We study efficient mechanism design for allocating multiple heterogeneous objects. We aim to maximize the residual surplus, the total value generated from an allocation minus the costs for screening agents' values. We discover a robust trend indicating that no-screening mechanisms such as serial dictatorship with exogenous priority order tend to perform better as the variety of goods increases. We analyze the underlying reasons by characterizing efficient mechanisms in a stylized environment. We also apply an automated mechanism design approach to numerically derive efficient mechanisms and validate the trend in general environments. Building on this implication, we propose the register-invite-book system (RIB) as an efficient system for scheduling vaccination against pandemic diseases.
{"title":"No Screening is More Efficient with Multiple Objects","authors":"Shunya Noda, Genta Okada","doi":"arxiv-2408.10077","DOIUrl":"https://doi.org/arxiv-2408.10077","url":null,"abstract":"We study efficient mechanism design for allocating multiple heterogeneous\u0000objects. We aim to maximize the residual surplus, the total value generated\u0000from an allocation minus the costs for screening agents' values. We discover a\u0000robust trend indicating that no-screening mechanisms such as serial\u0000dictatorship with exogenous priority order tend to perform better as the\u0000variety of goods increases. We analyze the underlying reasons by characterizing\u0000efficient mechanisms in a stylized environment. We also apply an automated\u0000mechanism design approach to numerically derive efficient mechanisms and\u0000validate the trend in general environments. Building on this implication, we\u0000propose the register-invite-book system (RIB) as an efficient system for\u0000scheduling vaccination against pandemic diseases.","PeriodicalId":501188,"journal":{"name":"arXiv - ECON - Theoretical Economics","volume":"27 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-08-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142197145","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
We study the problem in which a central planner sequentially allocates a single resource to multiple strategic agents using their utility reports at each round, but without using any monetary transfers. We consider general agent utility distributions and two standard settings: a finite horizon $T$ and an infinite horizon with $gamma$ discounts. We provide general tools to characterize the convergence rate between the optimal mechanism for the central planner and the first-best allocation if true agent utilities were available. This heavily depends on the utility distributions, yielding rates anywhere between $1/sqrt T$ and $1/T$ for the finite-horizon setting, and rates faster than $sqrt{1-gamma}$, including exponential rates for the infinite-horizon setting as agents are more patient $gammato 1$. On the algorithmic side, we design mechanisms based on the promised-utility framework to achieve these rates and leverage structure on the utility distributions. Intuitively, the more flexibility the central planner has to reward or penalize any agent while incurring little social welfare cost, the faster the convergence rate. In particular, discrete utility distributions typically yield the slower rates $1/sqrt T$ and $sqrt{1-gamma}$, while smooth distributions with density typically yield faster rates $1/T$ (up to logarithmic factors) and $1-gamma$.
{"title":"Near-Optimal Mechanisms for Resource Allocation Without Monetary Transfers","authors":"Moise Blanchard, Patrick Jaillet","doi":"arxiv-2408.10066","DOIUrl":"https://doi.org/arxiv-2408.10066","url":null,"abstract":"We study the problem in which a central planner sequentially allocates a\u0000single resource to multiple strategic agents using their utility reports at\u0000each round, but without using any monetary transfers. We consider general agent\u0000utility distributions and two standard settings: a finite horizon $T$ and an\u0000infinite horizon with $gamma$ discounts. We provide general tools to\u0000characterize the convergence rate between the optimal mechanism for the central\u0000planner and the first-best allocation if true agent utilities were available.