Motivated by recent applications of sequential decision making in matching markets, in this paper we attempt at formulating and abstracting market designs for P2P lending. We describe a paradigm to set the stage for how peer to peer investments can be conceived from a matching market perspective, especially when both borrower and lender preferences are respected. We model these specialized markets as an optimization problem and consider different utilities for agents on both sides of the market while also understanding the impact of equitable allocations to borrowers. We devise a technique based on sequential decision making that allow the lenders to adjust their choices based on the dynamics of uncertainty from competition over time and that also impacts the rewards in return for their investments. Using simulated experiments we show the dynamics of the regret based on the optimal borrower-lender matching and find that the lender regret depends on the initial preferences set by the lenders which could affect their learning over decision making steps.

翻译：受匹配市场中序贯决策最新应用的启发，本文尝试为P2P借贷中的市场设计进行形式化与抽象化。我们描述了一种范式，为如何从匹配市场视角构思点对点投资奠定基础，尤其在同时尊重借款人和贷款人偏好的情况下。我们将这些特殊市场建模为优化问题，考虑市场双方代理的不同效用函数，同时理解公平分配对借款人的影响。我们设计了一种基于序贯决策的技术，使贷款人能够根据竞争随时间带来的不确定性动态调整选择，这种动态也会影响其投资回报。通过模拟实验，我们展示了基于最优借贷匹配的遗憾值动态，发现贷款人的遗憾取决于其初始偏好设定，而这种初始偏好可能影响其在决策步骤中的学习效果。