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Optimal choice of characteristics for a nonexcludable good.


by Brocas, Isabelle
RAND Journal of Economics • Spring, 2008 •

Under asymmetric information, the good is always located closer to the agent with lowest valuation than under full information. Moreover, as long as [x.sub.F] and [x.sub.s] are interior, the distortion increases as the difference in the valuations of the agents [absolute value of [[theta].sub.A] - [[theta].sub.B]] increases. Also, if the difference between valuations is sufficiently high ([absolute value of [[theta].sub.A] - [[theta].sub.B]] > 1/2), then the agent with lowest valuation enjoys the good at his favorite location.

[FIGURE 2 OMITTED]

Last, note that it is sometimes not possible to commit ex ante to not supply the good. For example, the organizer of sports events may have difficulties in shutting down the competition. In that case, we have the following result.

Corollary 1. If the principal cannot commit to not supply the good, then the allocation is ex post efficient and the good is located at [x.sub.s].

In Proposition 2, the principal compares the surplus she extracts at each possible location x and selects the location that provides the highest payoff [x.sub.s] = arg [max.sub.x] [[PHI].sub.A]([[theta].sub.A], x) + [[PHI].sub.B]([[theta].sub.B], x) provided this payoff is positive. Then, the good is not produced when [[PHI].sub.A] ([[theta].sub.A], [x.sub.s]) + [[PHI].sub.B]([[theta].sub.B], [x.sub.s]) < 0. If she cannot commit not to supply the good, it is located at [x.sub.s] even when [[PHI].sub.A]([[theta].sub.A], [x.sub.s]) + [[PHI].sub.B]([[theta].sub.B], [x.sub.s]) < 0. The inability to commit does not affect the optimal location. The allocation is suboptimal ex ante, but it is expost efficient.

Remark 2. The analysis extends to situations with more than two agents. Suppose that there are m agents, indexed by k [member of] {1, 2, ..., m}. Agent k is located at [y.sub.k] [member of] [0, N], and let [[pi].sub.k]([[theta].sub.k], x) [equivalent to] [pi]([[theta].sub.k] - c[absolute value of x - [y.sub.k]) be the payoff of agent k when the good is located at x. For each vector of valuations [theta] = ([[theta].sub.1], [[theta].sub.2] ..., [[theta].sub.m]), the optimal location is [x.sub.M] = arg [max.sub.x] = [[summation].sup.m.sub.k=1] [[PHI].sub.k]([[theta].sub.k], x) and the optimal contract is such that [MATHEMATICAL EXPRESSION NOT REPRODUCIBLE IN ASCII]([theta]) = l [[summation].sup.m.sub.k=1] [[pi].sub.k]([[theta].sub.k], [x.sub.M]) > 0 and [p.sub.[phi]([[theta]) = 1 otherwise. Production occurs if [theta] is above a given level. At location x, agent i faces the reserve price [r.sub.i]([[theta].sub.i], x), where [[theta].sub.-i] is the vector of valuations of other agents and [[PHI].sub.i] ([r.sub.i] ([[theta].sub.-i], x) + [[summation].sub.k[not equal to]i] [[PHI].sub.k]([[theta].sub.k], x) = 0. The seller finds it profitable to produce at location x if the configuration of valuations is such that [[theta].sub.i] > [r.sub.i]([[theta].sub.i], x) for all [[theta].sub.i]. For each [theta] such that it is profitable to produce at some x, she picks the location [x.sub.M] that gives her the highest payoff. If agents are evenly distributed on the Hotelling line, then, other things being equal, the good is located where agents have the lowest valuations.

4. Optimal location with unknown transportation costs

* In some applications, the principal is not fully informed about the preferences for characteristics of the agents. Once a niche in a market is identified, it is sometimes relatively easy to determine the intrinsic demand for the new good but less obvious to know the preferences for characteristics. Suppose, for instance, that an entrepreneur wants to build a child-care center. The intrinsic demand [[theta].sub.i] represents the number of parents interested in the service and the horizontal differentiation parameter captures their preferences for extra care in the evening. It is difficult for the entrepreneur to know how flexible each parent is when she designs her service.

In this section, we analyze how the efficient location is affected when agents possess private information on the horizontal dimension and we assume that the transportation cost of each agent is unknown to the principal. Formally, agent i's transportation cost is [c.sub.i] [member of] [c, [bar.c]] with [c.bar][greater than or equal to] 0. Transportation costs are independently drawn from a common knowledge distribution H([c.sub.i]) with continuous and strictly positive density h([c.sub.i]) and satisfying the monotone hazard rate property d[[H.sub.(c)/h(c)]]/dc > 0. To concentrate on the effect of asymmetric information on the horizontal dimension, we assume [[theta].sub.A] = [[theta].sub.B] = [theta]. Agent i's payoff is

w([c.sub.i], [[gamma].sub.i]) = [pi]([theta] - [c.sub.i][gamma].sub.i]).

