We study a decision-maker's problem of finding optimal monetary incentive schemes when faced with agents whose participation decisions (stochastically) depend on the incentive they receive. Our focus is on policies constrained to fulfill two fairness properties that preclude outcomes wherein different groups of agents experience different treatment on average. We formulate the problem as a high-dimensional stochastic optimization problem, and study it through the use of a closely related deterministic variant. We show that the optimal static solution to this deterministic variant is asymptotically optimal for the dynamic problem under fairness constraints. Though solving for the optimal static solution gives rise to a non-convex optimization problem, we uncover a structural property that allows us to design a tractable, fast-converging heuristic policy. Traditional schemes for stakeholder retention ignore fairness constraints; indeed, the goal in these is to use differentiation to incentivize repeated engagement with the system. Our work (i) shows that even in the absence of explicit discrimination, dynamic policies may unintentionally discriminate between agents of different types by varying the type composition of the system, and (ii) presents an asymptotically optimal policy to avoid such discriminatory outcomes.
翻译:我们研究决策者在面对其参与决定(初步)取决于其得到的激励的代理人时寻找最佳货币激励办法的问题。我们的重点是,政策只能满足两种公平性,从而排除不同代理人群体平均受到不同待遇的结果。我们将这一问题发展成一个高维的随机优化问题,并通过使用一个密切相关的决定因素变体来研究这一问题。我们表明,这一决定性变体的最佳静态解决办法在公平性制约下对动态问题来说是不可避免的最佳选择。虽然解决最佳静态解决办法会产生非共性优化问题,但我们发现了一种结构性能,使我们能够设计出一种可快速、快速趋同的超速政策。传统的利益攸关方留用办法忽视了公平性限制;事实上,这些办法的目标是利用差别来鼓励反复参与系统。我们的工作(一)表明,即使没有明确的歧视,动态政策也可能无意地对不同类型代理人进行歧视,因为系统的类型不同,以及(二)提出了避免这种歧视性结果的象征性最佳政策。