Kidney Exchange with Immunosuppressants∗ Youngsub Chun† Eun Jeong Heo‡ Sunghoon Hong§ October 2, 2015 Abstract This paper investigates implications of introducing immunosuppressants (or suppressants) in kidney exchange problems. We begin with the standard kidney exchange model without suppressants and define two versions of the top-trading cycles (TTC) solutions satisfying Pareto efficiency. We then extend the model by introducing suppressants that make a patient compatible with any donor by relaxing immunological compatibility constraints. We examine the existence of solutions satisfying Pareto efficiency together with “monotonicity” and “maximal improvement”. Monotonicity requires that no patient should get worse off after the introduction of suppressants. Maximal improvement requires that if one set of recipients of suppressants enables more transplantations than the other (in terms of set inclusion), then the latter should not be chosen as the set of recipients. We propose two modified versions of TTC solutions satisfying these requirements. We also provide simulation analyses based on the actual transplantation data to see how much reduction we can expect on the current practice of using suppressants. In a blood-type restricted environment, we introduce an algorithm that minimizes the use of suppressants, given that all patients in the data receive transplantations. Our simulation result suggests that the use of suppressants can be reduced by 55 percent when the recipients of suppressants are chosen as we propose. JEL classification Numbers: C71; D02; D63; I10 Keywords: immunosuppressants; kidney exchange; top-trading cycles solutions; Pareto efficiency; monotonicity; maximal improvement ∗ File name: KEI-2015-1001.tex Seoul National University. E-mail: ychun@snu.ac.kr ‡ Vanderbilt University. E-mail: heoeunjeong@gmail.com § Korea Institute of Public Finance. E-mail: sunghoonhong@kipf.re.kr † 1 Introduction When a patient suffers from End Stage Renal Disease (ESRD) and needs to receive a kidney transplantation, three options are available depending on the immunological compatibility with her own donor. If the patient is compatible with the donor, a direct transplantation within the pair can be performed immediately. Otherwise, she has to list herself in a waitlist to get a transplantation from a deceased donor, or she has to participate in a kidney exchange program to seek other incompatible patient-donor pairs. Unfortunately, the transplantations from deceased donors or through exchanges are very limited in general to cover the increasing number of patients in the waitlists, as the KONOS (Korean Network for Organ Sharing) data show in Tables 1 and 2. Recent developments in immunosuppressive protocols brought in the fourth possibility of getting transplantations. Immunosuppressants, or simply suppressants, relax immunological compatibility constraints, which are mainly determined by ABO blood types, HLA (Human Leukocyte Antigen) typing, and crossmatching.1 By using a suppressant, a patient becomes compatible with any donor, being able to receive incompatible kidney transplantations. It is reported that the long-term survival rates of incompatible kidney transplantations using suppressants are equivalent to those of compatible kidney transplantations.2 This new protocol has led to the increased practice of incompatible kidney transplantations in a number of countries including Germany, Japan, Korea, Sweden, and the United States. In Korea, for example, the proportion of ABO-incompatible living donor kidney transplantations using suppressants has been increased from 4.7 percent in 2009 to 21.2 percent in 2014 as shown in Table 2.3 Such a sharp increase is due to the National Health Insurance Service (NHIS) of Korea that covers a large fraction of the total cost of using suppressants since 2009. Patients are paying a small share, down to 20 percent, of the total cost, depending on their medical conditions. As the number of such incompatible kidney transplantations increases, the NHIS expenditure also increases to subsidize the cost. Since the NHIS has a limited budget assigned for suppressants each year, we should ask whether suppressants (and the corresponding expenditure) are allocated in an efficient manner and there is a room for further improvement. In this paper, we investigate whether it is possible to reduce the use of suppressants while maintaining the same set of patients receiving transplantations. We also investigate how to assign the unused 1 Human Leukocyte Antigens (HLAs) are proteins on the surface of cells that are responsible for immune systems. There are three subsets of HLAs, namely, HLA-A, HLA-B, and HLA-DR. Within each of these subsets, there are many different HLA proteins, say HLA-A1, HLA-A2, and so on. If the donor and the patient share the same HLAs, they are called an identical match. Two siblings are an identical match with probability of 25 percent. A parent and a child share the half of HLAs. On the other hand, if the crossmatch is positive between the patient’s antibodies and the donor’s HLAs, the patient’s antibodies will attack the organ transplanted from the donor, and thus, transplantation is incompatible. In addition to immunological compatibility, kidney size and age may also affect transplantation outcomes. 2 There has been a variety of immunosuppressive protocols reported in the medical literature but most of these protocols include the use of rituximab (which is an immunosuppressant medicine) and plasmapheresis (which is a procedure to remove harmful antibodies from the blood of patients). For studies on long-term outcomes of incompatible kidney transplantations, see Takahashi et al. (2004), Tyden et al. (2007), Montgomery et al. (2012), and Kong et al. (2013). 3 In contrast, the proportion of living donor kidney transplantations through an exchange program had been decreased from 5.3 percent to near zero percent during the same period. 1 Year 2009 2010 2011 2012 2013 2014 Patients in waitlists 4,769 5,857 7,426 9,245 11,381 13,612 Deceased donor transplants 488 491 680 768 750 808 Living donor transplants 750 796 959 1,020 1,011 1,000 Table 1. Kidney transplantations in Korea Year 2009 2010 2011 2012 2013 2014 Living donor transplants in total 750 796 959 1,020 1,011 1,000 Transplants within compatible pairs 675 (90.0%) 689 (86.6%) 828 (86.3%) 827 (81.1%) 795 (78.6%) 783 (78.3%) Transplants using suppressants 35 (4.7%) 78 (9.8%) 113 (11.8%) 193 (18.9%) 212 (21.0%) 212 (21.2%) Transplants through exchanges 40 (5.3%) 29 (3.6%) 18 (1.9%) 0 (0.0%) 4 (0.4%) 5 (0.5%) Table 2. Living donor kidney transplantations in Korea: percentage of cases to total shown in parentheses suppressants to the remaining incompatible pairs. For an illustration, consider a case where the immunological compatibility is determined only by ABO blood types. A pair of a patient and a donor is represented as type X-Y, where the patient’s blood type is X and the donor’s type is Y. Suppose that there are three pairs of types A-B, B-AB, and O-AB.4 Since each patient is incompatible with her own donor, no patient can get a transplantation within the pair. In a kidney exchange program, on the other hand, patients switch their donors and get transplantations across pairs, if possible. Unfortunately, there is no such “trading cycle” among these pairs, since the patient of pair A-B is incompatible with the donor of pair B-AB and the patient of pair O-AB is incompatible with any other donor. Now suppose that the NHIS can afford at most two patients to use suppressants. One possibility is that two pairs, for example, A-B and O-AB, receive suppressants and they perform direct transplantations within the pairs. Note that the “Transplants using suppressants” in the fourth column of Table 2 represents this case. The remaining pair B-AB can not receive a transplantation. We find that, however, there exists a more efficient way of using suppressants. Note that the two pairs A-B and B-AB form a kind of “chain” in that the donor of A-B is compatible with the patient of pair B-AB, although the remaining patient and donor in these pairs are not compatible. Such a chain can be viewed as a 4 The blood type X specifies the types of antigen and antibody a person has. For example, if a person’s blood type is A, then her antigen is type A and her antibody is type B; if a person’s blood type is AB, then her antigen is type A and type B, and she has no antibody. A person with antibody X cannot get a transplantation from a donor with antigen X. For example, if a person’s blood type is A, then her antibody is type B, and thus, she cannot get a transplantation from any donor having antigen B, namely, blood types B and AB. Similarly, if a person’s blood type is O, then her antibody is A and B, therefore, she cannot get a transplantation from any donor of blood types A, B, and AB. 2 trading cycle with a “missing link”. We point out that a suppressant can be used to fill this missing link to form a trading cycle. That is, it is possible that the patient of pair B-AB gets a transplantation from the (compatible) donor of pair