以探討銀行放款策略訂定的角度而言，在過去的文獻中， 要仍是在說明 於訊息不對稱下，產生逆選擇及道德危機，因 有信用分配的現象；而本 文所強調的重點則和Milde & Ril-y(1988)的精神相同，利用信號機能來 求出各種貸款申請人之抩A均衡契約，進而區分出各個貸款申請人債信品 質的高低。誘撠眾]在貸款額固定下，擔保品為投資計畫利潤函數中的正 袺鷌僂?A成功地導出擔保品可用來作為信號的指標，在銀行飢馴□v爭下 ，債信較高(違約風險小)的貸款申請人會願意接□U款利率低但須提供較 多擔保品的契約，而債信較低 (違約滅I大) 的貸款申請人則反之。對於 均衡時分離契約(separating contracts)的穩定性，畯怬Q用Cho & Kreps (1987)之sequential equilibrium觀念討出可能優於(dominate) 最適分離契約之pooling契約，是存在的；其原因來自於銀行間的層層牽 制，而不敢提出此契，使得上述的分離契約才是唯一均衡時的契約。由於 我國對於設立銀行所需資本額頗為龐大，因此仍僅限騚X個大財團與大企 業間共同籌資才得以完成，故在銀行的產~中若僅以完全競爭的情況來探 討，似乎仍不夠完善，在本文澈嵽b段，我們即以銀行是獨佔的角度來探 討均衡契約的訂定A並與完全競爭時的情況相比較。這亦使得銀行在不同 結構間A對放款契約的探討有了更完整的架構。

An ad hoc wireless network is an infrastructure-less, autonomous system of nodes connected through wireless links. In many current applications of ad hoc wireless networks, individual wireless nodes are autonomous, rational, and intelligent and are often referred to as selfish nodes, following game theoretic terminology. In an ad hoc wireless network, a typical node may be an intermediate node of a route from a source node to a destination node and therefore is often required to forward packets so as to enable communication to be established. Selfish nodes may not always forward the packets since the forwarding activity consumes the node’s own resources. Such behavior by individual nodes may lead to suboptimal situations where nodes, through their actions, lead to a state that is undesirable from an overall network viewpoint. To counter this, there is a need to stimulate cooperation through methods such as providing appropriate incentives. In this thesis, our interest is in designing rigorous incentive based methods for stimulating cooperation among wireless nodes, in the specific context of broadcast. In particular, we address the Incentive Compatible Broadcast problem: how do we design broadcast protocols that induce truth revelation by the individual wireless nodes? We do this using a game theory and mechanism design framework. Incentive compatibility of broadcast protocols could manifest in two forms: (1) Dominant Strategy Incentive Compatibility (DSIC) (also called strategy-proofness) and (2) Bayesian incentive compatibility (BIC). A DSIC broadcast protocol is one which makes it a best response for every wireless node to reveal its true type, regardless of what the other nodes reveal. A BIC broadcast protocol is one which makes truth revelation a best response for a node, given that the other nodes are truthful. The DSIC property is stronger and more desirable but more difficult to achieve. On the other hand, the BIC property is much weaker and easier to achieve. In this thesis, we first design a DSIC broadcast protocol for ad hoc networks using the well known VCG (Vickrey-Clarke-Groves) mechanisms and investigate its properties and performance. Next, we design a BIC broadcast protocol, investigate its properties, and compare its performance with that of the DSIC broadcast protocol. Both the protocols developed in this thesis provide an elegant solution to the incentive compatible broadcast problem in ad hoc networks with selfish nodes and help stimulate cooperation among the selfish wireless nodes.

Game theory and mechanism design have emerged as an important tool to model, analyze,and solve decentralized design problems involving multiple agents that interact strategically in a rational and intelligent way. Some examples of these design problems include: auctions and markets in electronic commerce; network economics; dynamic pricing; routing protocols in wireless networks; resource allocation in computational grids; algorithms for selfish agents;etc. The motivation for this doctoral work springs from the high level of current interest indesigning innovative mechanisms for solving emerging game theoretic problems in the area of electronic commerce. In this thesis, we focus on three such problems and advance the current art in mechanism design while developing new, innovative mechanisms to solve the problems. The first problem we explore is the highly strategic problem of forming a high value E-business supply chain by choosing the best mix of supply chain partners. In our research, we formulate the supply chain formation problem as a mechanism design problem in a generic wayand show that the well known VCG (Vickrey-Clarke-Groves) mechanisms provide an apt frame-work for solving this problem. We provide a compelling example of a three stage automotive distribution network to illustrate the power and e±cacy of the proposed methodology. The second problem we model and solve is that of designing a revenue maximizing sponsored search auction. This is a problem that is faced by every Internet search engine, such as Google,MSN, and Yahoo!, whenever it receives a search query. In our research, we take a comprehensivelook at existing auction mechanisms for this problem. Our work leads to an innovative new auction mechanism, which we call OPT (optimal mechanism), that exhibits a superior level ofperformance. The proposed mechanism extends, in a non-trivial way, the well known Myersonoptimal auction to the specific setting of sponsored search auctions. The proposed mechanism maximizes the revenue to the search engine and also satisfies two crucial properties, Bayesian incentive compatibility and interim individual rationality. The third contribution is in respect of Stackelberg problems, which are game theoretic problems that involve hierarchical and sequential decision making. By focusing attention on an important subclass of these problems, namely the Single-Leader-Rest-Followers (SLRF) problems, we extend all relevant aspects of classical mechanism design theory to the case of SLRF problems. We derive many important results in respect of procurement auctions with reserve prices using the developed theory. The research carried out as part of this doctoral work, we believe, advances the current art in mechanism design while developing innovative mechanisms to solve those problems.

