论文标题
匹配市场中的土匪：同行贷款的想法和建议
Bandits in Matching Markets: Ideas and Proposals for Peer Lending
论文作者
论文摘要
在匹配市场中连续决策的最新应用，在本文中，我们尝试为P2P贷款制定和抽象的市场设计。我们描述了一个范式，为如何从匹配的市场角度构想如何构想同行投资，尤其是在尊重借款人和贷方偏好时。我们将这些专业市场建模为一个优化问题，并考虑了市场两边的代理商的不同公用事业，同时也了解公平分配对借款人的影响。我们设计了一种基于连续决策的技术，该技术使贷方可以根据随着时间的推移竞争的不确定性动态来调整其选择，这也会影响奖励以换取投资。使用模拟实验，我们根据最佳借款人匹配显示了遗憾的动态，并发现贷方后悔取决于贷方设定的最初偏好，这可能会影响他们对决策做出步骤的学习。
Motivated by recent applications of sequential decision making in matching markets, in this paper we attempt at formulating and abstracting market designs for P2P lending. We describe a paradigm to set the stage for how peer to peer investments can be conceived from a matching market perspective, especially when both borrower and lender preferences are respected. We model these specialized markets as an optimization problem and consider different utilities for agents on both sides of the market while also understanding the impact of equitable allocations to borrowers. We devise a technique based on sequential decision making that allow the lenders to adjust their choices based on the dynamics of uncertainty from competition over time and that also impacts the rewards in return for their investments. Using simulated experiments we show the dynamics of the regret based on the optimal borrower-lender matching and find that the lender regret depends on the initial preferences set by the lenders which could affect their learning over decision making steps.
