
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場所:早稲田大学早稲田キャンパス1号館4階1-401教室
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報告者:田中 知美 氏 (Arizona State
University)
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題目: Does Marriage Work as a
Savings Commitment Device? :Experimental Evidence from Vietnam
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概要:We conducted a time
discounting experiment with married couples, and examined how time preferences, particularly time inconsistency, affect intrahousehold financial decision making. Our experimental results
suggest people are more patient when they make decisions jointly with their
spouses. The analysis of survey data shows time-inconsistent individuals turn
over smaller percentages of their earnings to their spouses. Time-inconsistent
husbands are more likely to keepcash within households compared with
time-consistent husbands. Time-inconsistent individuals are given smaller
amounts of allowances, but they tend to conceal money to compensate. In
addition, time-inconsistent subjects choose not to ask their spouses to keep
their experimentalearnings and save it for them in the experiment. This study
shows marriage does not function (or may counteract) as a savings commitment device,
especially for time-inconsistent individuals. This implies households need
external savings commitment devices such as ROSCAs to protect money from
spouses who have hyperbolic preferences.
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日時:2012年1月19日(木) 16時30分から18時00分
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場所:早稲田大学早稲田キャンパス1号館4階1-401教室
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報告者:土橋 俊寛 氏 (大東文化大学)
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題目: Sequential Internet
auctions with different ending rules
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概要:Two ending rules, a soft
close and a hard close, exist in Internet auctions. The
hard close auction involves a fixed deadline, while the deadline in the soft close auction may be extended if at least one
bid is submitted in the final few minutes. Thus, the
soft close allows buyers to submit ofter observing the
opponent’s bids even in the last minutes. Ending rules change both the seller’s and the buyers’ strategies. In a
sequential auction with the soft close, buyers have a stronger
incentive to wait for low reserve prices in the future, and a seller chooses lower reserve prices.
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2012年3月1日(木) @16時00分から17時00分 A17時00分から18時00分
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場所:早稲田大学早稲田キャンパス1号館4階1-401教室
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報告者@:和田良子氏(敬愛大学)
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題目: A Factor Analysis of
Transaction Costs in Time Preference Experiments
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概要:実験により計測された時間選好率が高すぎることは良く知られているが,我々の研究は,時間選好率の計測結果に含まれるバイアスを取り除いて,純粋な時間選好に近いものを計測する試みである.バイアスの要因は時間選好率を測る実験の手法に共通かつ不可避なものである.確実な今すぐの報酬の受けとりと等価な将来報酬を回答させるとき,実験者への報酬の預託コストと後日報酬を受け取るコストがあると考えられる.この2つについて,1回のみの報酬受け取りによる先行研究では区別できなかったが,我々は報酬受取りを2回にしたことで,各要素の分離が可能になり,その結果,より低い時間選好率を得た.
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報告者A:鍵原理人氏(福岡大学経済学部)
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題目:囚人のジレンマにおける協力の選択に対する非協力探知型情報構造の効果についての実験的研究
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概要:囚人のジレンマの利得構造の下で,プレイヤーの先手/後手の手番はランダムに決められ,先手が非協力行動を選択する場合にのみその行動が後手によって観察されるとする.このゲームと通常の囚人のジレンマとの相違は情報構造の違いに帰着する.情報構造がこのように修正された囚人のジレンマを非協力探知型情報構造を持つ囚人のジレンマと呼ぶ.非協力探知型情報構造を持つ囚人のジレンマには,利得構造がある一定の条件を満たすとき,双方のプレイヤーが協力的戦略を選択して協力行動がプレイされるナッシュ均衡が存在する.本研究の目的は,このゲームの協力的戦略の選択比率が,通常の囚人のジレンマの協力的戦略(協力行動)の選択比率に比べて,高いか否かを実験によって検証することにある.実験の結果,理論が示唆する範囲の利得構造において,協力的戦略の選択比率は非協力探知型情報構造を持つ囚人のジレンマで高まることが示される.
2010年度後期スケジュール
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日程
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報告者(所属)
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報告タイトル
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10月15日(金)
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Robert
Veszteg 氏
(早稲田大学)
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Some
experimental results on decentralized matching markets
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10月25日(月)
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William
Thomson 氏
(University of Rochester)
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On
the manipulability of allocation rules through endowment augmentation
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11月5日(金)
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竹澤 正哲 氏
(上智大学)
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Do
people use the second-order information for forming reputation?: Memory-based
indirect reciprocity
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11月19日(金)
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田中 知美 氏
(アリゾナ州立大学)
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Committing
the Uncommitted: Rosca as a Saving Commitment Device for Sophisticated
Hyperbolic Discounters
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12月10日(金)
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Marc
Willinger 氏
(University of Montpellier)
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Income
Redistribution and Public Good Provision: an Experiment
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12月17日(金)
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高宮 浩司 氏
(新潟大学)
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Complexity
consideration on the existence of strategy-proof social choice functions
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1月14日(金)
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Rene
van den Brink 氏
(Free University)
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Axiomatizations
of a Positional Power Score and Measure for Hierarchies
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1月27日(木)
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Charles
Noussair 氏
(Tilburg University)
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Prudence,
Temperance, and Demographics
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2月24日(木)
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Mardyla
Greg 氏
(近畿大学)
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Borrowing
Behavior and Attitudes towards Risk and Time Experimental Approach
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終了したセミナー
- 日時:10月15日(金)16時30分から18時
- 場所:早稲田大学早稲田キャンパス1号館3階310教室
- 報告者:Robert
Veszteg 氏(早稲田大学)
- 題目:Some
experimental results on decentralized matching markets
- 概要:TBA
- 日時:10月25日(月)16時30分から18時
- 場所:早稲田大学早稲田キャンパス1号館2階現代政治経済研究所会議室
- 報告者:William
Thomson 氏(University of Rochester)
- 題目:On the
manipulability of allocation rules through endowment augmentation
- 概要:We
formulate and study the requirement on an allocation rule that no agent
should be able to benefit by artificially augmenting his endowment. This
can be either through borrowing resources from the outside world, or by
simply exaggerating it. We show that the Walrasian rule is not “augmentation-proof” even on standard
domains. More seriously, no efficient selection from the
endowments-lower-bound correspondence, or from the no-envy-in-trades
correspondence, or from the egalitarian-equivalent-in-trades
correspondence is augmentation-proof. These impossibilities hold even on
the domain of economics with homothetic preferences, and even if the agent
is constrained to borrow no more than an arbtrarily small proportion of
the resources he truly owns.