\u0000This heavily depends on the utility distributions, yielding rates anywhere\u0000between $1/sqrt T$ and $1/T$ for the finite-horizon setting, and rates faster\u0000than $sqrt{1-gamma}$, including exponential rates for the infinite-horizon\u0000setting as agents are more patient $gammato 1$. On the algorithmic side, we\u0000design mechanisms based on the promised-utility framework to achieve these\u0000rates and leverage structure on the utility distributions. Intuitively, the\u0000more flexibility the central planner has to reward or penalize any agent while\u0000incurring little social welfare cost, the faster the convergence rate. In\u0000particular, discrete utility distributions typically yield the slower rates\u0000$1/sqrt T$ and $sqrt{1-gamma}$, while smooth distributions with density\u0000typically yield faster rates $1/T$ (up to logarithmic factors) and $1-gamma$.","PeriodicalId":501188,"journal":{"name":"arXiv - ECON - Theoretical Economics","volume":"68 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-08-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142197136","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Motivated by recent empirical findings on the periodic phenomenon of aggregated market volumes in equity markets, we aim to understand the causes and consequences of periodic trading activities through a game-theoretic perspective, examining market interactions among different types of participants. Specifically, we introduce a new mean-field liquidation game involving major and minor traders, where the major trader evaluates her strategy against a periodic targeting strategy while a continuum of minor players trade against her. We establish the existence and uniqueness of an open-loop Nash equilibrium. In addition, we prove an O(1/sqrt N) approximation rate of the mean-field solution to the Nash equilibrium in a major-minor game with N minor players. In equilibrium, minor traders exhibit front-running behaviors in both the periodic and trend components of their strategies, reducing the major trader's profit. Such strategic interactions diminish the strength of periodicity in both overall trading volume and asset prices. Our model rationalizes observed periodic trading activities in the market and offers new insights into market dynamics.
受近期关于股票市场成交量聚集的周期性现象的实证研究结果的启发，我们旨在通过博弈论的视角，研究不同类型参与者之间的市场互动，从而理解周期性交易活动的原因和后果。具体来说，我们引入了一种新的均值场清算博弈，涉及主要交易者和次要交易者，其中主要交易者根据周期性目标策略评估自己的策略，而一系列次要交易者则与其进行对立交易。我们证明了开环纳什均衡的存在性和唯一性。此外，我们还证明了在有 N 个次要参与者的主要-次要博弈中，纳什均衡的均场解的 O（1/sqrt N）近似率。在均衡状态下，次要交易者在其策略的周期和趋势部分都会表现出跑在前面的行为，从而减少主要交易者的利润。这种策略互动削弱了整体交易量和资产价格的周期性强度。我们的模型合理地解释了市场上观察到的周期性交易活动，并为市场动态提供了新的见解。
{"title":"Periodic Trading Activities in Financial Markets: Mean-field Liquidation Game with Major-Minor Players","authors":"Yufan Chen, Lan Wu, Renyuan Xu, Ruixun Zhang","doi":"arxiv-2408.09505","DOIUrl":"https://doi.org/arxiv-2408.09505","url":null,"abstract":"Motivated by recent empirical findings on the periodic phenomenon of\u0000aggregated market volumes in equity markets, we aim to understand the causes\u0000and consequences of periodic trading activities through a game-theoretic\u0000perspective, examining market interactions among different types of\u0000participants. Specifically, we introduce a new mean-field liquidation game\u0000involving major and minor traders, where the major trader evaluates her\u0000strategy against a periodic targeting strategy while a continuum of minor\u0000players trade against her. We establish the existence and uniqueness of an\u0000open-loop Nash equilibrium. In addition, we prove an O(1/sqrt N) approximation\u0000rate of the mean-field solution to the Nash equilibrium in a major-minor game\u0000with N minor players. In equilibrium, minor traders exhibit front-running\u0000behaviors in both the periodic and trend components of their strategies,\u0000reducing the major trader's profit. Such strategic interactions diminish the\u0000strength of periodicity in both overall trading volume and asset prices. Our\u0000model rationalizes observed periodic trading activities in the market and\u0000offers new insights into market dynamics.","PeriodicalId":501188,"journal":{"name":"arXiv - ECON - Theoretical Economics","volume":"11 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-08-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142197137","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
We study undominated mechanisms with transfers for regulating a monopolist who privately observes the marginal cost of production. We show that in any undominated mechanism, there is a quantity floor, which depends only on the primitives, and the regulator's operation decision is stochastic only if the monopolist produces at the quantity floor. We provide a near-complete characterization of the set of undominated mechanisms and use it to (a) provide a foundation for deterministic mechanisms, (b) show that the efficient mechanism is dominated, and (c) derive a max-min optimal regulatory mechanism.