A-B, while the patient of pair A-B uses a suppressant and gets a transplantation from the (initially incompatible) donor of pair B-AB. The pair O-AB can use the remaining suppressant and perform a direct transplantation within the pair. Then, all patients receive transplantations. In what follows, we formalize this idea, together with additional considerations on fairness. Before we proceed, it is worth emphasizing that our analysis assumes the voluntary participation of patientdonor pairs who become compatible with any donor by using suppressants. In the example above, if the patient of pair A-B uses a suppressant, then she can get a transplantation directly from her own donor, without having to participate in the exchange program. What we propose, however, is that the pair A-B participates in the program to benefit the pair B-AB without bearing any welfare loss. As long as it results in transplantations that are equally successful as those within pairs, it is plausible to add such “altruistic” pairs to the exchange program, as proposed in the proceeding literature (Sönmez and Ünver, 2014; Roth et al., 2005; Gentry et al., 2007). We begin with the standard kidney exchange model without suppressants. We define two TopTrading Cycles (TTC) solutions, without restricting the size of exchanges.5 Both solutions are defined by an algorithm in which patient-donor pairs form trading cycles at each step, subject to the compatibility constraints. We propose two different ways of choosing trading cycles among multiple cycles, which define two versions of TTC. We show that both are Pareto efficient for all priority orderings. We then extend the model by introducing suppressants. To reflect the limited availability of suppressants, we assume that at most k patients can use suppressants. For each problem, we have to decide (i) the set of at most k recipients of suppressants and (ii) the matching of pairs who participate in the exchange program. We first require that all patients should be weakly better off after suppressants are introduced. We regard it as a fairness requirement: since the use of suppressants is (fully or partially) subsidized by public health insurance, as in Korea, its benefit should be distributed to everyone. We refer to this requirement as “monotonicity”. We next require that the set of recipients of suppressants should be chosen to maximize transplantations. This is an efficiency requirement in assigning suppressants subject to the limited availability. Consider two sets of potential recipients of suppressants. They can result in two different sets of patients getting transplantations in the end. If one set of recipients enables more transplantations than the other in terms of set inclusion, then it is reasonable not to choose the latter set. We refer to this requirement as “maximal improvement”. We can also formulate the same idea, but in terms of 5 Shapley and Scarf (1974) propose the TTC solution in a general model with indivisible goods. Roth et al. (2004) develop the TTC solution for kidney exchange problems by considering chains formed with patients on waitlists. Note that Roth et al. (2004) impose no constraint on the size of exchanges, i.e., the length of cycles or chains, when designing their Top-Trading Cycles and Chains (TTCC) solution. For more discussion on the size of exchanges, see Roth et al. (2007) and Saidman et al. (2006). 3 total number of transplantations, not in terms of set inclusion. We refer to it as “cardinally maximal improvement”. We present two impossibility results. First, there is no solution satisfying Pareto efficiency and a strong form of monotonicity, which requires that all patients should be weakly better off after suppressants are introduced, no matter who becomes recipients of suppressants. Given this impossibility, we weaken monotonicity requirement: all patients should be weakly better off for some recipients of suppressants. In other words, it requires that, for each problem, there exists a “right” set of recipients who can make all patients weakly better off by using suppressants. Unfortunately, this requirement is again incompatible with Pareto efficiency and cardinally maximal improvement. We therefore turn to see if there is any solution satisfying the weak notion of monotonicity, Pareto efficiency, and maximal improvement. We introduce two TTC solutions for the extended model. Each of these extended TTC solutions runs in four stages. First, apply the two standard TTC solutions respectively, assuming that no one uses a suppressant; and identify the sets of patients who receive no transplantations under these solutions, respectively (this is the only step where the two versions of extended TTC solution diverge). Second, modify an initial priority ordering so that the patients identified in the previous step have lower priorities than the remaining patients. Third, select feasible cycles and chains according to the modified priority ordering, subject to the availability of suppressants; and assign suppressants to the patients at the end of these selected chains. Finally, obtain a new compatibility profile and apply the first standard TTC solution associated with the modified priority ordering. We prove that these extended TTC solutions satisfy the aforementioned requirements. To see how much we can improve on the current practice of using suppressants, we provide simulation results based on the actual transplantation data in South Korea. The KONOS data provides the profiles of blood types of all patient-donor pairs who received living donor kidney transplantations during the recent four years (2011-2014). Assuming that the ABO blood-types determine immunological compatibility, we identify seven types of incompatible pairs, A-B, B-A, A-AB, B-AB, O-A, O-B, and O-AB, who used suppressants to get transplantations. We propose an algorithm that minimizes the use of suppressants given that all incompatible pairs in the data receive transplantations. This algorithm runs as follows. We first identify all trading cycles. We match patients and donors along these cycles and then exclude them from the pool. We next identify all 3-chains (a k-chain is a chain consisting of k pairs), which is the longest chain in this setting. We assign suppressants to the tails of these chains, match patients and donors along the chains, and exclude them from the pool. We repeat this process for 2-chains, and then for 1-chains. We compare what we obtain from the algorithm with the actual use of suppressants in the KONOS data. According to our algorithm, 340 pairs need to use suppressants, while 757 patients had used suppressants in the actual data during the four years. This is a reduction of 55.1 percent in total. Note that the KONOS data only includes compatible/incompatible pairs that have received transplantations. Therefore, the KONOS data can be biased to represent the whole population of patientdonor pairs (especially, it may underrepresent the population of incompatible pairs). We construct a 4 hypothetical population of 1,001 pairs according to the distribution of ABO blood types in Korea. We collect all incompatible pairs and run the algorithm. We again obtain a reduction of 55.4 percent. The rest of this paper is organized as follows. Section 2 introduces the standard kidney exchange model without suppressants, and defines two versions of top-trading cycles solutions. Section 3 extends the model to include suppressants, and shows two impossibility results. Section 4 provides two modifications of top-trading cycles solutions, and examines whether both solutions satisfy desirable properties. Section 5 presents simulation results with an algorithm to minimize the use of suppressants for incompatible pairs. Section 6 concludes. 2 Standard Kidney Exchange Model without Immunosuppressants Let N ≡ {1, . . . , n} be the set of patients. Each patient has her donor. For each i, j ∈ N , patient i is either compatible or incompatible with the donor of patient j. Note that j can be i herself. For each i ∈ N , let Ni+ ≡ {j ∈ N : patient i is compatible with the donor of patient j} and Ni− ≡ N \ Ni+ . Each i ∈ N has a weak preference Ri over N as follows: Each patient prefers all elements in Ni+ to all elements in Ni− . All elements in Ni+ are equally desirable and so are those in Ni− . For patients incompatible with all donors, without loss of generality, ∅ is preferred to all donors. Note that compatibility of a donor and a patient is verifiable and determined independently of other pairs’ compatibility. Let Pi and Ii be the asymmetric and symmetric part of Ri , respectively. Let R be the set of all such weak preferences. A kidney exchange problem, or simply, a problem is defined as a list (N, R) with R = (Ri )i∈N . Since we fix N , we represent a problem as R. Let RN be the set of problems. We introduce a graph whose nodes are patients in N . A directed arc from one node to another, say i to j, is represented as i → j. We allow j = i, in which case i → i. Let g be the set of such directed arcs. For each R ∈ RN and each i, j ∈ N , i → j if and only if patient i is compatible with the donor