- 日時:11月5日(金)16時30分から18時
- 場所:早稲田大学早稲田キャンパス1号館2階現代政治経済研究所会議室
- 報告者:竹澤 正哲 氏(上智大学)
- 題目:Do people
use the second-order information for forming reputation?: Memory-based
indirect reciprocity
- 概要:Evolutionary
game theoretical models revealed that the success of indirect reciprocity
critically depends on how individuals evaluate recipients. Several
strategies for forming reputation have been proposed. One major dimension
categorizing the strategies is whether to use the second-order information
(i.e., reputation / behavior of past recipients of current recipients) and
theoretical analyses found that the information should be used for
discriminating justified from unjustified defection. However, results of
the experiments that investigated whether people actually use the second
order information are rather mixed (Wedekind & Milinski, 2000; Milinski
et al., 2001; Bolton et al., 2005; Mashima & Takahashi, 2008). In this
study, we investigated the same question under a novel experimental
setting where people need to store the information of the others’ past actions in their memory. Differently from the previous
studies where experimenters explicitly presented both the first and second
order information to participants, participants in the current study need
to recall the information from their memory when they need to evaluate
others’ reputation. Two hypothetical scenario
experiments and one laboratory experiment revealed that, although people
seem to be able remember both the behavior of the current recipient
(first-order information) and the behavior of the recipient of the current
recipient (second-order information), both participants judgments of
reputation and actions in the repeated random-matching giving game (Bolton
et al., 2005) are mostly based only on the first order information.
- 日時:11月19日(金)16時30分から18時
- 場所:早稲田大学早稲田キャンパス1号館2階現代政治経済研究所会議室
- 報告者:田中 知美 氏(アリゾナ州立大学)
- 題目:Committing
the Uncommitted: Rosca as a Saving Commitment Device for Sophisticated
Hyperbolic Discounters
- 概要:This
paper investigates whether the participation in rotating savings and
credit associations (roscas), an informal financial institution-like
arrangement found in many developing countries, is correlated with time
discounting, risk aversion, and the level of trust and reciprocity
measured in experiments. Our experimental results show people who
participate in fixed roscas are less present-biased, have lower discount
rates and are often aware of the self-control than those who participate
in bidding roscas. The members of fixed roscas are also more trustworthy,
and less prone to default. Our results suggest designing financial institutions
requires some knowledge about the preferences and motives of potential
participants, and preference measurement can provide insights into
institutional design.
- 日時:12月10日(金)16時30分から18時
- 場所:早稲田大学早稲田キャンパス1号館3階310教室
- 報告者:Marc
Willinger 氏(University of Montpellier)
- 題目:Income
Redistribution and Public Good Provision: an Experiment
- 概要:We
provide a new experimental investigation of the neutrality theorem of Warr
(1983), who states “when a single public good is
provided at positive levels by private individuals, its provision is
unaffected by a redistribution of income”. Instead
of comparing different income distributions across groups as Chan et al.
(1996), in our experiment the total group endowment is redistributed after
a 10 periods sequence. We compare an unequalizing redistribution (EI) and
an equalizing redistribution (IE) to two benchmark treatments for which
the 10 periods sequence is repeated, either with an equal distribution
(EE) or an unequal distribution (II). The constituent game has a unique
interior dominant strategy equilibrium. Our data support the neutrality
theorem (after controlling for the restart effect): redistribution has no
effect on the total amount of public good in any of the tested treatments.
However, the analysis of individual behavior shows that “poor” subjects over-contribute with
respect to their Nash-contribution, while “rich” subjects tend to play their Nash-contribution or
under-contribute slightly. Furthermore, after a redistribution, subjects
react asymmetrically: subjects who get poorer reduce their contribution by
a larger amount than the amount of contribution added by subjects who
become richer. And it is shown that the latter do not react enough to the
redistribution.
- 日時:12月17日(金)15時から16時30分
- 場所:早稲田大学早稲田キャンパス1号館2階現代政治経済研究所会議室
- 報告者:高宮 浩司 氏(新潟大学)
- 題目:Complexity
consideration on the existence of strategy-proof social choice functions
- 概要:Social
choice theorists have long recognized that in models of private goods
economies, strategy-proofness is sometimes incompatible with individual
rationality plus Pareto efficiency, and that it is usually more or less
"difficult" to prove this incompatibility. In this paper we
examine this difficulty" from the viewpoint of computational
complexity. We set up a simple model of private goods exchange where
agents bring in and trade indivisible objects under onsumption
constraints. We consider the computational problem of deciding whether for
a given specification of the economy, there exists a social choice
function which is rategy-proof, individually rational and Pareto
efficient. We prove that (i) this is an NP-hard problem, and point out,
however, that (ii) the problem becomes computationally trivial if we drop
one of these three properties of the social choice function.
- 日時:1月14日(金)17時10分から18時10分
- 場所:早稲田大学早稲田キャンパス1号館2階現代政治経済研究所会議室
- 報告者:Rene
van den Brink 氏(Free University)
- 題目:Axiomatizations
of a Positional Power Score and Measure for Hierarchies
- 概要:The
extant literature on positional power in hierarchies is mainly restricted to
the analysis of power in terms of the authority structure. This is based
upon the bare positions of actors and ignores the existence of
decision-making mechanisms. The few studies, which also take into account
decision-making mechanisms, are 'membership-based'. In an earlier paper we
demonstrated that such an approach is, in general, inappropriate. As a
solution we suggested an 'action-based' approach and developed a power
score and measure ascribing positional power to actors in hierarchies. In
this paper we axiomatize this power score and measure and illustrate their
applicability.
- 日時:1月27日(木)16時30分から18時
- 場所:早稲田大学早稲田キャンパス1号館4階401教室
- 報告者:Charles
Noussair 氏(Tilburg University)
- 題目:Prudence,
Temperance, and Demographics
- 概要:We
study the prevalence of the higher order risk attitudes of prudence and
temperance, in a large representative sample of the Dutch population, as
well as in a sample of undergraduate students. Participants make pairwise
choices between lotteries of the form proposed by Eeckhoudt and Schlesinger
(2006). The choices in these lotteries isolate prudent from imprudent, and
temperate from intemperate, behavior. We relate individuals’ risk aversion, prudence, and temperance levels to demographics
and financial decisions. We observe that the majority of individuals’ decisions are consistent with risk aversion, prudence, and
temperance, in both the student and the demographically representative
samples. An individual’s level of prudence is
predictive of his wealth, saving and borrowing behavior outside of the
experiment, while his risk aversion and temperance are not. Estimates of
parametric specifications of risk and prudence parameters are compared to
key thresholds of theoretical models.
