Construct an incentive-compatible mechanism


Solve the below:

Q: Consider the exchange problem in an organizational system including a single agent and a single principal.

Construct an incentive-compatible mechanism

π(s) = (x1(s), x2(s)), assuming that the principal has incomplete awareness of the agent's type

r ∈ [rmin, rmax], rmin > 0. Take f0(x1, x2) = x2 - x1 and

f1 ( x1, x2, r ) = x1 - ( x22 /2r ) as the goal functions of the principal and agent, respectively.

The principal's problem is to maximize the expected utility of the exchange: Ef0(π(s)) → max.p( s )

The principal knows that the agent's types possess a uniform probability distribution on the segment

[r , r ] : F (r ) = r - rmin .

min max

rmax - rmin

The whole resource of the first (second) type is kept by the principal (by the agent, respectively); both resources are unlimited [83].

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