of patient j at R. Let g(R) be the set of these directed arcs. A problem R is uniquely represented as graph g(R). We say that (i1 , . . . , ik , i1 ) forms a cycle in g(R) if i1 , . . . , ik are distinct patients and i1 → i2 → · · · → ik → i1 . As long as i1 , . . . , ik are ordered, it does not matter who comes first in the list (i1 , . . . , ik ). Note that a cycle can be composed of a single patient who is compatible with her own donor. Let C(R) be the set of all such cycles in g(R). Consider a pair of cycles c, c0 ∈ C(R) with c 6= c0 . We say that c and c0 are feasible if no patient appears both in c and c0 . Let C(R) ⊆ 2C(R) be the collection of all sets of feasible cycles in C(R). For each C ∈ C(R), let N (C) be the set of patients appearing in the cycles of C. Let |C| be the number of the cycles in C. We say that (i1 , . . . , ik ) forms a chain if i1 , . . . , ik are distinct patients and i1 → i2 → · · · → ik and ik 9 i1 . We call ik the tail of this chain. Let L(R) be the set of all such chains in g(R). Consider a pair of chains l, l0 ∈ L(R) with l 6= l0 . We say that l and l0 are feasible if no patient appears both in l and l0 . Let L(R) ⊆ 2L(R) be the collection of all sets of feasible chains in L(R). For each L ∈ L(R), let N (L) be the set of patients appearing in the chains of L. Let |L| be the number of the chains in L. 5 Consider c ∈ C(R) and l ∈ L(R). We say that c and l are feasible if no patient appears both in c and l. Let H(R) ≡ C(R) ∪ L(R). Let H(R) ⊆ 2H(R) be the collection of all sets of feasible cycles and chains in H(R). For each H ∈ H(R), let N (H) be the set of patients appearing in the cycles and chains of H. A matching µ specifies which patient is matched to whose donor. That is, for each i, j ∈ N , µ(i) = j implies that patient i is matched to patient j’s donor. A matching µ is feasible if (i) for each i ∈ N , µ(i) ∈ N and |{j ∈ N : µ(j) = i}| = 1 and (ii) for each i ∈ N with µ(i) ∈ / Ni+ , µ(i) = i. A matching µ is individually rational at R if for each i ∈ N , µ(i) Ri i. Let M(R) be the set of all feasible and individually rational matchings at R. For each µ ∈ M(R), let N (µ) be the set of patients receiving transplantations. We also introduce a priority ordering over patients.6 Denote a linear ordering over patients by . For each pair i, j ∈ N , i j if and only if patient i has a higher priority than patient j. Example 1. Let N = {1, 2, 3}. Suppose that N1+ = {2}, N2+ = {1, 3}, and N3+ = {2, 3}. The corresponding R and g(R) are given as follows: R1 2 1, 3 R2 R3 1, 3 2, 3 2 • 1 • 2 • 3 1 The set of cycles in g(R) is C(R) = {c ≡ (1, 2, 1), c0 ≡ (2, 3, 2), c00 ≡ (3, 3)}. Note that c and c00 are feasible. Since patient 2 appears both in c and c0 , c and c0 are not feasible. The collection of feasible cycles is C(R) = {{c}, {c0 }, {c00 }, {c, c00 }}. Let C ≡ {c, c00 } ∈ C(R). Then, N (C) = {1, 2, 3}. The set of chains in g(R) is L(R) = {l ≡ (1), l0 ≡ (2), l00 ≡ (1, 2, 3), l000 ≡ (3, 2, 1)}. Note that l and l0 are feasible. Since patient 1 appears both in l and l00 , l and l00 are not feasible. The collection of feasible chains is L(R) = {{l}, {l0 }, {l00 }, {l000 }, {l, l0 }}. Let L ≡ {l, l0 } ∈ L(R). Then, N (L) = {1, 2}. Also, H(R) = {c, c0 , c00 , l, l0 , l00 , l000 } and H(R) = {{c}, {c0 }, {c00 }, {l}, . . . , {l00 }, {l, l00 }, {c0 , l}, {c00 , l}, {c00 , l0 }, {c00 , l, l0 }}. A solution is a mapping ϕ : RN ⇒ ∪R∈RN M(R) such that for each R ∈ RN , ϕ(R) ⊆ M(R). We say that ϕ is essentially single-valued if for each R ∈ RN , each µ, µ0 ∈ ϕ(R), and each i ∈ N , µ(i) Ii µ0 (i). If ϕ is essentially single-valued, then for each R ∈ RN and each µ, µ0 ∈ ϕ(R), N (µ) = N (µ0 ).7 For each R ∈ RN , we say that µ ∈ M(R) is Pareto efficient at R if there is no other µ0 ∈ M(R) such that for each i ∈ N , µ0 (i) Ri µ(i) and for some i ∈ N , µ0 (i) Pi µ(i). We say that ϕ is Pareto efficient if for each R ∈ RN and each µ ∈ ϕ(R), µ is Pareto efficient at R. We define Top-Trading Cycles (TTC) solutions adapted to this model.8 Without loss of generality, let 1 2 · · · n. For simplicity, a priority ordering can be written as : 1, 2, . . . , n. 6 For more detailed discussion on these priorities, see Roth et al. (2005). Suppose, by contradiction, that there are R ∈ RN , i ∈ N , and a pair µ, µ0 ∈ ϕ(R) such that µ(i) ∈ Ni+ and µ0 (i) ∈ / Ni+ . + − 0 Since all patients in Ni are strictly preferred to those in Ni , we have µ(i) Pi µ (i), contradicting that ϕ is essentially single-valued. 8 The TTC solution is proposed by Shapley and Scarf (1974) in a general model and applied to kidney exchange problems by Roth et al. (2004). 7 6 Top-trading cycles solution associated with (simply T T C ): For each R ∈ RN , let C0 ≡ C(R). Step 1. Find a set of feasible cycles C ∈ C0 such that 1 ∈ N (C). If there is no such C, then C1 ≡ C0 . Otherwise, let C1 be the collection of all such sets of feasible cycles. Step t ≥ 2. Find C ∈ Ct−1 such that t ∈ N (C). If there is no such C, then Ct ≡ Ct−1 . Otherwise, let Ct be the collection of all such sets of feasible cycles. Step n. Obtain Cn . For each C ∈ Cn , each patient in N (C) receives a kidney from the donor of the patient to whom she is directing and all other patients stay with their own donors. Collect the resulting matchings for all C’s in Cn . Note that this solution can also be viewed as a “sequential priority” solution as we first figure out all matchings that patient 1 receives a transplantation, and then figure out all matchings that patient 2 does, and so on. When only two-way exchanges are allowed between patients and donors, such a sequential priority solution is Pareto efficient and it also maximizes the number of transplantations, which is another important issue in kidney exchange problems. If we allow more than two-way exchanges, however, Pareto efficient matchings do not necessarily maximize the number of transplantations. We thereby propose another version of top-trading cycles solutions. Top-trading cycles solution maximizing the number of transplantations (simply T T C ): For each R ∈ RN , let C0 ≡ argmaxC∈C(R) |N (C)|. Step 1. Find a set of feasible cycles C ∈ C0 such that 1 ∈ N (C). If there is no such C, then C1 ≡ C0 . Otherwise, let C1 be the collection of all such sets of feasible cycles. Step t ≥ 2. Find C ∈ Ct−1 such that t ∈ N (C). If there is no such C, then Ct ≡ Ct−1 . Otherwise, let Ct be the collection of all such sets of feasible cycles. Step n. Obtain Cn . For each C ∈ Cn , each patient in N (C) receives a kidney from the donor of the patient to whom she is directing and all other patients stay with their own donors. Collect the resulting matchings for all C’s in Cn . Remark. It is straightforward from definitions that T T C and T T C are essentially single-valued. Proposition 1. For every priority ordering , T T C and T T C are Pareto efficient. Proof. Suppose, by contradiction, that T T C is not Pareto efficient. Then, there are R ∈ RN , µ ∈ T T C (R), and µ0 ∈ M(R) such that for each i ∈ N , µ0 (i) Ri µ(i) and for some i ∈ N , µ0 (i) Pi µ(i). This implies that all patients who receive transplantations at µ also receive transplantations at µ0 . Furthermore, there is at least one patient, say i who additionally receives a transplantation at µ0 . Among such patient i’s, choose the one with the highest priority under . According to the definition of T T C , the matchings should be chosen so that patient i receives a transplantation, a contradiction. Next, suppose, by contradiction, that T T C is not Pareto efficient. Then, there are R ∈ RN , µ ∈ T T C (R), and µ0 ∈ M(R) such that for each i ∈ N , µ0 (i) Ri µ(i) and for some i ∈ N , µ0 (i) Pi µ(i). This again implies that all patients who receive transplantations at µ also receive transplantations at µ0 and 7 at least one patient additionally receives a transplantation at µ0 . Thus, the number of transplantations at µ0 is greater than that at µ. Hence, it must be that µ ∈ / T T C (R), a contradiction. 