摘要翻译：
经典的实验设计方法假设对一个单元的干预不会影响其他单元。然而，在许多重要情况下，这种不干涉假设并不成立，例如在拼车平台上进行供应方激励试验或在能源市场上进行补贴试验。本文提出了一种新的跨单位干扰大随机系统实验设计方法，假设干扰的结构足以通过平均场模型捕捉到。我们的方法使我们能够通过结合不受干扰的随机化和轻量级建模来准确地估计系统参数的微小变化的影响，同时保持平衡。然后，我们可以使用这些估计通过梯度下降来优化系统。具体地说，我们重点研究了一个寻求在集中市场中优化供应方支付p的平台问题，在集中市场中，不同供应商通过它们对整体供需平衡的影响进行交互，并表明我们的方法使该平台能够使用消失的小扰动来优化大系统中的p。
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英文标题：
《Experimenting in Equilibrium》
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作者：
Stefan Wager and Kuang Xu
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最新提交年份：
2020
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分类信息：

一级分类：Mathematics        数学
二级分类：Optimization and Control        优化与控制
分类描述：Operations research, linear programming, control theory, systems theory, optimal control, game theory
运筹学，线性规划，控制论，系统论，最优控制，博弈论
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一级分类：Economics        经济学
二级分类：Econometrics        计量经济学
分类描述：Econometric Theory, Micro-Econometrics, Macro-Econometrics, Empirical Content of Economic Relations discovered via New Methods, Methodological Aspects of the Application of Statistical Inference to Economic Data.
计量经济学理论，微观计量经济学，宏观计量经济学，通过新方法发现的经济关系的实证内容，统计推论应用于经济数据的方法论方面。
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一级分类：Statistics        统计学
二级分类：Methodology        方法论
分类描述：Design, Surveys, Model Selection, Multiple Testing, Multivariate Methods, Signal and Image Processing, Time Series, Smoothing, Spatial Statistics, Survival Analysis, Nonparametric and Semiparametric Methods
设计，调查，模型选择，多重检验，多元方法，信号和图像处理，时间序列，平滑，空间统计，生存分析，非参数和半参数方法
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英文摘要：
  Classical approaches to experimental design assume that intervening on one unit does not affect other units. There are many important settings, however, where this non-interference assumption does not hold, as when running experiments on supply-side incentives on a ride-sharing platform or subsidies in an energy marketplace. In this paper, we introduce a new approach to experimental design in large-scale stochastic systems with considerable cross-unit interference, under an assumption that the interference is structured enough that it can be captured via mean-field modeling. Our approach enables us to accurately estimate the effect of small changes to system parameters by combining unobstrusive randomization with lightweight modeling, all while remaining in equilibrium. We can then use these estimates to optimize the system by gradient descent. Concretely, we focus on the problem of a platform that seeks to optimize supply-side payments p in a centralized marketplace where different suppliers interact via their effects on the overall supply-demand equilibrium, and show that our approach enables the platform to optimize p in large systems using vanishingly small perturbations.
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PDF链接：
https://arxiv.org/pdf/1903.02124