The payoff is decreasing in the transportation cost ([partial derivative]/[[partial derivative][c.sub.i] < 0) and high- cost agents are relatively more sensitive to distance ([[partial derivative].sup.2]w/[partial derivative][c.sub.i] [partial derivative][[gamma].sub.i] <0). From the perspective of a revenue-maximizing principal, the first-best location [X.sup.H.sub.F] is such that

[MATHEMATICAL EXPRESSION NOT REPRODUCIBLE IN ASCII]. (7)

Lemma 3. The optimal location is [MATHEMATICAL EXPRESSION NOT REPRODUCIBLE IN ASCII]. It is decreasing in [c.sub.A] and increasing in [c.sub.B].

Again, the principal always produces the good under complete information. Also, she prefers to favor the agent with the highest transportation cost, and the optimal location decreases with [c.sub.A] and increases with [c.sub.B]. The increase in revenue extracted from the agent with the highest transportation cost by moving the optimal location closer to him offsets the loss of revenue from the agent with the smallest transportation cost. Overall, [MATHEMATICAL EXPRESSION NOT REPRODUCIBLE IN ASCII].

Under complete information, the same logic applies when the transportation costs or the valuations are unknown. In both cases, the agent with the lowest overall payoff (the lowest valuation [[theta].sub.i] in Section 3 and the highest transportation cost [c.sub.i] in the present section) is favored.

Under asymmetric information, the principal offers a menu of contracts contingent on the reports [[??].sub.A] and [[??].sub.B]. Each contract specifies probabilities [p.sub.x]([[??].sub.A], [[??].sub.B]) of producing the good at location x and transfers [t.sub.i]([[??].sub.A], [[??].sub.B]) from agent i to the principal. As in Section 3, the mechanism is optimal if it maximizes the revenue of the principal under the incentive compatibility, the individual rationality, and the feasibility constraints. For notational convenience, let [[pi].sub.A]([c.sub.A], X) = [pi]([theta] - [c.sub.A]X) and [[pi].sub.B]([c.sub.B], X) = [pi]([theta] - [c.sub.B]N - x)). The counterpart of Lemma 2 is as follows.

Lemma 4. The optimal mechanism solves the following program [P.sub.H]:

[MATHEMATICAL EXPRESSION NOT REPRODUCIBLE IN ASCII] (M)

[p.sub.x]([c.sub.A], [c.sub.B])[greater than or equal to] 0 [for all] x and [N.summation over (x=0)][p.sub.x]([c.sub.A], [c.sub.B])[less than or equal to] 1 (F)

[[PSI].sub.A]([c.sub.A], x) = [[pi].sub.A]([c.sub.A], x) + [[partial derivative][[pi].sub.B]([c.sub.B], x)/[partial derivative][c.sub.B]/][H([c.sub.A]/[h.([c.sub.A]] (8)

[[PSI].sub.B]([c.sub.B], x) = [[pi].sub.B]([c.sub.B], x) + [partial derivative][[pi].sub.B]([c.sub.B], x)/[partial derivative][c.sub.B]][H(c.sub.B]/h([c.sub.B]. (9)

In the optimal contract, the expected utility of agent i = {A, B} is

[MATHEMATICAL EXPRESSION NOT REPRODUCIBLE IN ASCII].

Under asymmetric information, low-cost agents can mimic high-cost agents and the equilibrium utility must be decreasing in the transportation cost. The main difference with Lemma 2 is that by choosing a location, the seller implicitly chooses the degree of asymmetric information with each agent. In particular, if the seller decides to locate the good at x = 0, there is no asymmetric information between the seller and agent A. In that case, the surplus of the agent is [[pi].sub.A]([c.sub.A], 0) = [pi]([theta]); it is known and can be fully extracted. More generally, the surplus that can be extracted by the principal from agents A and B at location x are, respectively, [PSI]([c.sub.A], x) and [psi]([c.sub.B], x), where the distortions due to asymmetric information (second term in equations (8) and (9)) are proportional to the distance (formally, [partial derivative][[pi].sub.A]/[partial derivative][c.sub.A] = - x [pi]' ([theta] - [c.sub.A]x) and [partial derivative][[pi].sub.B]/[partial derivative][[pi].sub.B]/[partial derivative][c.sub.B] = -(N -x)[pi]' ([theta] - (N - x)[c.sub.B])). The two surpluses are decreasing in the transportation cost ([partial derivative][[PSI].sub.A]/[partial derivative][c.sub.A] < 0 and [partial derivative][[PSI].sub.B]/[partial derivative][c.sub.B] < 0). Let [x.sub.H.sub.S] be the optimal second-best location,

[MATHEMATICAL EXPRESSION NOT REPRODUCIBLE IN ASCII]. (10)

Proposition 3. The optimal contract is such that

[MATHEMATICAL EXPRESSION NOT REPRODUCIBLE IN ASCII],


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COPYRIGHT 2008 Rand, Journal of Economics Reproduced with permission of the copyright holder. Further reproduction or distribution is prohibited without permission.
Copyright 2008 Gale, Cengage Learning. All rights reserved. Gale Group is a Thomson Corporation Company.
NOTE: All illustrations and photos have been removed from this article.


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