3 Extended Kidney Exchange Model with Immunosuppressants We introduce suppressants to the standard model. If patient i receives a suppressant, she gets compatible with all donors, including her own. We denote such preference by Ri∗ . If a set of patients S receive suppressants, we denote their preferences by RS∗ ≡ (Ri∗ )i∈S . For each R ∈ RN and each S ⊆ N , let R(S) ≡ (RS∗ , R−S ) denote the preference profile derived from R when patients in S receive suppressants. Since R(S) ∈ RN , all definitions in the previous section are carried over to this setting by replacing R with R(S). Example 2. (Example 1 continued) Consider R and g(R) given in Example 1: R1 2 1, 3 R2 R3 1, 3 2, 3 2 • 1 • 2 • 3 1 Now suppose that S = {2}. Then, R(S) = (R1 , R2∗ , R3 ) and g(R(S)) are represented as follows: R1 2 1, 3 R2∗ R3 1, 2, 3 2, 3 • 1 • 2 • 3 1 The set of cycles in g(R2∗ , R−2 ) is C(R2∗ , R−2 ) = {c ≡ (1, 2, 1), c0 ≡ (2, 3, 2), c00 ≡ (3, 3), c000 ≡ (2, 2)}. Thus, the collection of feasible cycles is C(R2∗ , R−2 ) = {{c}, {c0 }, {c00 }, {c000 }, {c, c00 }, {c00 , c000 }}. The set of chains in g(R2∗ , R−2 ) is L(R2∗ , R−2 ) = {(1), (1, 2, 3), (3, 2, 1)}. To accommodate the limited availability of suppressants, we introduce a non-negative integer k to be an upper bound on the number of patients who can receive suppressants. Let Z+ be the set of non-negative integers and for each k ∈ Z+ , let 2N (k) be the collection of subsets of at most k patients. When k = 0, the extended model coincides with the standard model. A solution specifies for each problem (i) how to assign at most k suppressants to patients, and (ii) how to match patients to donors at the resulting preference profile. Let σ : RN → 2N (k) be a S recipient-selection rule. Let ϕ : RN ⇒ R∈RN M(R) such that for each R ∈ RN , ϕ(R) ⊆ M(R), be a matching rule. A solution is represented as a pair (σ, ϕ). The following two requirements are defined for a matching rule, ϕ: Pareto efficiency: For each R ∈ RN , ϕ(R) is Pareto efficient at R. 8 Our next requirement says whenever some patients receive suppressants – no matter who they are – everyone should be weakly better off. Strong monotonicity: For each k ∈ Z+ , each σ : RN → 2N (k), each R ∈ RN , each µ ∈ ϕ(R), each µ0 ∈ ϕ(R(σ(R))), and each i ∈ N , µ0 (i) Ri µ(i). Unfortunately, we cannot achieve this requirement together with Pareto efficiency. Proposition 2. No matching rule satisfies Pareto efficiency and strong monotonicity. Proof. We present an example of a problem with three patients. Let N ≡ {1, 2, 3}. Let ϕ be a Pareto efficient matching rule. Consider the following preferences: R1 R2 R20 R3 2 1 3 2 1, 3 2, 3 1, 2 1, 3 Suppose that k = 0. Let R ≡ (R1 , R2 , R3 ) and R0 ≡ (R1 , R20 , R3 ). By Pareto efficiency, we have ϕ(R) = {µ = (µ(1) = 2, µ(2) = 1, µ(3) = 3)} and ϕ(R0 ) = {µ0 = (µ0 (1) = 1, µ0 (2) = 3, µ0 (3) = 2)}. Now suppose that k = 1. Let σ : RN → 2N (k) be such that σ(R) = {2} and σ(R0 ) = {2}. The new preference profile resulting from σ is (R1 , R2∗ , R3 ) for both problems. To make everyone weakly better off at the new profile than at R, we should have µ ∈ ϕ(R1 , R2∗ , R3 ). Again, to make everyone weakly better off at the new profile than at R0 , we should also have µ0 ∈ ϕ(R1 , R2∗ , R3 ). Altogether, {µ, µ0 } ⊆ ϕ(R1 , R2∗ , R3 ). However, patient 1 is worse off at µ0 than at µ and patient 3 is worse off at µ than at µ0 , a contradiction to strong monotonicity. The implication of this result is that, as long as we want to achieve Pareto efficiency, we cannot make all agents weakly better off by allowing an arbitrary set of patients to receive suppressants. In other words, sets of patients receiving suppressants should be chosen carefully depending on the specification of a problem to achieve Pareto efficiency. Remark. It is usually the case that if a solution is not essentially single-valued, it is harder to satisfy strong monotonicity. Consider two matchings µ and µ0 chosen by a solution for a problem. Let T be the set of patients receiving transplantations at µ. Let T 0 be the set of patients receiving transplantations at µ0 . Suppose that a set of patients receive suppressants. If the solution is essentially single-valued, T = T 0 and strong monotonicity requires that all patients in T = T 0 receive transplantations at the new preference profile. If the solution is not essentially single-valued, it may be that T 6= T 0 , and strong monotonicity requires that all patients in T ∪ T 0 receive transplantations, which is more demanding. Even if a solution is essentially single-valued, however, Proposition 2 shows that it is impossible to achieve both requirements. Examples are T T C and T T C as we show below. Example 3. (T T C and T T C violating strong monotonicity) Let N ≡ {1, 2, 3, 4}, : 1, 2, 3, 4 and R, R̄ ∈ RN be given as follows: 9 R1 R2 R3 R4 R̄1 R̄2 R̄3 R̄4 2 3 4 2 2 1 4 2 1, 3, 4 1, 2, 4 1, 2, 3 1, 3, 4 1, 3, 4 2, 3, 4 1, 2, 3 1, 3, 4 4 • 3 • 4 • 3 • • 1 • 2 • 1 • 2 It is easy to check that T T C (R) = {(µ(1) = 1, µ(2) = 3, µ(3) = 4, µ(4) = 2)} and T T C (R̄) = {(µ(1) = 2, µ(2) = 1, µ(3) = 3, µ(4) = 4)}. Now suppose that k = 1 and consider σ : RN → 2N (k) such that σ(R) = σ(R̄) = {2}. Patient 2’s preference changes to R2∗ as illustrated in the following graph: 4 • 3 • 4 • 3 • • 1 • 2 • 1 • 2 Let R0 ≡ (R1 , R2∗ , R3 , R4 ) and R̄0 ≡ (R̄1 , R2∗ , R̄3 , R̄4 ). Then, T T C (R0 ) = {(µ(1) = 2, µ(2) = 1, µ(3) = 3, µ(4) = 4)} T T C (R̄0 ) = {(µ(1) = 1, µ(2) = 3, µ(3) = 4, µ(4) = 2)}. Under T T C , patients 3 and 4 are worse off while patient 1 is better off and patient 2 remains indifferent. Under T T C , patient 1 is worse off while patients 3 and 4 are better off and patient 2 remains indifferent. As shown in the above example, even T T C and T T C , which seem most natural solutions in this setting, violate strong monotonicity. Having a closer look at this example, however, we observe that it is possible to make everyone weakly better off by assigning suppressants to carefully chosen patients. Given R of the above example, consider another assignment of suppressants at which patient 1 receives a suppressant. While maintaining the cycle (2, 3, 4, 2), we find an additional self-cycle of patient 1, which allows all patients weakly better off. Similarly, at R̄, suppose that patient 4, instead of patient 2, receives a suppressant. While maintaining the cycle (1, 2, 1), we can find an additional cycle (3, 4, 3), which allows all patients weakly better off. Motivated by this example, we propose a weaker requirement than strong monotonicity for a solution (σ, ϕ). It requires the existence of a set of patients for each problem whose use of suppressants makes all patients weakly better off. 10 Monotonicity: For each k ∈ Z+ , there is σ : RN → 2N (k) such that for each R ∈ RN , each µ ∈ ϕ(R), each µ0 ∈ ϕ(R(σ(R))), and each i ∈ N , µ0 (i) Ri µ(i).9 Given the limited availability of suppressants, on the other hand, it makes sense to consider the most “effective” way of using suppressants. Note that Pareto efficiency of a matching rule only requires there be no further Pareto improvement from the matchings chosen for a given preference profile. As it does not say anything about the assignment of suppressants which determines the preference profile, we propose a new efficiency notion regarding the assignment of suppressants. The following requirement says that the recipients of suppressants should be chosen to maximize the set of patients getting transplantations in terms of set inclusion. Maximal Improvement (MI): For each k ∈ Z+ , each R ∈ RN , and each T, T 0 ∈ 2N (k), if there are µ ∈ ϕ(R(T )) and µ0 ∈ ϕ(R(T 0 )) such that N (µ0 ) ( N (µ), then T 0 6= σ(R). Example 4. (Maximal improvement) Let N ≡ {1, 2, 3, 4}. Consider a Pareto efficient solution ϕ associated with σ. Suppose that R ∈ RN is given as follows: R1 R2 R3 R4 2 3 4 3 1, 3, 4 1, 2, 4 1, 2, 3 1, 2, 4 4 • 3 • 4 • 3 • 4 • 3 • • 1 • 2 • 1 • 2 • 1 • 2 S=∅ S 0 = {1} S 00 = {2} Consider three cases of assigning suppressants when k = 1. Suppose first that no patient receives a suppressant. Since the solution is Pareto efficient, the rule selects {µ = (µ(1) = 1, µ(2) = 2, µ(3) = 4, µ(4) = 3)} and then N (µ) = {3, 4}. Suppose instead that patient 1 receives a suppressant. By Pareto efficiency, the solution selects {µ} and then N (µ) = {1, 3, 4}. Lastly, suppose that patient 2 receives a suppressant. By the same argument, the solution selects {µ0 = (µ0 (1) = 2, µ0 (2) = 1, µ0 (3) = 4, µ0 (4) = 3)} and then N (µ0 ) = {1, 2, 3, 4}. When patient 2 receives a suppressant, the set of patients receiving transplantations includes the patients receiving transplantations in the other cases considered above. Therefore, maximal improvement requires that σ(R) 6= ∅ and σ(R) 6= {1}. As discussed in Section 2, it is also considered important in kidney exchange problems to maximize the number of transplantations. We propose the following requirement to accommodate this idea. It 9 Note that any essentially single-valued solutions trivially satisfy monotonicity by setting σ(R) = ∅ for all R ∈ RN . To avoid such triviality, we impose monotonicity together with an “efficiency” requirement of maximal improvement defined later. 11 says that the use of suppressants should result in the maximal improvement in terms of the number of transplantations. Cardinally Maximal Improvement (CMI): For each k ∈ Z+ , each R ∈ RN , and each T, T 0 ∈ 2N (k), if there are µ ∈ ϕ(R(T )) and µ0 ∈ ϕ(R(T 0 )) such that |N (µ0 )| < |N (µ)|, then T 0 6= σ(R). It is straightforward from the definitions that CMI implies MI. Unfortunately, it turns out that we cannot achieve CMI together with other requirements we consider. Proposition 3. No monotonic solution satisfies Pareto efficiency and cardinally maximal improvement. Proof. We present an example of a problem with six patients. Let N ≡ {1, 2, 3, 4, 5, 6} and ϕ be a monotonic solution satisfying Pareto efficiency and CMI. Then, for each k ∈ Z+ , there is σ : RN → 2N (k) associated to ϕ. Consider the following preferences: • 1 R1 R2 R3 R4 R5 R6 5 ∅ 5 1, 2 4 3 N \ {5} N 4 • 2 • • 5 • 3 N \ {5} N \ {1, 2} N \ {4} N \ {3} • 6 • 1 4 • 2 • • 5 • 3 • 6 Suppose first that k = 0. By Pareto efficiency, ϕ(R) = {µ = (µ(1) = 5, µ(2) = 2, µ(3) = 3, µ(4) = 1, µ(5) = 4, µ(6) = 6)}. Suppose instead that k = 1. To satisfy CMI, it is easy to check that we should have σ(R) = {2} and all patients except for patient 1 get transplantations at the resulting preference profile. Since patient 1 gets worse off, monotonicity is violated. 