- 日時:2月24日(木)17時00分から18時00分
- 場所:早稲田大学早稲田キャンパス8号館5階会議議室
- 報告者:Mardyla
Greg 氏(近畿大学)
- 題目:Borrowing
Behavior and Attitudes towards Risk and Time Experimental Approach
- 概要:We
investigate experimentally potential links between individual propensity
to borrow and attitudes towards risk and time, the latter representedrespectively
by risk aversion coefficient and individual discount factor. To obtain
both above-mentioned measures we employ a joint elicitation procedure
using a multiple price list design. We further employ a novel experimental
construct akin to a consumption/financial planning setting to examine
individual propensity to borrow. Straightforward cross-analysis of our
participants’intrinsic attitudes towards risk and
time against their exhibited borrowing behavior allows us to conclude that
it is the individual discount factor and not the risk aversion coefficient
that could potentially explain and predict individual borrowing. Whilst we
find no correlation between diversity in risk attitudes and inclination to
borrow, higher individual discount factors correlate significantly with
number of loans undertaken. Moreover, this is only the case whenever
depreciation rates on the available consumption bundle match individual
discount rates discount factors have no predictive power if the discount
rate on the value of consumption is exogenously set. From the
methodological perspective, this project offers support to the technique
of artificially shrinking a time-frame in a decision task in economic
experiments. The consistency between individual discount factors elicited
in one stage of the experiment and the decisions made in a later stage in
a consumption/borrowing game based on the earlier elicited coefficients
strongly indicates viability of experiments with reduced time-frames.
2010年度春学期スケジュール
|
日程
|
報告者(所属)
|
報告タイトル
|
|
4月19日(月)
|
戸田 学 氏
(早稲田大学)
|
Characterization
of Stable Solutions in Matching Markets
|
|
5月17日(月)
|
井上朋紀 氏
(Bielefeld University)
|
Representation
of TU games by coalition production economies
|
|
5月31日(月)
|
坂東桂介 氏
(東京工業大学)
|
Many-to-one
matching markets with externalities of firms
|
|
6月14日(月)
|
安田洋祐 氏
(政策研究大学院大学)
|
学校選択制のマッチング分析:最新理論と日本の制度設計
|
|
6月21日(月)
|
Farhad
Husseinov 氏
(Bilkent University)
|
Monotonic
extension and its applications in the choice theory
|
|
7月26日(月)
|
小島武仁 氏
(Stanford University)
|
Improving
Efficiency in Matching Markets with Regional Caps: The Case of the Japan
Residency Matching Program (joint with Yuichiro Kamada)
|
終了したセミナー
- 日時:4月19日(月)16時30分から18時
- 場所:早稲田大学早稲田キャンパス1号館2階現代政治経済研究所会議室
- 報告者:戸田 学 氏(早稲田大学)
- 題目:Characterization
of Stable Solutions in Matching Markets
- 概要:TBA
- 日時:5月17日(月)16時30分から18時
- 場所:早稲田大学早稲田キャンパス1号館2階現代政治経済研究所会議室
- 報告者:井上朋紀 氏(Bielefeld University)
- 題目:Representation
of TU games by coalition production economies
- 概要:We
prove that every transferable utility (TU) game can be generated by a
coalition production economy. Given a TU game, the set of Walrasian payoff
vectors of the induced coalition production economy coincides with the
core of the balanced cover of the given game. Therefore, a Walrasian
equilibrium for the induced coalition production economy always exists.
The induced coalition production economy has one output and the same
number of inputs as agents. Every input is personalized and it can be
interpreted as agent's labor. In a Walrasian equilibrium, every agent is
permitted to work at several firms. In a Walrasian equilibrium without
double-jobbing, in contrast, every agent has to work at exactly one firm.
This restricted concept of a Walrasian equilibrium enables us to discuss
which coalitions are formed in an equilibrium. If the cohesive cover or
the completion of a given TU game is balanced, then the no-double-jobbing
restriction does not matter, i.e., there exists no difference between
Walrasian payoff vectors and Walrasian payoff vectors without
double-jobbing.
- 日時:5月31日(月)16時30分から18時
- 場所:早稲田大学早稲田キャンパス1号館2階現代政治経済研究所会議室
- 報告者:坂東桂介 氏(東京工業大学)
- 題目:Many-to-one
matching markets with externalities of firms
- 概要:We
analyze a many-to-one matching market where each firm's gross profit
depends not only on the workers it may hire, but also on the workers hired
by the other firms. We assume that a firm and workers deviate from an
outcome, keeping fixed the other agents' assignments, and define the
stability concept based on the criterion. With flexible salaries, if each
firm's gross profit satisfies the gross substitutes condition and the
separable condition, then there exists a weakly stable outcome. With fixed
salaries, the substitutability condition and order preservation for rival
equivalence are a sufficient condition for the existence of a weakly
stable outcome. Especially, in flexible salaries, it is difficult to
ensure the existence of a weakly stable outcome without a stringent
condition that a firm's marginal returns for hiring workers do not depend
on how the others match.
- 日時:6月14日(月)16時30分から18時
- 場所:早稲田大学早稲田キャンパス1号館2階現代政治経済研究所会議室
- 報告者:安田洋祐 氏(政策研究大学院大学)
- 題目:学校選択制のマッチング分析:最新理論と日本の制度設計
- 概要:TBA
- 日時:6月21日(月)16時30分から18時
- 場所:早稲田大学早稲田キャンパス1号館2階現代政治経済研究所会議室
- 報告者:Farhad
Husseinov 氏(Bilkent University)
- 題目:Monotonic
extension and its applications in the choice theory
- 概要:The
existence of an extension of a continuous and (strictly) monotonic
function defined on a closed subset of a Euclidean space that preserves
these properties to the entire space is proved. These results are applied
to study the choice behavior in the context of two-stage choice situation
where in the first stage a menu, and in the second stage an alternative
from the chosen menu is chosen.
- 日時:7月26日(月)16時30分から18時
- 場所:早稲田大学早稲田キャンパス1号館2階現代政治経済研究所会議室
- 報告者:小島武仁 氏(Stanford University)
- 題目:Improving
Efficiency in Matching Markets with Regional Caps: The Case of the Japan Residency
Matching Program (joint with Yuichiro Kamada)
- 概要:In an
attempt to increase the placement of medical residents to rural hospitals,
Japanese government recently introduced ``regional caps" which, for
each prefecture of the country, restrict the total number of students
matched within the prefecture. This paper shows that the current mechanism
with regional caps may result in avoidable inefficiency and instability
and proposes a new mechanism that improves efficiency and generates stable
matchings while meeting the regional caps. We find that different stable
matchings can have different sets of hospitals with vacant positions,
implying that the rural hospital theorem fails in our context. Thus there
may be room for government to select a particular stable matching based on
its welfare and distributional goals. More broadly, the paper points a
direction of matching/market design theory to accommodate problems arising
in practical matching problem.
