论文标题

战略代理人的治疗分配

Treatment Allocation with Strategic Agents

论文作者

Munro, Evan

论文摘要

基于观察到的个体特征分配治疗的兴趣越来越大:例如,示例包括针对性的营销,个性化的信用优惠和异质定价。治疗个性化引发了激励措施,以改变其行为以获得更好的治疗。战略行为改变了协变量和潜在结果的联合分布。没有战略行为的最佳规则仅将治疗分配给具有正度条件平均治疗效果的人。通过战略行为,我们表明,最佳规则可以随机分配,即使对平均对治疗的积极反应的人,也以不到100%的概率分配治疗方法。我们提出了一个基于贝叶斯优化的顺序实验,该实验会收敛到最佳治疗规则,而没有对个人战略行为的参数假设。

There is increasing interest in allocating treatments based on observed individual characteristics: examples include targeted marketing, individualized credit offers, and heterogeneous pricing. Treatment personalization introduces incentives for individuals to modify their behavior to obtain a better treatment. Strategic behavior shifts the joint distribution of covariates and potential outcomes. The optimal rule without strategic behavior allocates treatments only to those with a positive Conditional Average Treatment Effect. With strategic behavior, we show that the optimal rule can involve randomization, allocating treatments with less than 100% probability even to those who respond positively on average to the treatment. We propose a sequential experiment based on Bayesian Optimization that converges to the optimal treatment rule without parametric assumptions on individual strategic behavior.

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