4 Top-Trading Cycles Solutions with Immunosuppressants We propose two solutions satisfying Pareto efficiency, monotonicity, and maximal improvement. They are based on the top-trading cycles solutions defined in Section 2, but a major modification is made in specifying the assignment of suppressants. The extended top-trading cycles solution, eT T C : Stage 1. For each R ∈ RN , apply T T C . Denote by N̄ the set of patients who receive no transplantations at any matching selected by T T C . Without loss of generality, let N̄ ≡ {j1 , . . . , jn̄ } and j1 · · · jn̄ . Stage 2. Modify into a new priority ordering. All patients in N \ N̄ have higher priories than those in N̄ , while the relative priorities within N̄ and N \ N̄ remain the same, respectively. Denote this new 12 priority ordering by ∗ (R). Stage 3. Find a set of feasible cycles and chains. Let H0 ≡ {H ∈ H(R) : N (H) ⊇ N \ N̄ and the number of chains in H does not exceed k},10 and for each t ∈ {1, . . . , n̄}, {H ∈ H if {H ∈ Ht−1 : jt ∈ N (H)} = 6 ∅, t−1 : jt ∈ N (H)}, Ht ≡ Ht−1 , otherwise. Choose any H ∈ Hn̄ and assign suppressants to the tails of all chains in H. Denote the set of these tails by σ ∗ (R). Stage 4. Apply to R(σ ∗ (R)) the top-trading cycles rule associated with ∗ (R). For each R ∈ RN , let eT T C (R) ≡ T T C∗ (R) (R(σ ∗ (R))). In the first stage, we apply T T C to the initial preference profile of the standard model and find the set of patients N̄ who do not receive transplantations. Since T T C is essentially single-valued, the sets of patients receiving transplantations remain the same across all matchings selected by T T C for each problem. In the second stage, we replace an initial priority ordering with the modified priority ordering ∗ (R). Now all patients in N̄ have lower priorities than the rest of patients. In the third stage, we find sets of feasible cycles and at most k chains consisting of the patients in N \ N̄ and some selected patients in N̄ in order of priorities. We choose any one of these sets and assign suppressants to the tails of the chains in the set. In the last stage, we derive the resulting new preference profile and apply to it T T C associated with the modified priority ordering. Note that to satisfy monotonicity, all patients in N \ N̄ should receive transplantations after suppressants are introduced. For this, we sort them out and give them higher priorities than those in N̄ when we apply T T C for the new preference profile. As long as they have higher priorities than N̄ , the cycles or chains involving these patients will be selected ahead of the rest, guaranteeing that they still receive transplantations at the new profile. To satisfy maximal improvement, on the other hand, we figure out at most k chains involving a “largest” set of patients and then assign suppressants to the tails of these chains. By doing this, we can improve all patients’ welfare in a maximal way. Note that eT T C is essentially single-valued, which is straightforward from the definition. Example 5. (eT T C ) Let N ≡ {1, . . . , 9} and : 1, . . . , 9. Let R ∈ RN and the corresponding g(R) be given as follows: R1 R2 R3 R4 R5 R6 R7 R8 R9 2 1, 3, 4 5, 7 7 ∅ 1, 9 2 1 8 N \ {2} N \ {1, 3, 4} N \ {5, 7} N \ {7} N N \ {1, 9} N \ {2} N \ {1} N \ {8} 10 Such H0 is always non-empty. This is because at g(R), (i) patients outside N̄ form cycles among themselves and (ii) patients in N̄ do not form cycles, but only chains, among themselves (if there were any cycle among patients in N̄ , such a cycle should have been chosen in Stage 1 of the algorithm, making these patients not belong to N̄ ). Therefore, we can choose the cycles from (i) and at most k chains from (ii). 13 8 • 1 • 2 • 3 • • 9 • 6 • 4 • 7 5 • The set of cycles is C(R) = {c = (1, 2, 1), c0 = (2, 4, 7, 2), c00 = (2, 3, 7, 2)}. Since all these cycles are not feasible with each other, T T C chooses the cycle involving the patient with the highest priority. Therefore, T T C (R) = {(µ(1) = 2, µ(2) = 1, µ(3) = 3, µ(4) = 4, . . . , µ(9) = 9)} and N̄ = {3, 4, . . . , 9}. Now suppose that at most one patient can receive a suppressant, i.e., k = 1. Note that patient 3 has the highest priority in N̄ . Note also that the collection of sets of feasible cycles and chains including patients 1, 2, and 3 includes l = (6, 9, 8, 1, 2, 3, 5) and l0 = (6, 9, 8, 1, 2, 3, 7). Among all these sets, we search for the one involving the patient with the next highest priority in N̄ , who is patient 4. Because there is no such set, we move on to patient 5. We end up with a single chain {l} and assign the suppressant to patient 5, who is the tail of l, i.e., σ ∗ (R) = {5}. We also modify to ∗ (R), which happens to coincide with . By definition, eT T C (R) = T T C∗ (R) (R(σ ∗ (R))). The matching is (µ(1) = 2, µ(2) = 3, µ(3) = 5, µ(4) = 4, µ(5) = 6, µ(6) = 9, µ(7) = 7, µ(8) = 1, µ(9) = 8). Next suppose that at most two patients can receive suppressants, i.e., k = 2. Similarly as above, we search for the set of cycles and at most two chains including patients 1 and 2 as well as other patients in N̄ in order of their priorities. We end up with two sets of chains, L = {(6, 9, 8, 1, 2, 3, 5), (4, 7)} and L0 = {(6, 9, 8, 1, 2, 4, 7), (3, 5)}. Thus, σ ∗ (R) = {5, 7}. We can also modify to ∗ (R) as above. The two resulting matchings of eT T C (R) are µ and µ0 such that µ = (µ(1) = 2, µ(2) = 3, µ(3) = 5, µ(4) = 7, µ(5) = 6, µ(6) = 9, µ(7) = 4, µ(8) = 1, µ(9) = 8) µ0 = (µ0 (1) = 2, µ0 (2) = 4, µ0 (3) = 5, µ0 (4) = 7, µ0 (5) = 3, µ0 (6) = 9, µ0 (7) = 6, µ0 (8) = 1, µ0 (9) = 8). Note that all patients receive transplantations under µ and µ0 , showing that eT T C is essentially single-valued. Remark. When multiple suppressants are available, it is also possible to assign them one by one sequentially, instead of assigning them all at once as in eT T C . Example 5 shows that the resulting matchings may be different from eT T C (R): the only resulting matching is µ in this case, while eT T C (R) includes both of µ and µ0 . The extended top-trading cycles solution maximizing the number of transplantations, eT T C : Stage 1. For each R ∈ RN , apply T T C . Denote by N̄ the set of patients who receive no transplantations at any matching selected by T T C . Without loss of generality, let N̄ ≡ {j1 , . . . , jn̄ } and j1 · · · jn̄ . 14 Stage 2. Modify into a new priority ordering. All patients in N \ N̄ have higher priories than those in N̄ , while the relative priorities within N̄ and N \ N̄ remain the same, respectively. Denote this new ¯ ∗ (R). priority ordering by Stage 3. Find a set of feasible cycles and chains. Let H0 ≡ {H ∈ H(R) : N (H) ⊇ N \ N̄ and the number of chains in H does not exceed k}, and for each t ∈ {1, . . . , n̄}, {H ∈ H if {H ∈ Ht−1 : jt ∈ N (H)} = 6 ∅, t−1 : jt ∈ N (H)}, Ht ≡ Ht−1 , otherwise. Choose any H ∈ Hn̄ and assign suppressants to the tails of all chains in H. Denote the set of these tails by σ̄ ∗ (R). ¯ ∗ (R). For each R ∈ RN , let Stage 4. Apply to R(σ̄ ∗ (R)) the top-trading cycles rule associated with eT T C (R) ≡ T T C¯ ∗ (R) (R(σ̄ ∗ (R))). Basically we make the same modifications of T T C as we did for T T C with an exception of Stage 1 where we use T T C instead of T T C . Note that, because T T C is essentially single-valued, the sets of patients receiving transplantations remain the same across all matchings selected by T T C for each problem. Also, eT T C is essentially single-valued, which is straightforward from the definition. Example 6. (eT T C ) Consider the problem in Example 5. 8 • 1 • 2 • 3 • • 9 • 6 • 4 • 7 5 • Recall that C(R) = {c = (1, 2, 1), c0 = (2, 4, 7, 2), c00 = (2, 3, 7, 2)}. Since all these cycles are not feasible with each other, T T C chooses a cycle of the largest size; if there are many, it chooses a cycle including patients with higher priorities in order. Thus, c00 is chosen and the matching is T T C (R) = {(µ(1) = 1, µ(2) = 3, µ(3) = 7, µ(7) = 2, µ(4) = 4, . . . , µ(9) = 9)} with N̄ = {1, 4, 5, 6, 8, 9}. Suppose that at most one patient can receive a suppressant, i.e., k = 1. Note that patient 1 has the highest priority in N̄ . Among all sets of feasible cycles and single chains, we find the sets including patients 1, 2, 3, and 7. Note that L ≡ {(6, 9, 8, 1), (2, 3, 7, 2)} and L0 ≡ {(6, 9, 8, 1, 2, 3, 7)} are among them including the largest set of patients and this is what we obtain at the last step of ¯ ∗ (R) : the eT T C algorithm. Suppose that we choose L0 . Then, σ̄ ∗ (R) = {7}. We modify to 2, 3, 7, 1, 4, 5, 6, 8, 9. By definition, eT T C (R) = T T C¯ ∗ (R) (R(σ̄ ∗ (R))). The resulting matching is µ such that (µ(1) = 2, µ(2) = 3, µ(3) = 7, µ(4) = 4, µ(5) = 5, µ(6) = 9, µ(7) = 6, µ(8) = 1, µ(9) = 8). If we choose L, then σ̄ ∗ (R) = {1}. We have a different matching, but the set of patients receiving transplantations remains the same as above. 