2009年度後期スケジュール
|
日程
|
報告者(所属)
|
報告タイトル
|
|
10月16日(金)
|
Robert
Veszteg 氏
(Universidad Carlos III de Madrid)
|
Learning
and playing best response in the hide-and-seek game
|
|
11月2日(月)
|
グレーヴァ香子 氏
(慶応義塾大学)
|
Voluntarily
Separable Repeated Prisoner's Dilemma with Reference Letters
|
|
11月9日(月)
|
Gustavo
Bergantinos 氏
(University of Vigo)
|
※若手研究者向けセミナー
The family of cost monotonic and cost additive rules in minimum costspanning
tree problems
|
|
11月12日(木)
|
Gustavo
Bergantinos 氏
(University of Vigo)
|
The
division problem with voluntary participation
|
|
11月26日(木)
|
浅古泰史 氏
(日本銀行)
|
Partially
Binding Platforms and the Advantages of Being an Extreme Candidate
|
|
11月27日(金)
|
加藤晋 氏
(東京大学)
|
Conditions
for Cyclic Social Preference
|
|
12月10日(木)
|
海老名剛 氏
(東京工業大学)
|
Option
Package Bundling
|
|
12月11日(金)
|
藤中裕二 氏
(首都大学東京)
|
公平分担問題におけるメカニズムデザイン
|
|
12月15日(火)
|
Zaifu
Yang 氏
(横浜国立大学)
|
Constrainedly
fair job assignments under minimum wages
|
|
12月17日(木)
|
下津克己 氏
(一橋大学)
|
Sequential
Estimation of Dynamic Programming Models
|
|
12月21日(月)
|
小島武仁 氏
(Stanford University)
|
Implementing
Random Assignments: A Generalization of the Birkhoff-von Neumann Theorem
|
|
1月30日(土)
|
篠潤之介 氏
(Rutgers University)
|
Farsighted
Stable Sets in Hotelling's Location Games
|
|
2月1日(月)
|
Charles
Noussair 氏
(Tilburg University)
|
※若手研究者向けセミナー
Experiment Asset Markets: Bubbles and Crashes
|
|
2月5日(金)
|
Charles
Noussair 氏
(Stanford University)
|
How
Others Influence One’s Behavior: Investigation with
fMRI Imaging
|
|
2月22日(月)
|
Menahem
E. Yaari氏
(The Hebrew University of Jerusalem)
|
Justice
and the Market
|
|
3月23日(火)
|
Bettina
Klaus 氏
(ローザンヌ大学)
|
※若手研究者向けセミナー
Recent developments in matching markets: matching with contracts (including
couples markets, preference domains, and stability concepts)
|
|
3月24日(水)
|
Bettina
Klaus 氏
(ローザンヌ大学)
|
※若手研究者向けセミナー
Recent developments in matching markets: farsightedness and stochastic
stability (applied to marriage, roommate, and maybe housing markets)
|
|
3月30日(火)
|
Bettina
Klaus 氏
(ローザンヌ大学)
|
Allocation
via Deferred-Acceptance under Responsive Priorities
|
|
3月30日(火)
|
西條辰義 氏
(大阪大学)
|
A
Solution to Prisoner's Dilemma: 100% Cooperation in the Experiment with
Approval Stage
|
終了したセミナー(2009年度後期)
- 日時:10月16日(金)16時30分から18時
- 場所:早稲田大学早稲田キャンパス1号館2階現代政治経済研究所会議室
- 報告者:Robert
Veszteg 氏(Universidad Carlos III de Madrid)
- 題目:Learning
and playing best response in the hide-and-seek game
- 概要:We
study short and long-run behavior in hide-and-seek games in which
treatments vary with symmetric and asymmetric labeling and with framing.
We find that long-run behavior is not affectd by the treatment variables.
In particular, we do not find that subjects fall prey to the usual focal
point bias. We also study to what extent level-k reasoning, Nash
equilibrium, quantal response equilibrium (QRE), fictitious play,
reinforcement learning, and experience-weighted attraction (EWA) learning
organize the data. All analyzed versions of these models predict the same
outcome for this game. For short-run behavior, our data can not be well
organized by level-k reasoning. It can be considered as the results of
random play. For long-run behavior and behavior over time, the learning
models outperform the static equilibrium solutions for hiders and seekers
both jointly and separately. Our results suggest that experimental
subjects start the game using the available actions randomly and they
adjust their strategies to the opponent’s observed
behavior.
- 日時:11月2日(月)16時30分から18時
- 場所:早稲田大学早稲田キャンパス1号館2階現代政治経済研究所会議室
- 報告者:グレーヴァ香子 氏(慶應義塾大学)
- 題目:Voluntarily
Separable Repeated Prisoner's Dilemma with Reference Letters
- 概要:We
consider voluntarily separable repeated Prisoner's Dilemma in which a pair
of players meet randomly and repeatedly play Prisoner's Dilemma only by
mutual agreement. While the literature dealt with the case of no
information flow across partnerships, we consider the case that players
can issue a "reference letter" to verify at least that the
partnership entered the cooperation phase. We show that such reference
letters can be voluntarily provided by the partners even at some cost, and
that the sheer existence of a letter shortens the trust-building periods
and thus improves social efficiency.
- 日時:11月9日(月)16時30分から18時
- 場所:早稲田大学早稲田キャンパス8号館5階会議室
- 報告者:Gustavo
Bergantinos 氏(University of Vigo)
- 題目:The
family of cost monotonic and cost additive rules in minimum costspanning
tree problems
- 概要:TBA
- 日時:11月12日(木)16時30分から18時
- 場所:早稲田大学早稲田キャンパス1号館4階401教室
- 報告者:Gustavo
Bergantinos 氏(University of Vigo)
- 題目:The
division problem with voluntary participation
- 概要:TBA
- 日時:11月26日(木)16時30分から18時
- 場所:早稲田大学早稲田キャンパス1号館4階401教室
- 報告者: 浅古泰史氏(日本銀行金融研究所)
- 題目:Partially
Binding Platforms and the Advantages of Being an Extreme Candidate
- 概要:GLOPEII
web pageをご参照下さい.
- 日時:11月27日(金)16時30分から18時
- 場所:早稲田大学早稲田キャンパス
1号館2階現代政治経済研究所会議室※3号館2階第三会議室(変更になりました)
- 報告者:加藤晋 氏(東京大学)
- 題目:Conditions
for Cyclic Social Preference
- 概要:Our
aims is to describe how we can capture the structure of Collective choice
rule without the field expansion lemma. We consider two requirements on
social preference cycle: acyclicity and Suzumura
consistency. We first examine procedural conditions for an acyclic
collective choice rule. Recently, Schwartz [A Procedural Condition
Necessary and Sufficient for Cyclic Social preference, J. Econ. Theory 137
(2007), 688-695] has provided a generalization of the voting paradox by
using the impotent partition condition. We provide another procedural
condition, and show another generalization of the voting paradox.
