英文标题：
《Policy Transforms and Learning Optimal Policies》
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作者：
Thomas M. Russell
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最新提交年份：
2020
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英文摘要：
  We study the problem of choosing optimal policy rules in uncertain environments using models that may be incomplete and/or partially identified. We consider a policymaker who wishes to choose a policy to maximize a particular counterfactual quantity called a policy transform. We characterize learnability of a set of policy options by the existence of a decision rule that closely approximates the maximin optimal value of the policy transform with high probability. Sufficient conditions are provided for the existence of such a rule. However, learnability of an optimal policy is an ex-ante notion (i.e. before observing a sample), and so ex-post (i.e. after observing a sample) theoretical guarantees for certain policy rules are also provided. Our entire approach is applicable when the distribution of unobservables is not parametrically specified, although we discuss how semiparametric restrictions can be used. Finally, we show possible applications of the procedure to a simultaneous discrete choice example and a program evaluation example.
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中文摘要：
我们研究了在不确定环境下，使用不完全和/或部分识别的模型选择最优策略规则的问题。我们考虑一个政策制定者，他希望选择一个政策来最大化一个特定的反事实数量，称为政策转换。我们通过一个决策规则的存在来描述一组策略选项的可学习性，该决策规则以高概率逼近策略变换的最大最优值。为该规则的存在提供了充分条件。然而，最优策略的可学习性是一个事前概念（即观察样本之前），因此也为某些策略规则提供了事后（即观察样本之后）理论保证。虽然我们讨论了如何使用半参数限制，但当不可观测的分布不是参数化指定时，我们的整个方法是适用的。最后，我们展示了该方法在同时离散选择和程序评估中的可能应用。
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分类信息：

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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