15 Now suppose that at most two patients can receive suppressants, i.e., k = 2. Similarly as above, we figure out the collection of sets of feasible cycles and at most two chains including patients 2, 3, and 7 as well as other patients in order of priorities. At the last step of the eT T C algorithm, we obtain L = {(6, 9, 8, 1, 2, 3, 5), (4, 7)} and L0 = {(6, 9, 8, 1, 2, 4, 7), (3, 5)} that include the largest set of ¯ ∗ (R) as above. The patients. Suppose that we choose L0 . Then, σ̄ ∗ (R) = {5, 7}. We modify to resulting matching is µ such that (µ(1) = 2, µ(2) = 4, µ(3) = 5, µ(4) = 7, µ(5) = 3, µ(6) = 9, µ(7) = 6, µ(8) = 1, µ(9) = 8). If we choose L, then σ̄ ∗ (R) = {5, 7}. We have a different matching, but the set of patients receiving transplantations remains the same as above. Our main result follows. Theorem 1. eT T C and eT T C satisfy Pareto efficiency, monotonicity, and maximal improvement. Proof. (Pareto efficiency ) For each R ∈ RN , note that R(σ ∗ (R)), R(σ̄ ∗ (R)) ∈ RN . By definition, eT T C (R) ≡ T T C∗ (R) (R(σ ∗ (R)) and eT T C (R) ≡ T T C¯ ∗ (R) (R(σ̄ ∗ (R)). By Proposition 1, T T C and T T C are Pareto efficient for every . Therefore, for each R ∈ RN , eT T C (R) and eT T C (R) are Pareto efficient at R(σ ∗ (R)) and R(σ̄ ∗ (R)), respectively. (Monotonicity ) We show that eT T C is monotonic. Let R ∈ RN . Recall that T T C and eT T C are essentially single-valued. Note also that at each matching, any patient who receives a transplantation cannot be better off further and any patient who receives no transplantation cannot be worse off further. Therefore, it is enough to show that all agents who used to receive transplantations at T T C (R) still receive transplantations at eT T C (R). Denote the set of those patients by N \ N̄ . Note that they are the only patients involved in feasible trading cycles that generate matchings in T T C (R) and the preferences of these patients are not affected by the use of suppressants under the eT T C algorithm. Thus, the feasible trading cycles involving N \ N̄ still remain feasible in g(R(σ ∗ (R))). Given ordering ∗ (R), these patients have higher priorities than those in N̄ . Consider the algorithm of T T C∗ (R) applied to R(σ ∗ (R)). The feasible trading cycles involving N \ N̄ at the T T C algorithm are not ruled out at the step where we figure out the sets of feasible cycles including the patient with the lowest priority in N \ N̄ . Among these sets, we continue to sort out the set of feasible cycles in order of priorities among N̄ . This guarantees that there are trading cycles involving all patients in N \ N̄ . Therefore, we end up with eT T C (R) in which all of these patients receive transplantations, completing the proof. The same argument shows that eT T C is monotonic. (Maximal improvement) We show that eT T C satisfies maximal improvement. Suppose, by contradiction, that there are R ∈ RN , S ⊆ N with |S| ≤ k, µ ∈ eT T C (R), and µ0 ∈ M(R(S)) such that N (µ) ( N (µ0 ). Let N̄ be the set of patients who receive no transplantations at T T C (R). Let H ∈ H(R) be the set of cycles and chains that results in µ, that is, a set of cycles and chains chosen in the last stage of the eT T C algorithm for R. Let H 0 ∈ H(R) be the set of cycles and chains that results in µ0 when the patients in S use suppressants. According to the definition of eT T C , H should have been chosen to include all patients in N \ N̄ as well as patients in N̄ in the order of priorities over N̄ , 16 as long as the number of chains does not exceed k. Since N (µ) ( N (µ0 ), there is i∗ ∈ N (µ0 ) \ N (µ). If patient i∗ has a higher priority than some patients in N (µ), then the set of cycles and chains should have been chosen to include i∗ in the eT T C algorithm. Since i∗ ∈ / N (H), this is a contradiction to the definition of eT T C . If i∗ has a lower priority than all patients in N (µ), then the set of cycles and chains should have been chosen to include all patients in N (µ) as well as i∗ , which is possible as in H 0 . Since i∗ ∈ / N (H), again, this is a contradiction to the definition of eT T C . The same argument shows that eT T C satisfies maximal improvement. 5 Simulation Results We present simulation results to show that the use of suppressants can be significantly reduced from the current practice. For this analysis, we assume that immunological compatibility is determined only by ABO blood types. We denote a pair by its type X-Y where the patient’s blood type is X and the donor’s type is Y. Let #(X-Y) be the number of pairs of type X-Y. A k-cycle is a cycle consisting of k pairs and a k-chain is a chain consisting of k pairs. 5.1 Simulation based on the KONOS data We use the KONOS (Korean Network for Organ Sharing) data on living donor kidney transplantations in the recent four years (2011-2014). The data set collects all patient-donor pairs who receive transplantations during this period and specifies their ABO blood types. As shown in Table 2, almost no pairs in the set receive transplantations through kidney exchanges. For instance, in 2012, no pair participated in kidney exchanges. For In other words, almost all transplantations in the data are performed within pairs: if a pair is compatible, the patient receives a kidney directly from her own donor; otherwise, the pair uses a suppressant. In 2012, there are 1,020 living donor kidney transplantations in total. Table 3 summarizes the blood type profile. For instance, there are 210 compatible pairs of type A-A, who receive the kidneys from their own donors; there are 35 incompatible pairs of type A-B, who use suppressants to get transplantations from their donors. In the blood-type restricted setting, there are seven types of incompatible pairs, A-B, B-A, A-AB, B-AB, O-A, O-B, and O-AB. It turns out that there are 193 incompatible pairs in 2012, as summarized in Table 4. Since there are 193 incompatible pairs in the data, suppressants are used 193 times for incompatible kidney transplantations. We propose an algorithm that minimizes the use of suppressants, while all these incompatible pairs still receive transplantations. Simulation Algorithm For any set of incompatible pairs and their blood type profile: Step 1. Find all 2-cycles. Since only pairs of types A-B and B-A can form cycles, the number of all 2-cycles is min {#(A-B),#(B-A)}. Remove the pairs of these 2-cycles from the pool. 17 Type A B O AB Total A B O AB 210 28 38 34 35 172 39 37 80 77 164 20 24 24 5 33 349 301 246 124 Total 310 283 341 86 1020 Table 3. The profile of blood types of living kidney transplantations in 2012 in Korea: patients’ types are in leftmost column; donors’ types are in top row. Type A-B B-A A-AB B-AB O-A O-B O-AB Total 35 28 24 24 38 39 5 193 Table 4. Blood-types of incompatible pairs in 2012 in Korea Step 2. Find all 3-chains, which are the longest chains in the setting. If #(A-B) > #(B-A), these 3-chains must be of the form O-A ← A-B ← B-AB. If #(A-B) < #(B-A), the 3-chains must be of the form O-B ← B-A ← A-AB. If #(A-B) = #(B-A), no 3-chain can be formed. Remove the pairs of the 3-chains from the pool. Step 3. Find all 2-chains. These chains must be ones of O-A ← A-B, O-A ← A-AB, O-B ← B-A, O-B ← B-AB, A-B ← B-AB, and B-A ← A-AB, depending on which types of pairs remain in the pool. Remove the pairs of the 2-chains from the pool. Step 4. Each remaining pair forms a 1-chain. Assign suppressants to the tail patient of each chain and convert each chain to a cycle. Perform transplantations according to these cycles. In Step 1, given a set of incompatible pairs, a cycle can be formed only by pairs A-B and B-A. Thus, without the use of suppressants, two pairs of A-B and B-A form 2-cycles and the patient of a pair receives a transplantation from the donor of the other pair. After all feasible 2-cycles are formed, at least one of the two types does not remain in the pool. In Step 2, if there is a pair A-B but no pair B-A in the pool, the longest chain is a 3-chain of the form O-A ← A-B ← B-AB. On the other hand, if there is a pair B-A but no pair A-B, the longest chain is a 3-chain O-B ← B-A ← A-AB. If there are no pairs A-B and B-A in the pool, no 3-chain can be formed. The patient of tail pair O-A (pair O-B) receives a suppressant and a transplantation from the donor of pair B-AB (pair A-AB respectively). Without the use of suppressants, the patient of pair B-AB (pair A-AB) receives a transplantation from the donor of pair A-B (pair B-A) and the patient of pair A-B (pair B-A) from the donor of pair O-A (pair O-B respectively). In Step 3, if there are no pairs A-B and B-A in the pool of the remaining pairs, the longest chain is a 2-chain of the forms O-A ← A-AB and O-B ← B-AB. The patient of the tail pair O-A (pair O-B) receives a transplantation from the donor of pair A-AB (pair B-AB respectively) with a suppressant. The patient of pair A-AB (pair B-AB) receives a transplantation from the donor of pair O-A (pair O-B 18 Type A-B B-A A-AB B-AB O-A O-B O-AB Total # pairs 35 28 24 24 38 39 5 193 2-cycle 3-chain 2-chain 2-chain 1-chain 1-chain 1-chain 28 (7) 7 (0) 28 (0) 5 (0) 56 21 48 34 7 22 5 7 (17) 24 (0) 7 (31) 24 (7) 17 (0) 17 (22) 7 (0) 22 (0) Table 5. Simulation algorithm for the set of incompatible pairs in 2012 2011 2012 2013 2014 # pairs 2-cycle 3-chain 2-chain 