Moreover, we connect two generalizations, and analyze the conditions for
an acyclic collective choice rule. Next, we investigate the decisive
structure behind Suzumura consistent collective choice rules. To capture
the implication of Suzumura consistency on the decisive structure, we
focus on the family of semi-decisive sets. A semi-decisive set is a group
that has veto power. It is shown that if a Suzumura consistent collective
choice rule satisfies weak Pareto, then the family of semi-decisive sets
forms a prefilter.
- 日時:12月10日(木)16時30分から18時
- 場所:早稲田大学早稲田キャンパス1号館4階401教室
- 報告者: 海老名剛 氏(東京工業大学)
- 題目:Option
Package Bundling
- 概要:Option
package bundling problems arise if there is an optional good, which is
valuable only if a certain (non-optional) base good is consumed together.
A firm that produces both types of goods then faces the decision of
whether to sell them only in a package (pure bundling), or to sell base
goods both with or without optional goods, leaving the choice of consuming
them together to buyers (mixed bundling). We study a model of a
monopolist's option package bundling problem, in which the monopolist produces
base and optional ones, with no marginal costs, and buyers' valuations are
independently and uniformly distributed. We derive the optimal bundling
prices, and verify that mixed bundling outperforms pure bundling if and
only if the range of optional good valuation exceeds a certain size. We
argue that the result is robust except in the case where the marginal cost
is higher than the lowest valuation for an optional good. This suggests an
interesting testable implication: the smaller the diversity of the valuation
of an optional good, the more likely that the monopolist adopts pure
bundling.
- 日時:12月11日(金)16時30分から18時
- 場所:早稲田大学早稲田キャンパス1号館2階現代政治経済研究所会議室
- 報告者: 藤中裕二 氏(首都大学東京)
- 題目:公平分担問題におけるメカニズムデザイン
- 概要:TBA
- 日時:12月15日(火)16時30分から18時
- 場所:早稲田大学早稲田キャンパス1号館2階現代政治経済研究所会議室
- 報告者:
Zaifu Yang 氏(横浜国立大学)
- 題目:Constrainedly
fair job assignments under minimum wages
- 概要:A
number of jobs are to be assigned to a greater number of workers. While
having to abide by the law of minimum wages, firms must determine who
should be assigned which job and at what salary. In such situations fair
(envy-free) allocations usually fail to exist. To cope with this
situation, this paper proposes a new concept of fairness, called
constrained fairness. Among the set of constrainedly fair allocations, the
so-called constrainedly fair and minimal allocations are of particular
interest. The reason for this is that the salaries are not only compatible
with the minimum wages; they are also optimal from the standpoint of
cost-minimizing firms and the assignment of jobs is efficient from the
viewpoint of workers. A convergent dynamic procedure that identifies
constrainedly fair and minimal allocations is proposed. Furthermore,
strategic properties of the mechanism are derived,and two notions of
efficiency are evaluated.
- 日時:12月17日(木)16時30分から18時
- 場所:早稲田大学早稲田キャンパス1号館4階401教室
- 報告者: 下津克己 氏(一橋大学)
- 題目:Sequential
Estimation of Dynamic Programming Models
- 概要:This
paper develops a new computationally attractive procedure for estimating dynamic
discrete choice models that is applicable to a wide range of dynamic
programming models. The proposed procedure can accommodate unobserved
state variables that (i) are neither additively separable nor follow
generalized extreme value distribution, (ii) are serially correlated, and
(iii) affect the choice set. Our estimation algorithm sequentially updates
the parameter estimate and the value function estimate. It builds upon the
idea of the iterative estimation algorithm proposed by Aguirregabiria and
Mira (2002, 2007) but conducts iteration using the value function mapping
rather than the policy iteration mapping. Its implementation is
straightforward in terms of computer programming; unlike the Hotz-Miller
type estimators, there is no need to reformulate a fixed point mapping in
the value function space as that in the space of probability
distributions. It is also applicable to estimate models with unobserved
heterogeneity. We analyze the convergence property of our sequential
algorithm and derive the conditions for its convergence. We develop an
approximated procedure which reduces computational cost substantially
without deteriorating the convergence rate. We further extend our
sequential procedure for estimating dynamic programming models with an equilibrium
constraint, which include dynamic game models and dynamic macroeconomic
models.
- 日時:12月21日(月)16時30分から18時
- 場所:早稲田大学早稲田キャンパス1号館2階現代政治経済研究所会議室
- 報告者: 小島武仁 氏(Stanford University)
- 題目:Implementing
Random Assignments: A Generalization of the Birkhoff-von Neumann Theorem
- 概要:The
literature on random mechanisms often describes outcomes incompletely as
``random assignments'' - expressing the probabilities that individual
items are assigned to different agents - and the joint constraints that a
feasible assignment must satisfy. We provide a necessary and sufficient
condition (the ``bihierarchy'' condition) for the set of constraints to
have the property that if the random assignment satisfies the constraints
in expectation, then it is a randomization over pure assignments that each
satisfy the constraints. The sets of constraints generalize those allowed
by the celebrated Birkhoff-von Neumann theorem. We also provide a random
algorithm to implement any such random assignment. Several applications
are described, including (i) single-unit random assignment, such as school
choice; (ii) multi-unit random assignment, such as course allocation and
fair division; and (iii) two-sided matching problems, such as the
scheduling of inter-league sports matchups. The same method also finds
applications beyond economics, generalizing previous results on the
minimize makespan problem in the computer science literature.
