cs.AI updates on arXiv.org 07月25日 12:28
From Individual Learning to Market Equilibrium: Correcting Structural and Parametric Biases in RL Simulations of Economic Models
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本文揭示了强化学习在经济模型中的应用与均衡理论假设之间的基本冲突,提出了一种新的强化学习框架以解决这一矛盾。

arXiv:2507.18229v1 Announce Type: cross Abstract: The application of Reinforcement Learning (RL) to economic modeling reveals a fundamental conflict between the assumptions of equilibrium theory and the emergent behavior of learning agents. While canonical economic models assume atomistic agents act as takers' of aggregate market conditions, a naive single-agent RL simulation incentivizes the agent to become amanipulator' of its environment. This paper first demonstrates this discrepancy within a search-and-matching model with concave production, showing that a standard RL agent learns a non-equilibrium, monopsonistic policy. Additionally, we identify a parametric bias arising from the mismatch between economic discounting and RL's treatment of intertemporal costs. To address both issues, we propose a calibrated Mean-Field Reinforcement Learning framework that embeds a representative agent in a fixed macroeconomic field and adjusts the cost function to reflect economic opportunity costs. Our iterative algorithm converges to a self-consistent fixed point where the agent's policy aligns with the competitive equilibrium. This approach provides a tractable and theoretically sound methodology for modeling learning agents in economic systems within the broader domain of computational social science.

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强化学习 经济模型 均衡理论
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