1-chain # Suppressants 131 193 216 217 17 28 29 34 2 7 10 3 30 41 38 48 31 34 52 44 63 82 100 95 Table 6. Simulations for incompatible pairs during 2011-2014 respectively) without the use of suppressants. After all feasible 2-chains are formed, in Step 4, each pair remaining in the pool forms a 1-chain, and each remaining patient receives a transplantation from her own donor with a suppressant. Because we require that all patients receive transplantations, the number of suppressants required is equal to the number of chains formed by the algorithm. Remark. The simulation algorithm minimizes the use of suppressants when all incompatible pairs receive transplantations.11 Table 5 shows the set of cycles and chains formed by our algorithm for the incompatible pairs in 2012. There are 28 2-cycles, 7 3-chains, 41 2-chains, and 34 1-chains, adding up to 82 chains in total. In Table 5, the numbers in the parentheses represents the number of pairs who still remain in the pool after cycles or chains are formed and removed. By assigning suppressants to pairs as we propose and allowing them to exchange, the use of suppressants has been decreased from 193 to 82 while all incompatible pairs still receive transplantations. Other years show similar simulation results, as summarized in Table 6. During 2011-2014, 757 recipients of suppressants could have been reduced to 340, given that all incompatible pairs of the data still receive transplantations. 11 In all cases, the number of suppressants required is at least as large as the number of pairs with blood type O patients. This is because blood type O patients can receive transplantations only from the type O donors, but there is no pair with type O donor in the set. Therefore, for all patients to receive transplantations, each pair of types O-A, O-B, and O-AB should form a chain, and any two pairs of such types cannot form a chain together. Thus, the total number of pairs of types O-A, O-B, and O-AB is a lower bound for the number of chains. 19 Type A B O AB Total A B O AB 116 92 95 37 92 73 76 30 95 76 78 31 37 30 31 12 340 271 280 110 Total 340 271 280 110 1001 Table 7. The profile of blood types of a hypothetical population: patients’ types are in leftmost column; donors’ types are in top row. Type A-B B-A A-AB B-AB O-A O-B O-AB Total # pairs 92 92 37 30 95 76 31 453 2-cycle 3-chain 2-chain 2-chain 1-chain 1-chain 1-chain 92 (0) 92 (0) 31 (0) 184 0 74 60 58 46 31 37 (0) 37 (58) 30 (0) 30 (46) 58 (0) 46 (0) Table 8. Simulation for incompatible pairs in a hypothetical population Hypothetical population # pairs 2-cycle 3-chain 2-chain 1-chain # Suppressants 453 92 0 67 135 202 Table 9. Simulations for incompatible pairs of the hypothetical population 5.2 Simulation based on the hypothetical population The simulation results presented in the previous section are based on the data of the patient-donor pairs who already received living kidney transplantations. However, this data set may be biased to represent the whole population of patient-donor pairs, because there can be incompatible pairs who do not get transplantations. As they are not included in this data set, the KONOS data may underrepresent incompatible pairs. Thus, we construct a hypothetical population of 1,001 patient-donor pairs based on the distribution of ABO blood types in Korea. Blood type A is about 34.0 percent, type B about 27.1 percent, type O about 28.0 percent, and type AB about 11.0 percent of the total population. We assume that the types of patients and donors are identically and independently distributed (i.i.d.) according to this distribution. Out of 1,001 pairs, it turns out that 453 pairs are incompatible. Table 7 summarizes the profile of blood types of these pairs.12 From this distribution, we identify all incompatible pairs and run the simulation algorithm. Because 12 The number of pairs of each type is rounded to the nearest integer, with the total equal to 1,001. 20 # pairs AB-O 2-cycle 4-cycle 3-cycle 2-chain 1-chain # Suppressants 2011 2012 2013 2014 131 193 216 217 20 20 17 11 17 28 29 34 2 7 10 3 18 13 7 8 12 28 31 40 31 34 52 44 43 62 83 84 Hypothetical population 453 31 92 0 31 36 135 171 Table 10. Simulations for incompatible pairs when pairs of type AB-O participate. of the i.i.d. assumption, the pairs of type A-B are as many as those of type B-A, and therefore, there is no 3-chain. Tables 8 and 9 show the result. For this hypothetical pool of incompatible pairs, the number of suppressants assigned by our algorithm is equal to the number of pairs of types O-A, O-B, and O-AB, implying that our simulation algorithm minimizes the use of suppressants. 5.3 Simulation based on the KONOS data with the participation of “altruistic” compatible pairs Note that we so far excluded all compatible pairs from simulation analysis and focused on the incompatible pairs. The use of suppressants could be reduced further, however, when these pairs stay in the exchange pool and “facilitate” the exchanges among other pairs. Such compatible pairs are called “altruistic” pairs (Sönmez and Ünver, 2014). For example, the participation of type AB-O pairs would convert 3-chains to 4-cycles AB-O ← O-A ← A-B ← B-AB, and 2-chains to 3-cycles AB-O ← O-A ← A-AB and AB-O ← O-B ← B-AB, and would reduce the use of suppressants by the number of type AB-O pairs participating in the exchanges. Table 10 shows simulation results when compatible pairs of type AB-O participate in the exchange pool. To generalize this, we may allow all patient-donor pairs – either compatible or incompatible – participate in the exchange pool. It is quite complicated to analyze the actual KONOS data, but we expect further reduction of use of suppressants. If we run the simulation algorithm with the hypothetical population, on the other hand, we achieve full efficiency even without using suppressants: because of the i.i.d. assumption of types of pairs in the hypothetical population, the number of pairs of type X-Y will be exactly same as the number of pairs of type Y-X. They can form 2-cycles. 6 Conclusion In this paper, we took the first step to investigate implications of introducing suppressants. We focus on fairness and efficiency in assigning suppressants and matching patient-donor pairs. We propose two extended TTC solutions and show that they satisfy the requirements we had in mind. By using actual transplantation data in a blood-type restricted environment, we also showed that the use of suppressants in the current practice can be significantly improved. 21 There still remain several interesting questions. First, it is possible to introduce monetary transfers to the model and analyze the problem as a local public good problem. Recall that we simplified the model by assuming that all expenses of suppressants are fully subsidized by the public insurance. This makes patients indifferent between compatible donors and incompatible donors as long as they can get transplantations. In practice, however, patients may well prefer compatible donors to incompatible donors, even if they can use suppressants. This is because they often have to pay a certain fraction of cost to use suppressants and they also have to take a risk of side effects caused by suppressants. If they decline to use suppressants, expecting to get transplantations from the deceased donors for example, we cannot expect a large gain by introducing suppressants any more. To avoid such cases, it seems plausible to introduce a cost sharing process or a compensating process for them. The problem can then be viewed as a local public good problem, because the use of suppressants incurs costs for a tail of a chain, but it benefits all other patients in the chain for free. Therefore, we may consider, for instance, the equal division of the cost incurred by the tail among all patients in each chain. On the other hand, a generalization can be made on our assumption of dichotomous preferences as well, for example, to tri-chotomous preferences. Although ABO blood-type generates only dichotomous compatibility profiles, we have a wide range of compatibility when tissue-type (or HLA typing) is also taken into considerations. The treatment of immunosuppressive protocols should also be differentiated. Since our TTC solutions are applicable only to dichotomous profiles, this will be an interesting and non-trivial extension of our analysis. Lastly, we may think of a way to apply the celebrated deferred acceptance (DA) solution to our setting. Since there is a single priority ordering over patients, the DA solution will be more like a sequential dictatorship: among all collections of feasible cycles and at most k chains, choose ones including a patient with the highest priority; among the resulting collections, choose ones including a patient with the second highest priority; and so on. From what we obtain, we choose the tails of chains to be recipients of suppressants and let patients receive kidneys from donors along the cycles and chains. By doing this, we will obtain a “stable” assignment in the end, in that if a patient does not receive a transplantation, then either (i) all patients with lower priorities do not get transplantations, or (ii) all available suppressants are assigned to patients with higher priorities. This solution also satisfies Pareto efficiency and maximal improvement. However, it violates monotonicity: it is easily checked with the example in the proof of Proposition 3 after switching patients 1 and 6. Appendix 1. Simulation Algorithm We prove that the simulation algorithm defined in Section 5 minimizes the number of suppressants used when all patients receive transplantations. Proof. Among all sets of feasible chains and cycles that include all incompatible pairs, let H be the collection of all such sets with the smallest number of chains. Let H ∈ H. We proceed with the following claims. 