- 日時:1月30日(土)11時から12時
- 場所:早稲田大学早稲田キャンパス1号館3階310
- 報告者:篠潤之介 氏(Rutgers University)
- 題目:Farsighted
Stable Sets in Hotelling's Location Games
- 概要:TBA
- 日時:2月1日(月)16時30分から18時
- 場所:早稲田大学早稲田キャンパス1号館2階現代政治経済研究所会議室
- 報告者:Charles
Noussair 氏(Tilburg University)
- 題目:Experiment
Asset Markets: Bubbles and Crashes※若手研究者向けセミナー
- 概要:TBA
- 日時:2月5日(金)16時30分から18時
- 場所:早稲田大学早稲田キャンパス1号館2階現代政治経済研究所会議室
- 報告者:Charles
Noussair 氏(Tilburg University)
- 題目:How
Others Influence One’s Behavior: Investigation
with fMRI Imaging
- 概要:TBA
- 日時:2月22日(月)16時30分から18時
- 場所:早稲田大学早稲田キャンパス26号館402
- 報告者:Menahem
E. Yaari氏(The Hebrew University of Jerusalem)
- 題目:Justice
and the Market
- 概要:TBA
- 日時:3月23日(火)16時30分から18時
- 場所:早稲田大学早稲田キャンパス1号館2階現代政治経済研究所会議室
- 報告者:Bettina
Klaus 氏(ローザンヌ大学)
- 題目:Recent
developments in matching markets: matching with contracts (including
couples markets, preference domains, and stability concepts)※若手研究者向けセミナー
- 概要:TBA
- 日時:3月24日(水)16時30分から18時
- 場所:早稲田大学早稲田キャンパス1号館2階現代政治経済研究所会議室
- 報告者:Bettina
Klaus 氏(ローザンヌ大学)
- 題目:Recent
developments in matching markets: farsightedness and stochastic stability
(applied to marriage, roommate, and maybe housing markets)※若手研究者向けセミナー
- 概要:TBA
- 日時:3月30日(火)16時30分から18時
- 場所:早稲田大学早稲田キャンパス1号館2階現代政治経済研究所会議室
- 報告者:Bettina
Klaus 氏(ローザンヌ大学)
- 題目:Allocation
via Deferred-Acceptance under Responsive Priorities
- 概要:TBA
- 日時:3月30日(火)10時30分から12時
- 場所:早稲田大学早稲田キャンパス1号館2階現代政治経済研究所会議室
- 報告者:西條辰義 氏(大阪大学)
- 題目:A
Solution to Prisoner's Dilemma: 100% Cooperation in the Experiment with
Approval Stage(報告は英語で行われる予定)
- 概要:Players
can approve or reject the other choice of the strategy after playing a
Prisoner’s Dilemma game. If both approve the other
choice, the outcome is what they choose, and if either one rejects the
other, it is the outcome when both defect called the Mate Selection
Mechanism. The subgame perfect equilibria of this two stage game have the
outcomes where both are cooperative and both are defective. However, the
all pairs of weakly evolutionarily stable strategies coincide with the
subgame perfect equilibria where both are cooperative and we observed 100%
cooperation in the experimental session of prisoner’s dilemma game with approval stage, and 7.9% cooperation in the
session of the game without the approval stage.
2009年度前期スケジュール
|
日程
|
報告者(所属)
|
報告タイトル
|
|
4月20日(月)
|
中山幹夫 氏
(慶應義塾大学)
|
On
Coalitional Strategic Games
|
|
5月15日(金)
|
西村直子 氏
(信州大学経済学部)
|
おコメ市場とAverage Price Two-sided Auction
|
|
5月18日(月)
|
中原裕之 氏
(理化学研究所)
|
価値に基づく意思決定、その時間選好と文脈効果:神経メカニズムとその数理
|
|
6月1日(月)
|
Stef Tijs 氏
(Tilburg University)
|
Lexicographic
optimization in cooperative game theory
|
|
6月8日(月)
|
Stef Tijs 氏
(Tilburg University)
|
Cooperative
games and auctions
|
|
6月17日(水)
|
John Wooders 氏
(University of Arizona)
|
Auctions
with Heterogeneous Entry Costs
|
|
6月22日(月)
|
John Wooders 氏
(University of Arizona)
|
Does
Experience Teach? Professionals and Minimax Play in the Lab
|
|
6月23日(火)
|
笠島 洋一 氏
(University of Rochester)
|
Reflecting
inequality of claims in gains and losses
|
|
7月13日(月)
|
坂井 豊貴 氏
(横浜国立大学)
|
Choosing
someone with monetary transfers: a comprehensive analysis
|
|
7月21日(火)
|
二本杉 剛 氏
(大阪大学)
|
Is
the Truth-Telling Equilibrium Salient?: An Experiment on Direct Nash
Implementation
|
|
7月24日(金)
|
岩崎 敦 氏
(九州大学)
|
Characterizing
False-name-proof Allocation Rules in Combinatorial Auctions
|
|
大田直樹 氏
(九州大学)
|
Coalition
Structure Generation Utilizing Compact Characteristic Function
Representations
|
|
7月27日(月)
|
J.J. Herings 氏
(Maastricht University)
|
Non-cooperative
Support for the Asymmetric Nash Bargaining Solution
|
|
8月31日(月)
|
Peter
Gardenfors 氏
(Lund University)
|
A
representation theorem for voting with logical consequences
|
|
Jean-Francois
Laslier 氏
(Ecole Polytechnique)
|
Approval
Voting in Theory, in the Field, and in the Lab
|
|
9月2日(水)
|
Walter
Bossert 氏
(Univerisity Montreal)
|
Economics
of Rational Choice
|
|
9月4日(金)
|
Bhaskar
Dutta 氏
(Univerisity of Warwick)
|
Honest
Implementation
|
|
9月15日(火)
|
Michele
Lombardi 氏
(University of Surrey)
|
Liberal
Egalitarianism and the Harm Principle
|
終了したセミナー(2009年度前期)
- 日時:4月20日(月)16時30分から18時
- 場所:早稲田大学早稲田キャンパス1号館2階現代政治経済研究所会議室
- 報告者:中山幹夫 氏(慶應義塾大学)
- 題目:On
Coalitional Strategic Games
- 概要:In a
strategic cooperative game, we consider four cores alpha, beta, gamma, and
the one we call delta which is essentially the same to conjectural
cooperative equilibria due to Currarini and Marini. We show that if every
player has a dominant strategy, the beta core includes the gamma core, and
therefore that the four cores refine themselves in the greek alphabetical
order. Two examples will be examined to see how the refinement is
realized. While no strict refinement is attained at all in the pure
exchange game, a radical reduction of the alpha core is obtained in the
commons game, a simple version of the Cournot game, bringing about a
single strategy profile as the delta core.
- 日時:5月15日(金)16時30分から18時
- 場所:早稲田大学早稲田校舎1号館4階401教室
- 報告者:西村直子 氏(信州大学経済学部)
- 題目:おコメ市場とAverage Price Two-sided Auction
- 概要:TBA
- 日時:5月18日(月)16時30分から18時
- 場所:早稲田大学早稲田キャンパス1号館2階現代政治経済研究所会議室
- 報告者:中原裕之 氏(理化学研究所)
- 題目:価値に基づく意思決定、その時間選好と文脈効果:神経メカニズムとその数理
- 概要:TBA
- 日時:6月1日(月)16時30分から18時
- 場所:早稲田大学早稲田キャンパス1号館2階現代政治経済研究所会議室
- 報告者:Stef
Tijs 氏(ティルブルグ大学教授)
- 題目:Lexicographic
Optimization in Cooperative Game Theory
- 概要:TBA
- 日時:6月8日(月)16時30分から18時
- 場所:早稲田大学早稲田キャンパス1号館2階現代政治経済研究所会議室
- 報告者:Stef
Tijs 氏(ティルブルグ大学教授)
- 題目:Cooperative
games and auctions
- 概要:TBA
- 日時:6月17日(水)16時30分から18時
- 場所:早稲田大学早稲田キャンパス1号館2階現代政治経済研究所会議室
- 報告者:John
Wooders 氏(University of Arizona)
- 題目:Auction
with Heterogeneous Entry Costs
- 概要:詳細につきましては報告者webpageにあります論文pdfファイルをご覧下さい.