Esta tesis consta de tres proyectos sobre coordinación y los conflictos utilizando un enfoque experimental. El capítulo 1 estudia si un mecanismo de votación incentiva una coordinación eficiente y concluye en comparación a un sistema de decisión carente de votación (regla del dictador), ambos mecanismos (decisión por mayoría y decisión unánime) son eficaces incentivando la coordinación en la toma de decisiones posteriores. El capítulo 2 se centra en los fallos de coordinación e investiga si una "mancha solar" puede causar un problema de coordinación sobre el equilibrio Pareto-Superior. De los resultados, se deduce que una señal aleatoria exógena genera ineficiencias, aunque sería simplemente mejor ignorarla. Por último, el capítulo 3 estudia un juego de concurso en una red de conflicto. Los resultados demuestran que las estructuras de red en cuestión importan en la determinación del nivel de las inversiones en tecnología de conflicto y, por lo tanto, afectan la intensidad total de los conflictos. / This thesis is a collection of three research projects on coordination and conflict using an experimental approach. Chapter 1 studies whether a voting mechanism induces efficient coordination; and, concludes that compared to a dictator rule where voting is absent, both of the voting rules studied, i.e. majority and unanimity, are successful in inducing coordination in subsequent decisions. Chapter 2 focuses on coordination failures and investigates whether a sunspot leads to failure in coordinating on the Pareto-Superior equilibrium; and in fact, deduces that a random exogenous signal leads to inefficiencies even though it would simply be better if ignored. Finally, chapter 3 studies a contest game in a conflict network. It shows that network structures matter in determining the level of individual investments in the conflict technology, and hence affect total conflict intensity.

Allocation of objects or resources to competing agents is a ubiquitous problem in the real world. For example, a federal government may wish to allocate different types of spectrum licenses to telecom service providers; a search engine has to assign different sponsored slots to the ads of advertisers; etc. The agents involved in such situations have private preferences over the allocations. The agents, being strategic, may manipulate the allocation procedure to get a favourable allocation. If the objects to be allocated are heterogeneous (rather than homogeneous), the problem becomes quite complex. The allocation problem becomes even more formidable in the presence of a dynamic supply and/or demand. This doctoral work is motivated by such problems involving strategic agents, heterogeneous objects, and dynamic supply and/or demand. In this thesis, we model such problems in a standard game theoretic setting and use mechanism design to propose novel solutions to the problems. We extend the current state-of-the-art in a non-trivial way by solving the following problems: Optimal combinatorial auctions with single minded bidders, generalizing the existing methods to take into account multiple units of heterogeneous objects Multi-armed bandit mechanisms for sponsored search auctions with multiple slots, generalizing the current methods that only consider a single slot. Strategyproof redistribution mechanisms for heterogeneous objects, expanding the scope of the current state of practice beyond homogeneous objects Online allocation mechanisms without money for one-sided and two-sided matching markets, extending the existing methods for static settings.

