有现时偏见的代理的连续时间可操作模型

Yasunori Akagi, Hideaki Kim, Takeshi Kurashima
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引用次数: 0

摘要

当下偏见,即高估眼前回报而低估未来回报的倾向,是实现长期目标的一个众所周知的障碍。随着人工智能和行为经济学越来越关注这一现象,建立稳健的数学模型来预测行为并指导有效的干预措施已变得至关重要。然而,现有模型受限于对时间离散性的依赖和有限的贴现函数。本研究针对受现时偏差影响的代理人引入了一个新颖的连续时间数学模型。利用变分原理,我们对人类行为进行了建模,在这个模型中,个体根据一连串的状态重复行动,从而使其感知成本最小化。我们的模型不仅保持了分析上的可操作性,还能适应各种贴现函数。利用这个模型,我们考虑了指数贴现和双曲贴现下的干预优化问题,并从理论上推导出了最优干预策略,为管理现在偏差行为提供了新的见解。
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A Continuous-time Tractable Model for Present-biased Agents
Present bias, the tendency to overvalue immediate rewards while undervaluing future ones, is a well-known barrier to achieving long-term goals. As artificial intelligence and behavioral economics increasingly focus on this phenomenon, the need for robust mathematical models to predict behavior and guide effective interventions has become crucial. However, existing models are constrained by their reliance on the discreteness of time and limited discount functions. This study introduces a novel continuous-time mathematical model for agents influenced by present bias. Using the variational principle, we model human behavior, where individuals repeatedly act according to a sequence of states that minimize their perceived cost. Our model not only retains analytical tractability but also accommodates various discount functions. Using this model, we consider intervention optimization problems under exponential and hyperbolic discounting and theoretically derive optimal intervention strategies, offering new insights into managing present-biased behavior.
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