- 日時:6月22日(月)16時30分から18時
- 場所:早稲田大学早稲田キャンパス1号館2階現代政治経済研究所会議室
- 報告者:John
Wooders 氏(University of Arizona)
- 題目:Does
Experience Teach? Professionals and Minimax Play in the Lab
- 概要:詳細につきましては報告者webpageにあります論文pdfファイルをご覧下さい.
- 日時:6月23日(臨時)(火)16時30分から18時
- 場所:早稲田大学早稲田キャンパス1号館2階現代政治経済研究所会議室
- 報告者:笠島 洋一 氏(University of Rochester)
- 題目:Reflecting
inequality of claims in gains and losses
- 概要:We
consider the problem of dividing a resource among a group of agents who have
conflicting claims on it. A typical situation is when a firm goes bankrupt
and its liquidation value has to be divided among its creditors. We follow
the axiomatic approach. Our main axioms are inequality preservation in
gains and inequality preservation in losses [Hougaard, J. L., and
Osterdal, L.P., 2005. Inequality preserving rationing. Econ Letters 87,
355-360]. These axioms require rules to reflect the inequality of claims
in gains and losses. We characterize the family of rules that are continuous,
order preserving in gains and losses, and inequality preserving in gains
and losses: (i) for two agents, these axioms hardly restrict rules (in
particular, all central rules considered in the literature satisfy them);
(ii) for three agents, they are significantly more restrictive but they
are satisfied by family containing a continuum of rules; and (iii) for
more than three agents, they single out the proportional rule; this result
confirms the central role and furthers our understanding of this rule in claims
problems.
- 日時:7月13日(月)16時30分から18時
- 場所:早稲田大学早稲田キャンパス1号館2階現代政治経済研究所会議室
- 報告者:坂井 豊貴 氏(横浜国立大学)
- 題目:Choosing
someone with monetary transfers: a comprehensive analysis
- 概要:In
situations where only one member of a group is assigned an indivisible
object, money is often used as a medium to achieve fairness: When the
object is an obligation to work for the group, the assigned member is paid
monetary compensations for his disutility from the other members; When the
object is a good or right, the assigned member pays a certain fraction of
his gain to the other members. These situations are formulated as the
problem of fairly allocating a single object with monetary transfers. Our
purpose is to offer a comprehensive analysis to solve the problem.
An allocation means an outcome of this problem, consisting of an assigned
member and a monetary transfer vector among all members. First, we show
that any fair allocation is ranked higher than any non-fair allocation for
a wide class of welfare criteria including utilitarian, Nash, or leximin
criteria. Second, we design a simple mechanism that simultaneously
implements fair allocations in Nash equilibrium and a unique perfectly
fair allocation in undominated Nash equilibrium. Third, we test the
practical performance of the mechanism by a laboratory experiment. We
observe that the mechanism achieves desirable allocations with high
probabilities and the mode of played strategy profiles is a unique
undominated Nash equilibrium, as is theoretically predicted.
- 日時:7月21日(火)(臨時)16時30分から18時
- 場所:早稲田大学早稲田キャンパス1号館2階現代政治経済研究所会議室
- 報告者:二本杉 剛 氏(大阪大学大学院)
- 題目:Is
the Truth-Telling Equilibrium Salient?: An Experiment on Direct Nash
Implementation
- 概要:本論文では,メカニズムが複数均衡を持つ際に起こりうる個人間の協調の失敗を,フォーカル・ポイント(Schelling (1960)) によって 避けることができるかどうかを実験によって検証する.本論文では 完備情報下の直接表明メカニズムによる社会的意思決定を考察して
いるため,フォーカル・ポイントとなりうる均衡として,正直均衡 が考えられる.よって,同一の社会選択関数を遂行するメカニズム として,複数均衡の一つに正直均衡を持つメカニズムと持たないメ
カニズムを設計し,どちらがより高い均衡達成率を実現するのかを 実験によって比較した.その結果,正直均衡を持つメカニズムの方 が有意に高い均衡達成率を示すことがわかった.』
- 日時:7月24日(金)(臨時)16時から18時
- 場所:早稲田大学早稲田キャンパス1号館2階現代政治経済研究所会議室
- 報告者:(1) 岩崎 敦 氏(九州大学)(2) 大田直樹 氏(九州大学大学院)
- 題目:(1)
Characterizing False-name-proof Allocation Rules in Combinatorial Auctions
(2) Coalition Structure Generation Utilizing Compact Characteristic
Function Representations
- 概要: (1) A
combinatorial auction mechanism consists of an allocation rule that
defines the allocation of goods for each agent, and a payment rule that
defines the payment of each winner. There have been several studies on
characterizing strategy-proof allocation rules. In particular, a condition
called weak-monotonicity has been identified as a full characterization of
strategy-proof allocation rules. More specifically, for an allocation
rule, there exists an appropriate payment rule so that the mechanism
becomes strategy-proof if and only if it satisfies weak-monotonicity. In
this paper, we identify a condition called sub-additivity which
characterizes false-name-proof allocation rules. False-name-proofness
generalizes strategy-proofness, by assuming a bidder can submit multiple
bids under fictitious identifiers. As far as the authors are aware, this
is the first attempt to characterize false-name-proof allocation rules. We
can utilize this characterization for developing a new false-name-proof
mechanism, since we can concentrate on designing an allocation rule. As
long as the allocation rule satisfies weak-monotonicity and
sub-additivity, there always exists an appropriate payment rule.
Furthermore, by utilizing the sub-additivity condition, we can easily
verify whether a mechanism is false-name-proof. To our surprise, we found
that two mechanisms, which were believed to be false-name-proof, do not
satisfy sub-additivity; they are not false-name-proof. As demonstrated in
these examples, our characterization is quite useful for mechanism
verification.
