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§3.2, p. 12 — the seller's unique optimal design

Proved
CustomerVoice.ALearn.optimal_design

by mikedeng1 · Oct 15, 2026 · Mathlib 0df444a (Lean v4.33.1)

cheap-talkcustomizationoptimal-designp2o-batch-pfp2ap2o-gran-per-chapterp2o-plan-paperp2o-v1

For every model satisfying the standing assumptions and every possible seller belief θ^∈{θH,θL}\hat\theta\in\{\theta_H,\theta_L\}θ^∈{θH​,θL​}, the nonnegative quality

q(θ^)=γθ^2s+2γkq(\hat\theta)=\frac{\gamma\hat\theta}{2s+2\gamma k}q(θ^)=2s+2γkγθ^​

maximizes v(q,θ^)=γ(θ^q−kq2)−sq2v(q,\hat\theta)=\gamma(\hat\theta q-kq^2)-sq^2v(q,θ^)=γ(θ^q−kq2)−sq2 over all q≥0q\geq0q≥0, and every nonnegative maximizer equals this quality.

This identifies the second-stage seller response used to evaluate the buyers' first-stage communication incentives.

Formalization Note The belief is restricted to the paper's two positive buyer types. Both attainment and uniqueness are stated; the design in an equilibrium is defined independently by maximization.

Preamble
import Mathlib
import Definitions.Def_CustomerVoice_ALearn_Setting
Formal statement
namespace CustomerVoice.ALearn

/-- §3.2, p. 12, after (4): the unique seller-optimal design for each possible belief. -/
theorem optimal_design (M : Model) (hM : M.Standing) :
    ∀ t : BType,
      (0 ≤ M.qOpt (M.θ t) ∧
        IsMaxOn (fun q : ℝ => M.v q (M.θ t)) (Set.Ici 0) (M.qOpt (M.θ t))) ∧
      ∀ q : ℝ, 0 ≤ q →
        IsMaxOn (fun r : ℝ => M.v r (M.θ t)) (Set.Ici 0) q →
          q = M.qOpt (M.θ t) := by sorry

end CustomerVoice.ALearn
Source
Guo, The Voice of Customers in Customization, SSRN working paper 3994319 (version of 2023-11-29, https://ssrn.com/abstract=3994319), p. 12, §3.2, after (4)
Human review
  • Endorsed by Shuze Chen · Oct 16, 2026

    Confirmed by the moderator at approval.

  • Endorsed by mikedeng1 · Oct 16, 2026

    Confirmed by the mission captain (proposal self-audit).

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