{"title":"Undominated monopoly regulation","authors":"Debasis Mishra, Sanket Patil","doi":"arxiv-2408.09473","DOIUrl":"https://doi.org/arxiv-2408.09473","url":null,"abstract":"We study undominated mechanisms with transfers for regulating a monopolist\u0000who privately observes the marginal cost of production. We show that in any\u0000undominated mechanism, there is a quantity floor, which depends only on the\u0000primitives, and the regulator's operation decision is stochastic only if the\u0000monopolist produces at the quantity floor. We provide a near-complete\u0000characterization of the set of undominated mechanisms and use it to (a) provide\u0000a foundation for deterministic mechanisms, (b) show that the efficient\u0000mechanism is dominated, and (c) derive a max-min optimal regulatory mechanism.","PeriodicalId":501188,"journal":{"name":"arXiv - ECON - Theoretical Economics","volume":"27 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-08-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142197134","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
For two actions in a decision problem, a and b, each of which that produces a state-dependent monetary reward, we study how to robustly make action a more attractive. Action a' improves upon a in this manner if the set of beliefs at which a is preferred to b is a subset of the set of beliefs at which a' is preferred to b, irrespective of the risk-averse agent's utility function (in money). We provide a full characterization of this relation and discuss applications in bilateral trade and insurance.
对于决策问题中的两个行动（a 和 b），每个行动都会产生与具体情况相关的货币奖励，我们研究如何稳健地使行动 a 更有吸引力。如果 a 比 b 更受青睐的信念集合是 a' 比 b 更受青睐的信念集合的子集，而不管风险规避者的效用函数（以金钱为单位）如何，那么行动 a' 就会以这种方式改进 a。我们对这一关系进行了全面描述，并讨论了它在双边贸易和保险中的应用。
{"title":"How to Make an Action Better","authors":"Marilyn Pease, Mark Whitmeyer","doi":"arxiv-2408.09294","DOIUrl":"https://doi.org/arxiv-2408.09294","url":null,"abstract":"For two actions in a decision problem, a and b, each of which that produces a\u0000state-dependent monetary reward, we study how to robustly make action a more\u0000attractive. Action a' improves upon a in this manner if the set of beliefs at\u0000which a is preferred to b is a subset of the set of beliefs at which a' is\u0000preferred to b, irrespective of the risk-averse agent's utility function (in\u0000money). We provide a full characterization of this relation and discuss\u0000applications in bilateral trade and insurance.","PeriodicalId":501188,"journal":{"name":"arXiv - ECON - Theoretical Economics","volume":"43 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-08-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142197135","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Jens Gudmundsson, Jens Leth Hougaard, Jay Sethuraman
Interconnected agents such as firms in a supply chain make simultaneous preparatory investments to increase chances of honouring their respective bilateral agreements. Failures cascade: if one fails their agreement, then so do all who follow in the chain. Thus, later agents' investments turn out to be pointless when there is an earlier failure. How losses are shared affects how agents invest to avoid the losses in the first place. In this way, a solution sets agent liabilities depending on the point of disruption and induces a supermodular investment game. We characterize all efficient solutions. These have the form that later agents -- who are not directly liable for the disruption -- still shoulder some of the losses, justified on the premise that they might have failed anyway. Importantly, we find that such indirect liabilities are necessary to avoid unbounded inefficiencies. Finally, we pinpoint one efficient solution with several desirable properties.