(2) Forming effective coalitions is a major research challenge in AI and
multi-agent systems. Coalition structure generation (CSG), which involves
partitioning a set of agents into coalitions so that social surplus is
maximized, is a central research topic due to its computational
complexity. Traditionally, the input of the CSG problem is a black-box
function called a characteristic function, which takes a coalition as an
input and returns the value of the coalition. However, characteristic
functions that appear in practice often can be represented by a set of
rules, rather than a single black-box function. It is likely that we can
solve the CSG problem more efficiently by utilizing such rule-based
representations and applying constraint optimization techniques to them
directly. In this paper, we present new formalizations of the CSG problem
by utilizing recently developed compact representation schemes for
characteristic functions. We first characterize the complexity of CSG
under these representation schemes. In this context, the complexity is
driven more by the number of rules rather than by the number of agents.
Furthermore, as an initial step towards developing efficient constraint
optimization algorithms for solving the CSG problem, we develop mixed
integer programming formulations and show that an off-the-shelf
optimization package can solve these problems reasonably well, i.e., it
can solve instances with a few hundred of agents, while the
state-of-the-art algorithm (which does not make use of compact
representation) can solve instances up to 27 agents.
- 日時:7月27日(月)16時30分から18時
- 場所:早稲田大学早稲田キャンパス1号館2階現代政治経済研究所会議室
- 報告者:J.J.
Herings 氏(Maastricht University)
- 題目:Non-cooperative
Support for the Asymmetric Nash Bargaining Solution
- 概要:詳細につきましては報告者webpageにあります論文pdfファイルをご覧下さい.
- 日時:8月31日(月)(1)13時から14時 (2)14時から15時
- 場所:早稲田大学早稲田キャンパス1号館2階現代政治経済研究所会議室
- 報告者:(1)
Peter Gardenfors 氏 (Lund University) (2)
Jean-Francois Laslier 氏 (Ecole Polytechnique)
- 題目:(1) A
representation theorem for voting with logical consequences
(2) Approval Voting in Theory, in the Field, and in the Lab
- 概要:TBA
- 日時:9月2日(水)16時30分から18時
- 場所:早稲田大学早稲田キャンパス1号館310教室
- 報告者:Walter
Bossert 氏(Univerisity Montreal)
- 題目:Economics
of Rational Choice
- 概要:TBA
- 日時:9月4日(金)16時30分から18時
- 場所:早稲田大学早稲田キャンパス1号館310教室
- 報告者:Bhaskar
Dutta 氏(Univerisity of Warwick)
- 題目:Honest
Implementation (joint paper with Arunava Sen)
- 概要:TBA
- 日時:9月15日(火)16時30分から18時
- 場所:早稲田大学早稲田キャンパス1号館2階現代政治経済研究所会議室
- 報告者:Michele
Lombardi 氏(University of Surrey)
- 題目:Liberal
Egalitarianism and the Harm Principle
- 概要:TBA
関連情報
以下は本研究会に関連する連続講義・セミナーのお知らせです.
Games
and Auctions: Theory and Experiments
- 講師・報告者:John
Wooders (University of Arizona)
- 概要:John
Wooders教授は実験経済学、ゲーム理論、オークション理論、数理経済学の著名な研究者であり、一流国際雑誌に多くの論文を掲載している。今回の一連
のセミナーではオークションをメインテーマとして、理論(主としてゲーム理論)と実験に関して大学院生向け集中講義を行う。
- 連続講義スケジュール(以下はすべて早稲田大学早稲田キャンパスにて行われます.)
|
No.
|
日時
|
トピック
|
会場
|
備考
|
|
Lecture
1
|
29
May Fri. 14:45-16:15
|
Mixed-strategy
experiments: The O’Neill game and “Blind Stealing”
|
4-202
|
|
|
Lecture
2
|
1
June Mon 13:00-14:30
|
Perfect
Bayesian Equilibrium of Blind Stealing. Discussion of experimental results.
|
4-202
|
Readings:O
Neill, B. (1987): “Nonmetric Test of the Minimax Theory
of Two-Person Zero-Sum Games,” Proceedings of the
National Academy of Sciences 84, 2106-2109. Walker, M., and J. Wooders
(2001): “Minimax Play at Wimbledon,” American Economic Review 91, 1521-1538.
|
|
Lecture
3
|
5
June Fri. 14:45-16:15
|
Auction
experiments: First and second price sealed bid auctions, common value
auctions
|
4-202
|
|
|
Lecture
4
|
8
June Mon 13:00-14:30
|
First
Price Auctions
|
4-202
|
Readings:
Krishna Chapters 1 and 2*
|
|
Lecture
5
|
12
June Fri. 14:45-16:15
|
The
Revenue Equivalence Principle
|
4-202
|
Readings:
Krishna Chapter 3*
|
|
Lecture
6
|
15
June Mon 13:00-14:30
|
Extensions-risk
aversion, budget constraints
|
4-202
|
Readings:
Krishna Chapter 4*
|
|
Lecture
7
|
19
June Fri. 14:45-16:15
|
Mechanism
Design
|
4-202
|
Readings:
Krishna Chapter 5*
|
|
Lecture
8
|
22
June Mon 13:00-14:30
|
Buy
It Now Auctions
|
4-202
|
Readings:
Reynolds, S., & J. Wooders (2009): “Auctions with
a Buy Price,”EconomicTheory 38, 9-39. Shahriar, Q.,
and J. Wooders (2007): “An Experimental Study of
Auctions with a Buy Price Under Private and Common Values,”University of Arizona Working Paper #07-19.
|
|
Lecture
9
|
26
June Fri. 14:45-16:15
|
Auctions
with interdependent values
|
4-202
|
Readings:
Krishna Chapter 6*
|
- * Krishna,V.
“Auction Theory” Academic
Press, 2002
Game Theory Lecture Series
- 講師:Rodica
Branzei (Alexandru Ioan Cuza University)
- 概要:Rodica
Branzei准教授はStef Tijs教授ら多くのゲーム理論研究者との共著論文がある。今回の連続講義ではRodica Branzei准教授の最近の著書および最新の研究成果に関して、大学院生向けに講義を行う。
- スケジュール(以下はすべて早稲田大学早稲田キャンパスにて行われます.)
|
No.
|
日時
|
トピック
|
会場
|
備考
|
|
Lecture
1
|
2
June Tue. 16:30-18:00
|
Multi-choice
Games I
|
4-206
|
|
|
Lecture
2
|
3
June Wed. 16:30-18:00
|
Multi-choice
Games II
|
4-202
|
|
|
Lecture
3
|
5
June Fri. 9:00-10:30
|
Multi-choice
Games III
|
4-202
|
|
|
Lecture
4
|
9
June Tue 16:30-18:00
|
Interval
Games I
|
4-206
|
|
|
Lecture
5
|
10
June Wed. 16:30-18:00
|
Interval
Games II
|
4-202
|
|
以下は本研究会に関連するWorkshopの情報です.