论文标题
在竞争环境中检测勾结的假设测试方法
Hypothesis Testing Approach to Detecting Collusion in Competitive Environments
论文作者
论文摘要
人们对使用算法定价的Tacit合谋越来越关注，调节器需要工具来帮助检测这种勾结的可能性。本文研究了如何设计假设检验框架，以决定代理是否在竞争性地行事。在我们的环境中，代理商是公用事业最大化的，并在物品价格上竞争。不了解代理商效用功能的监管机构，只能访问代理商的策略（即定价决策）和外部冲击值，以决定根据某些均衡问题，代理是否在竞争中表现出来。我们利用了诸如逆变异不平等等问题的表述，并在最小的假设集中设计了假设检验。我们通过Bertrand竞争游戏的计算实验（有或没有勾结）来证明我们的方法，并展示我们的方法的执行方式。
There is growing concern about tacit collusion using algorithmic pricing, and regulators need tools to help detect the possibility of such collusion. This paper studies how to design a hypothesis testing framework in order to decide whether agents are behaving competitively or not. In our setting, agents are utility-maximizing and compete over prices of items. A regulator, with no knowledge of the agent's utility function, has access only to the agents' strategies (i.e., pricing decisions) and external shock values in order to decide if agents are behaving in competition according to some equilibrium problem. We leverage the formulation of such a problem as an inverse variational inequality and design a hypothesis test under a minimal set of assumptions. We demonstrate our method with computational experiments of the Bertrand competition game (with and without collusion) and show how our method performs.