{"title":"Managing cascading disruptions through optimal liability assignment","authors":"Jens Gudmundsson, Jens Leth Hougaard, Jay Sethuraman","doi":"arxiv-2408.07361","DOIUrl":"https://doi.org/arxiv-2408.07361","url":null,"abstract":"Interconnected agents such as firms in a supply chain make simultaneous\u0000preparatory investments to increase chances of honouring their respective\u0000bilateral agreements. Failures cascade: if one fails their agreement, then so\u0000do all who follow in the chain. Thus, later agents' investments turn out to be\u0000pointless when there is an earlier failure. How losses are shared affects how\u0000agents invest to avoid the losses in the first place. In this way, a solution\u0000sets agent liabilities depending on the point of disruption and induces a\u0000supermodular investment game. We characterize all efficient solutions. These\u0000have the form that later agents -- who are not directly liable for the\u0000disruption -- still shoulder some of the losses, justified on the premise that\u0000they might have failed anyway. Importantly, we find that such indirect\u0000liabilities are necessary to avoid unbounded inefficiencies. Finally, we\u0000pinpoint one efficient solution with several desirable properties.","PeriodicalId":501188,"journal":{"name":"arXiv - ECON - Theoretical Economics","volume":"43 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-08-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142197146","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
The Dial-a-Ride Problem (DARP) is an optimization problem that involves determining optimal routes and schedules for several vehicles to pick up and deliver items at minimum cost. Motivated by real-world carpooling and crowdshipping scenarios, we introduce an additional constraint imposing a maximum number on the number of pickups per trip. This results in the Dial-a-Ride Problem with Limited Pickups per Trip (DARP-LPT). We apply a fragment-based method for DARP-LPT, where a fragment is a partial path. Specifically, we extend two formulations from Rist & Forbes (2021): the Fragment Flow Formulation (FFF) and the Fragment Assignment Formulation (FAF). We establish FFF's superiority over FAF, both from a theoretical as well as from a computational perspective. Furthermore, our results show that FFF and FAF significantly outperform traditional arc-based formulations in terms of solution quality and time. Additionally, compared to the two existing fragment sets, one with longer partial paths and another with shorter ones, our newly generated fragment sets perform better in terms of solution quality and time when fed into FFF.
{"title":"The Dial-a-Ride Problem with Limited Pickups per Trip","authors":"Boshuai Zhao, Kai Wang, Wenchao Wei, Roel Leus","doi":"arxiv-2408.07602","DOIUrl":"https://doi.org/arxiv-2408.07602","url":null,"abstract":"The Dial-a-Ride Problem (DARP) is an optimization problem that involves\u0000determining optimal routes and schedules for several vehicles to pick up and\u0000deliver items at minimum cost. Motivated by real-world carpooling and\u0000crowdshipping scenarios, we introduce an additional constraint imposing a\u0000maximum number on the number of pickups per trip. This results in the\u0000Dial-a-Ride Problem with Limited Pickups per Trip (DARP-LPT). We apply a\u0000fragment-based method for DARP-LPT, where a fragment is a partial path.\u0000Specifically, we extend two formulations from Rist & Forbes (2021): the\u0000Fragment Flow Formulation (FFF) and the Fragment Assignment Formulation (FAF).\u0000We establish FFF's superiority over FAF, both from a theoretical as well as\u0000from a computational perspective. Furthermore, our results show that FFF and\u0000FAF significantly outperform traditional arc-based formulations in terms of\u0000solution quality and time. Additionally, compared to the two existing fragment\u0000sets, one with longer partial paths and another with shorter ones, our newly\u0000generated fragment sets perform better in terms of solution quality and time\u0000when fed into FFF.","PeriodicalId":501188,"journal":{"name":"arXiv - ECON - Theoretical Economics","volume":"197 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-08-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142197142","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
We characterize those ex-ante restrictions on the random utility model which lead to identification. We first identify a simple class of perturbations which transfer mass from a suitable pair of preferences to the pair formed by swapping certain compatible lower contour sets. We show that two distributions over preferences are behaviorally equivalent if and only if they can be obtained from each other by a finite sequence of such transformations. Using this, we obtain specialized characterizations of which restrictions on the support of a random utility model yield identification, as well as of the extreme points of the set of distributions rationalizing a given data set. Finally, when a model depends smoothly on some set of parameters, we show that under mild topological assumptions, identification is characterized by a straightforward, local test.
