朴素分析：算法启发式的战略优势

IF 1 3区经济学 Q3 ECONOMICS

Games and Economic Behavior Pub Date : 2025-09-02 DOI:10.1016/j.geb.2025.08.009

Ron Berman , Yuval Heller

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引用次数: 0

摘要

我们研究了通过分析算法估计的需求敏感性的不确定性的相互作用。在我们的解决方案概念中(1)企业根据可能存在偏差的分析算法的估计选择看似最优的策略，(2)偏差水平形成彼此的最佳答复。根据经验观察，在均衡状态下，公司的算法高估了广告效果，这导致广告商超支。在价格竞争中，企业也低估了价格弹性，将价格定得过高。在具有战略互补（替代）的博弈中，由这种“朴素分析”均衡引起的利润会支配由纳什均衡引起的利润。

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Naive analytics: The strategic advantage of algorithmic heuristics

We study interactions with uncertainty about demand sensitivity that is estimated by analytics algorithms. In our solution concept (1) firms choose seemingly optimal strategies based on estimates from possibly biased analytics algorithms, and (2) the levels of biases form best replies to one another. In equilibrium the firms' algorithms overestimate advertising effectiveness, as observed empirically, which causes advertisers to overspend. In price competitions firms also underestimate price elasticities and set prices too high. In games with strategic complements (substitutes), profits induced by such “naive analytics” equilibria Pareto dominate (are dominated by) those induced by the Nash equilibrium.

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来源期刊

Games and Economic Behavior ECONOMICS-

CiteScore

1.90

自引率

9.10%

发文量

148

期刊介绍： Games and Economic Behavior facilitates cross-fertilization between theories and applications of game theoretic reasoning. It consistently attracts the best quality and most creative papers in interdisciplinary studies within the social, biological, and mathematical sciences. Most readers recognize it as the leading journal in game theory. Research Areas Include: • Game theory • Economics • Political science • Biology • Computer science • Mathematics • Psychology