22 Claim 1. The number of chains remains the same as in H when all 2-cycles are formed. Proof of Claim 1. Note that cycles can be formed only by pairs A-B and B-A. Consider A-B and B-A in two separate chains of H, if any. We show that the number of chains does not change even if these pairs form a cycle, instead of staying in the chains. For A-B, there are four possible types of chains to which the pair can belong: A-B, O-A←A-B, A-B←B-AB, O-A←A-B←B-AB. Similarly, there are four possible types of chains to which B-A can belong: B-A, O-B←B-A, B-A←A-AB, O-B←B-A←A-AB. Case 1. A-B is a 1-chain. We show that B-A should belong to O-B←B-A←A-AB. Suppose otherwise. If B-A is a 1-chain, then A-B and B-A can form a cycle, reducing the number of chains by 2, a contradiction that H ∈ H. If B-A belongs to O-B←B-A, then A-B and B-A can form a cycle while O-B remains as a 1-chain. This reduces the number of chains by 1, a contradiction again. If B-A belongs to B-A←A-AB, then the same argument applies. Thus, if A-B is a 1-chain in H, then B-A should belong to the 3-chain. Let the pairs of A-B and B-A form a cycle and the remaining pairs in the 3-chain, O-B and A-AB, form two 1-chains. The number of chains remains the same as in H. Case 2. A-B belongs to O-A←A-B. We show that B-A should belong to either O-B←B-A or O-B←BA←A-AB. Otherwise, we can reduce the number of chains by 1, a contradiction. (For example, if B-A belongs to B-A←A-AB, then A-B and B-A can form a cycle and the remaining pairs O-A and A-AB can form a 2-chain.) Suppose that B-A belongs to O-B←B-A. Let A-B and B-A form a cycle and the remaining pairs O-A and O-B form two 1-chains. The number of chains remains the same as in H. Suppose that B-A belongs to the 3-chain. Let A-B and B-A form a cycle and the remaining pairs form two chains O-A←A-AB and O-B. Then the number of chains remains the same as in H. Case 3. A-B belongs to A-B←B-AB. We show that B-A should belong to either B-A←A-AB or OB←B-A←A-AB. Otherwise, we can reduce the number of chains by 1, a contradiction. The same argument of Case 2 applies to show that the number of chains remains the same even after A-B and B-A form a cycle. Case 4. A-B belongs to O-A←A-B←B-AB. In this case, B-A can belong to any one of the four types of chains. Even if A-B and B-A form a cycle, we can keep the same number of chains. For example, consider the case when B-A belongs to O-B←B-A←A-AB. Let A-B and B-A form a cycle and the remaining pairs form two 2-chains, O-A←A-AB and O-B←B-AB. Then the number of chains remains the same as in H. Therefore, if there are two pairs A-B and B-A in separate chains of H, they can form a cycle and the remaining pairs can reorganize without changing the total number of chains. After doing this, we again check if there are two other pairs A-B and B-A in separate chains. If any, we repeat the same procedure to form a cycle and to reorganize the chains without changing the total number of chains. It ends when at least one type among A-B and B-A disappears from all the chains. This is what Step 1 of the simulation algorithm does, where we form all possible cycles between A-B and B-A and then exclude them from the pool. From Claim 1, we see that Step 1 of the simulation algorithm keeps the minimum number of chains 23 as in H. After the process described in the proof of Claim 1 (or after Step 1), at least one type among A-B and B-A does not remain in the chains of H. Now consider a set H ∈ H such that at most one of the two types A-B and B-A exists in the chains of H. Since pairs in cycles do not use suppressants, we can exclude all the cycles and focus on the chains formed by the remaining pairs. Claim 2. The number of chains remains the same as in H when 3-chains are formed. Proof of Claim 2. Consider the following cases. Case 1. A-B and B-A do not exist in any chain of H. Then all the chains of H are formed by pairs of types O-A, B-AB, O-B, A-AB, and O-AB. However, these pairs can not form a 3-chain among themselves. Case 2. Only one type exists in the chains of H. Without loss of generality, suppose that A-B exists in the chains of H. Then all the chains of H are formed by O-A, A-B, B-AB, together with O-B, A-AB, and O-AB. We will consider all the chains of H except for O-AB because O-AB can only form a 1-chain. Note that a 3-chain is the longest among all possible chains, and any 3-chain must be of the form O-A←A-B←B-AB. We show that forming O-A←A-B←B-AB as many as possible among those pairs does not change the total number of chains. Let n1 be the number of chains O-A←A-B, n2 the number of chains A-B←B-AB, n3 , n4 , and n5 , the numbers of 1-chains, O-A, A-B, and B-AB, respectively. Note that additional 3-chains can be formed only by reorganizing the pairs that belong to these chains. Since H ∈ H contains the minimum number of chains, we observe the followings: • Two 1-chains O-A and A-B cannot exist together in H.13 • A 1-chain O-A and a 2-chain A-B←B-AB cannot exist together in H. • Two 1-chains A-B and B-AB cannot exist together in H. • A 1-chain B-AB and a 2-chain O-A←A-B cannot exist together in H. Altogether, we have following subcases, depending on which types of 1-chains exist in H, in terms of the cardinalities, n3 , n4 , and n5 , respectively. If n4 > 0, it must be that n3 = n5 = 0, because otherwise the number of chains can be reduced by forming 2-chains, O-A←A-B or A-B←B-AB. (1) n4 > 0, n3 = n5 = 0 : Let n1 , n2 ≥ 0 with n1 ≥ n2 . Then change 2-chains A-B←B-AB into 3-chains O-A←A-B←B-AB by moving n2 pairs of type O-A from the chains O-A←A-B. Note that this is the maximum number of 3-chains that can be formed among these pairs. After forming 3-chains, (n2 + n4 ) of the 1-chains A-B and (n1 − n2 ) of the 2-chains O-A←A-B can be formed among the remaining patients. Altogether, the total number of chains remains the same, while we maximize the number of 3-chains. The symmetric argument applies to the case when n2 ≥ n1 . (2) n4 = 0, n3 > 0, n5 > 0 : Then, n2 = 0 and n1 = 0. There is no additional 3-chain that can be formed in this case. (3) n4 = 0, n3 > 0, n5 = 0 : Then, n1 ≥ 0 and n2 = 0. There is no additional 3-chain that can be formed in this case. 13 If they exist together, these two 1-chains can form a 2-chain, reducing the total number of chains, a contradiction to H ∈ H. 24 (4) n4 = 0, n3 = 0, n5 > 0 : Then, n1 = 0 and n2 ≥ 0. There is no additional 3-chain that can be formed in this case. (5) n4 = n3 = n5 = 0 : Then, n2 ≥ 0 and n1 ≥ 0. The same argument of case (1) applies, except that n4 has to be set to 0. All these subcases show that the number of chains remains the same as in H if 3-chains are formed. From Claim 2, we see that Step 2 of the simulation algorithm keeps the minimum number of chains as in H. Therefore, we can remove all the 3-chains from the pool and proceed with the remaining pairs to find 2-chains. As listed in Step 3, these 2-chains must be of the following forms, O-A ← A-B, O-A ← A-AB, O-B ← B-A, O-B ← B-AB, A-B ← B-AB, and B-A ← A-AB. These 2-chains cannot be reorganized to form a 3-chain because all possible 3-chains are formed and removed. Because the number of chains cannot be reduced by converting these 2-chains to other 2-chains and 1-chains, the simulation algorithm achieves the minimum number of chains as in H. Appendix 2. Simulations based on the KONOS data We herein present the simulation results of 2011, 2013, and 2014 based on the KONOS data. Type A B O AB Total A 219 19 76 13 327 B 17 148 73 19 257 O 33 21 195 9 258 AB 34 30 20 33 117 Total 303 218 364 74 959 Table A1. The profile of blood types of living kidney transplantations in 2011 in Korea: Type A-B B-A A-AB B-AB O-A O-B O-AB Total # pairs 19 17 13 19 33 21 9 131 2-cycle 17 (2) 17 (0) 3-chain 2 (0) 2-chain 2-chain 34 2 (17) 13 (0) 2 (31) 6 13 (18) 26 17 (0) 1-chain 17 (4) 34 18 (0) 1-chain 18 4 (0) 1-chain 4 9 (0) Table A2. Simulation for incompatible pairs in 2011 25 9 Type A B O AB Total A 192 39 93 24 348 B 29 138 70 24 261 O 51 44 173 5 273 AB 37 42 17 32 128 Total 309 263 353 85 1010 Table A3. The profile of blood types of living kidney transplantations in 2013 in Korea Type A-B B-A A-AB B-AB O-A O-B O-AB Total # pairs 39 29 24 24 51 44 5 216 2-cycle 29 (10) 29 (0) 3-chain 10 (0) 58 10 (14) 2-chain 24 (0) 2-chain 10 (41) 30 24 (17) 48 14 (0) 1-chain 14 (30) 28 17 (0) 1-chain 17 30 (0) 1-chain 30 5 (0) 5 Table A4. 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