基于主从博弈的面向报童决策者的信息设计

Information design for newsvendor decision maker based on Stackelberg game

在假设传统报童模型中需求分布给定的前提下,研究信息设计者可通过影响报童决策者的市场需求信念来改变其决策行为,并从中获利的信息设计问题,构建了描述这一问题的主从博弈模型,其中,主问题考虑信息设计者策略组合的优化选择,从问题为报童决策。为求解这一双层规划问题,利用KKT(Karush-Kuhn-Tucker)条件将其转化为易求解的单层混合整数线性规划模型。仿真结果表明:信息设计能够有效地改变报童决策者的行为,特别是当信息设计者和报童决策者的需求先验存在明显偏差时;信息披露的成本也将显著影响信息设计的效果。

Considering the assumption of a known demand distribution in the traditional newsvendor model,the information design problem is studied,in which information designers can change the newsvendors decision-making behaviors by influencing their market demand beliefs,and then make profits.A Stackelberg game model was constructed to explain the interaction between information designer and newsvendor decision-makers.The KKT(Karush-Kuhn-Tucker)conditions were used to solve such bi-level model by transforming the proposed model into a tractable mixed integer linear program.The simulation results show that information design can effectively affect the decisions of newsvendor,and significant deviation on prior information or information disclosure cost can greatly influence the effects of information design.