Global warming is currently a major challenge faced by the world. Reduction of carbon emissions is of paramount importance in the context of global warming. There are widespread ongoing efforts to find satisfactory ways of surmounting this challenge. The basic objective of all such efforts can be summarized as conception and formation of protocols to reduce the pace of global carbon levels. Countries and global companies are now engaged in understanding systematic ways of achieving well defined emission targets. In this dissertation, we explore the specific problem faced by a global industry or global company in allocating carbon emission reduction units to its different divisions and supply chain partners in achieving a required target of reductions in its carbon reduction program. The problem becomes a challenging one since the divisions and supply chain partners are often autonomous and could exhibit strategic behavior. Game theory and mechanism design provide a natural modeling tool for capturing the strategic dynamics involved in this problem. DSIC (Dominant Strategy Incentive Compatibility), AE (Allocative Efficiency), and SBB (Strict Budget Balance) are the key desirable properties for carbon reduction allocation mechanisms. But due to an impossibility result in mechanism design, DSIC, AE, and SBB can never be simultaneously achieved. Hence in this dissertation, we offer as contributions, two elegant solutions to this carbon emission reduction allocation problem. The first contribution is a mechanism which is DSIC and AE. We first propose a straightforward Vickrey-Clarke-Groves (VCG) mechanism based solution to the problem, leading to a DSIC and AE reverse auction protocol for allocating carbon reductions among the divisions. This solution, however, leads to a high level of budget imbalance. To reduce budget imbalance, we use redistribution mechanisms, without affecting the key properties of DSIC and AE. The Cavallo-Bailey redistribution mechanism, when applied to the above reverse auction protocol leads to reduced budget imbalance. To reduce the imbalance further, we propose an innovative forward auction protocol which achieves less imbalance when combined with the Cavallo-Bailey redistribution mechanism. The forward auction protocol also has the appealing feature of handsomely rewarding divisions that reduce emissions and levying appropriate penalties on divisions that do not participate in emission reductions. The second contribution is a DSIC and SBB mechanism. Even though the first mechanism tries to reduce the budget imbalance, there is always a surplus which cannot be distributed among divisions and is wasted. So, in this part, by slightly compromising on efficiency, we propose a mechanism which is DSIC and SBB. The SBB property guarantees that there is no need for any monetary support from an external agency for implementing the mechanism and there is no leakage of revenue.

Cette thèse s'articule autour de trois propositions de représentation de la structure incitationnelle qui sous-tend les contextes de régulation environnementale dans lesquels les agents producteurs de l'externalité adoptent des comportements proactifs pour devancer et prévenir la mise en place d'une éventuelle mesure contraignante par l'autorité régulatrice. Ces trois propositions sont faites dans une perspective normative, i.e. en considérant que l'autorité régulatrice peut jouer sur les modalités et résultats de l'autorégulation des agents par le moyen de menaces, d'effets d'annonce, pour d'induire les comportements souhaités, et atteindre l'efficacité environnementale et/ou de coût. Les mécanismes étudiés sont regroupés sous une dénomination commune d' 'approche volontaire collective préventive' (AVCP). La menace, sous la forme d'une taxe unitaire en cas de non-atteinte volontaire d'un objectif environnemental, est au centre de résultats de la thèse. D'abord dans un jeu statique d'émission (premier essai), ensuite dans un jeu différentiel d'extraction (second essai), et enfin, dans un jeu général de participation à l'AVCP (troisième essai). Dans chacun des contextes de régulation environnementale décrits, cette taxe est formalisée comme endogène, ce qui permet de considérer les AVCP comme de réels instruments de régulation, rejoignant la famille des outils dits basés sur les incitations. / This dissertation consists of three essays on the specific incentive structure that underlies regulation contexts in which the agents generating an environmental externality self-regulate in order to preempt the enforcement of a mandatory policy by a regulatory agency. The three essays take a normative perspective, i.e. investigate the way the regulatory agency may induce efficient proactive behavior by the mean of purposely designed threat and announcement effects. Such mechanisms fall under the common denomination of 'collective voluntary-threat policies' (CVTP). The three essays' results focus on the threat, formalized as a unit tax that is said to be implemented by the regulator if the environmental target is not reached voluntarily : first in a two-stage and static emission game (first essay) ; then in a differential extraction game (second essay) ; finally in a general participation game to the CVTP (third essay). In each framework, the tax is considered as endogenous, and thereby, the CVTP being studied as part of the Incentive-Based Regulatory Approaches.

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В условиях тендерных закупок значимым является учет влияния многих факторов при выборе стратегии ценового предложения участника, которые выходят за пределы классической экономики. Целью магистерской диссертации является разработка модели прогнозирования ценового предложения участников тендерных закупок. В работе рассматривается понятие прогнозирования ценового предложения, влияние факторов на участника тендерных закупок и принципы поведенческой экономики. В качестве источников использовалась научно-исследовательская и методическая литература, нормативно-правовые акты и статистические данные различных электронно-торговых площадок в открытом доступе. В магистерской диссертации была разработана модель прогнозирования ценового предложения участника тендерных закупок, базирующаяся на функции полезности Неймана-Моргенштерна, отличающаяся учетом влияния релевантных факторов, позволяющая корректировать тактику поведения участника для каждого шага торгов и максимизировать полезность предложения с точки зрения принципов поведенческой экономики. / In terms of tender purchases, it is important to take into account the influence of many factors when choosing a bidder's price proposal strategy, which go beyond the classical economy. The aim of the master's thesis is to develop a model for forecasting the price offer of bidders. The paper discusses the concept of forecasting the price offer, the influence of factors on the participant in tender purchases and the principles of behavioral economics. The sources used were scientific research and methodological literature, regulatory legal acts and statistical data of various electronic trading platforms in the public domain. In the master's thesis, a model for predicting the price offer of a bidder was developed based on the Neumann-Morgenstern utility function, which takes into account the influence of relevant factors, which allows you to adjust the bidder's behavior tactics for each bidding step and maximize the utility of the offer in terms of the principles of behavioral economics.