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離散凸解析とマッチングモデル䈊 その3:Hatfield-Milgromのモデル

田村明久(慶應義塾大学 理工学部)

Contracts (Hatfield-Milgrom model)

! 

D

is

a finite set of doctors

! 

H

is

a finite set of hospitals

! 

X is a finite set of contracts:

"  each contract

x ! X

is associated with a doctor

D(x)

and a

hospital

H(x)

, and includes additional info. e.g., working days and salary between

D(x)

and

H(x)

, etc.

"  for

k ! D " H

and for

Y # X,

Y

k

={x ! Y | D(x) = k

or

H(x) = k}

2011-7-26 COSS 2

Choice function (H-M model)

!  each

k ! D " H

has a

choice function C

k with

C

k

(Y ) # Y

k

(Y # X )

! 

C

D

(Y ) = "

i ! D

C

i

(Y ) (Y # X )

choice fn of

D C

H

(Y ) = "

j ! H

C

j

(Y ) (Y # X )

choice fn of

H

! 

C

D

and

C

H satisfy

consistency : C(Y ) # Z # Y $ C(Z ) =C(Y )

2011-7-26 COSS 3

Substitutability (H-M model)

! 

rejection fns. R

Dand

R

H are defined by

R

D

(Y ) = Y ! C

D

(Y ) (Y # X )

R

H

(Y ) = Y ! C

H

(Y ) (Y # X )

! 

C

D

and

C

H satisfy

substitutability : Z # Y $ C(Y ) % Z # C(Z ) Z # Y $ R(Z ) # R(Y )

2011-7-26 COSS 4

Pairwise Stability (1)

! 

Y # X

is a

pairwise stable allocation

if

" 

C

D

(Y ) = Y

and

C

H

(Y ) = Y

"  for

x ! X ! Y,

x & C

D

(Y " {x})

or

x & C

H

(Y " {x})

2011-7-26 COSS 5

Pairwise Stability (2)

Lemma A: [Hatfield-Milgrom, 2005]

If

Y

D

= X ! R

H

(Y

H

)

and

Y

H

= X ! R

D

(Y

D

)

then

Y

D

% Y

H is

pairwise stable.

2011-7-26 COSS 6

Lemma B: [Hatfield-Milgrom, 2005]

If

Y

is

pairwise stable

, then there exist

Y

D and

Y

H s.t.

Y

D

= X ! R

H

(Y

H

)

,

Y

H

= X ! R

D

(Y

D

)

,

Y =Y

D

% Y

H

(2)

半順序集合

! 

X :

集合(無限集合も可)

! 2項関係 

! が次の3法則を満たすとき X

の要素 間の半順序関係という 

" 反射法則  x

! x

" 反対称法則 x ! y, y ! x

$ x = y

" 推移法則  x ! y, y ! z $ x ! z

! 

(X, ! )

 半順序集合

2011-7-26 COSS 7

束,完備束

! 

(X, ! ) 

半順序集合

! 

a ! X

A # X

上界  

' x ! A [x ! a]

a ! X

A # X

下界  

' x ! A [a ! x]

! 

A

上限: Aの上界全体の最小要素 ∨A

A

下限: Aの下界全体の最大要素 ∧A

! 

(X, !) が束とは任意の要素対{a,b}に対し,

上限

a

b

と下限

a

b

が存在する

! 

(X, ! ) が完備束とは任意のA # X に対して,

上限と下限が存在する

2011-7-26 COSS 8

Tarski の不動点定理

! 

(X, ! ) 

完備束

f : X ( X

単調,すなわち x ! y $ f (x) ! f (y)

 とする.

! このとき不動点( f (x)=x )が存在する

! さらに不動点全体は束をなす

2011-7-26 COSS 9

Existence of Stable Outcomes(1)

! 

partial order "

on

2

X

) 2

Xs.t.

(Y, Z ) " (Y’, Z’ ) * Y’ # Y

and

Z # Z’

! 

(2

X

) 2

X

, ") is a complete lattice

(Y, Z )∨(Y’, Z’ ) = (Y " Y’, Z % Z’ ) (Y, Z )∧(Y’, Z’ ) = (Y % Y’, Z " Z’ )

2011-7-26 COSS 10

Existence of Stable Outcomes(2)

! 

F(Y,Z) = (F

1

(Z), F

2

(F

1

(Z))) (Y,Z # X )

where

F

1

(Z) = X ! R

H

(Z ), F

2

(Z) = X ! R

D

(Z )

! 

F

is

monotone

on

(2

X

) 2

X

, ")

, i.e.,

" 

(Y, Z ) " (Y’, Z’ ) $ Z # Z’

$ R

H

(Z ) # R

H

(Z’ ) $ F

1

(Z’ ) # F

1

(Z )

" 

F

1

(Z’ ) # F

1

(Z ) $ R

D

(F

1

(Z’ )) # R

D

(F

1

(Z ))

$ F

2

(F

1

(Z )) # F

2

(F

1

(Z’ ))

" 

F(Y, Z ) " F(Y’, Z’ )

2011-7-26 COSS 11

Existence of Stable Outcomes(3)

! 

F(Y,Z) = (F

1

(Z), F

2

(F

1

(Z))) (Y,Z # X )

where

F

1

(Z) = X ! R

H

(Z ), F

2

(Z) = X ! R

D

(Z )

! 

F

is

monotone

on a complete lattice

(2

X

) 2

X

, ")

! 

by Tarski’s fixed point th., there exists (Y, Z) with

(Y, Z) = F(Y, Z) = (X ! R

H

(Z), X ! R

D

(Y))

! 

by Lemma A (if Y

D = X ! RH(YH) and YH = X ! RD(YD)

then Y

D %YH

is pairwise stable), there exists a pairwise 

stable outcome

2011-7-26 COSS 12

参照

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