Policy Learning with Competing Agents

• 成果类型: Article
• 署名作者: Sahoo, Roshni; Wager, Stefan
• 署名单位: Stanford University; Stanford University
• 刊物名称: OPERATIONS RESEARCH
• ISSN/ISSBN: 0030-364X
• DOI: 10.1287/opre.2022.0687
• 发表日期: 2025
• 关键词: robust comparative statics; games

摘要

Decision makers often aim to learn a treatment assignment policy under a capacity constraint on the number of agents that they can treat. When agents can respond strategically to such policies, competition arises, complicating estimation of the optimal policy. In this paper, we study capacity-constrained treatment assignments in the presence of such interference. We consider a dynamic model in which the decision maker allocates treatments at each time step and heterogeneous agents myopically best respond to the previous treatment assignment policy. When the number of agents is large but finite, we show that the threshold for receiving treatment under a given policy converges to the policy's mean-field equilibrium threshold. Based on this result, we develop a consistent estimator for the policy gradient. In a semisynthetic experiment with data from the National Education Longitudinal Study of 1988, we demonstrate that this estimator can be used for learning capacity-constrained policies in the presence of strategic behavior.