{"title":"Identifying Restrictions on the Random Utility Model","authors":"Peter P. Caradonna, Christopher Turansick","doi":"arxiv-2408.06547","DOIUrl":"https://doi.org/arxiv-2408.06547","url":null,"abstract":"We characterize those ex-ante restrictions on the random utility model which\u0000lead to identification. We first identify a simple class of perturbations which\u0000transfer mass from a suitable pair of preferences to the pair formed by\u0000swapping certain compatible lower contour sets. We show that two distributions\u0000over preferences are behaviorally equivalent if and only if they can be\u0000obtained from each other by a finite sequence of such transformations. Using\u0000this, we obtain specialized characterizations of which restrictions on the\u0000support of a random utility model yield identification, as well as of the\u0000extreme points of the set of distributions rationalizing a given data set.\u0000Finally, when a model depends smoothly on some set of parameters, we show that\u0000under mild topological assumptions, identification is characterized by a\u0000straightforward, local test.","PeriodicalId":501188,"journal":{"name":"arXiv - ECON - Theoretical Economics","volume":"14 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-08-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142197139","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Subhadip Chakrabarti, Robert P Gilles, Lina Mallozzi
In this note we develop a generalisation of the $lambda$-Core solution for non-cooperative games in normal form. We show that this generalised $lambda$-Core is non-empty for the class of separable games that admit a socially optimal Nash equilibrium. Examples are provided that indicate that non-emptiness of the generalised $lambda$-Core cannot be expected for large classes of normal form games.
{"title":"A Generalised $λ$-Core Concept for Normal Form Games","authors":"Subhadip Chakrabarti, Robert P Gilles, Lina Mallozzi","doi":"arxiv-2408.06086","DOIUrl":"https://doi.org/arxiv-2408.06086","url":null,"abstract":"In this note we develop a generalisation of the $lambda$-Core solution for\u0000non-cooperative games in normal form. We show that this generalised\u0000$lambda$-Core is non-empty for the class of separable games that admit a\u0000socially optimal Nash equilibrium. Examples are provided that indicate that\u0000non-emptiness of the generalised $lambda$-Core cannot be expected for large\u0000classes of normal form games.","PeriodicalId":501188,"journal":{"name":"arXiv - ECON - Theoretical Economics","volume":"398 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-08-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142197151","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
People often face trade-offs between costs and benefits occurring at various points in time. The predominant discounting approach is to use the exponential form. Central to this approach is the discount rate, a unique parameter that converts a future value into its present equivalent. However, a universally accepted discount rate remains a matter of ongoing debate and lacks consensus. This paper provides a robust solution for resolving conflicts in discount rates, which recommends considering all discount rates but aims to assign varying degrees of importance to these rates. Moreover, a considerable number of economists support a theory that suggests equal consideration of future and present utilities. In response to this debate, we introduce a general criterion capable of accommodating situations where it is feasible not to discount future utilities. This criterion encompasses and extends various existing criteria in the literature.
{"title":"Dynamic choices, temporal invariance and variational discounting","authors":"Bach Dong-Xuan, Philippe Bich","doi":"arxiv-2408.05632","DOIUrl":"https://doi.org/arxiv-2408.05632","url":null,"abstract":"People often face trade-offs between costs and benefits occurring at various\u0000points in time. The predominant discounting approach is to use the exponential\u0000form. Central to this approach is the discount rate, a unique parameter that\u0000converts a future value into its present equivalent. However, a universally\u0000accepted discount rate remains a matter of ongoing debate and lacks consensus.\u0000This paper provides a robust solution for resolving conflicts in discount\u0000rates, which recommends considering all discount rates but aims to assign\u0000varying degrees of importance to these rates. Moreover, a considerable number\u0000of economists support a theory that suggests equal consideration of future and\u0000present utilities. In response to this debate, we introduce a general criterion\u0000capable of accommodating situations where it is feasible not to discount future\u0000utilities. This criterion encompasses and extends various existing criteria in\u0000the literature.","PeriodicalId":501188,"journal":{"name":"arXiv - ECON - Theoretical Economics","volume":"41 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-08-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142197141","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
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