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A seller sells an object over time but is uncertain how the buyer learns their willingness-to-pay. We consider informational robustness under \textit{limited commitment}, where the seller offers a price \textit{each period} to maximize…

Theoretical Economics · Economics 2025-09-10 Zihao Li , Jonathan Libgober , Xiaosheng Mu

Dynamic contracts with multiple agents is a classical decentralized decision-making problem with asymmetric information. In this paper, we extend the single-agent dynamic incentive contract model in continuous-time to a multi-agent scheme…

Econometrics · Economics 2017-10-10 Qi Luo , Romesh Saigal

This paper studies continuous-time optimal contracting in a hierarchy problem which generalises the model of Sung (2015). The hierarchy is modeled by a series of interlinked principal-agent problems, leading to a sequence of Stackelberg…

Optimization and Control · Mathematics 2020-07-22 Emma Hubert

In this paper, we extend the Holmstro\"om and Milgrom problem [47] by adding uncertainty about the volatility of the output for both the Agent and the Principal. We study more precisely the impact of the "Nature" playing against the Agent…

Optimization and Control · Mathematics 2016-10-25 Thibaut Mastrolia , Dylan Possamaï

We study a robust contract design problem with deferred inspection, in which a principal allocates a scarce resource to an agent, observes the agent's realized outcome ex post at negligible cost, and conditions transfers on this information…

Theoretical Economics · Economics 2026-01-12 Halil I. Bayrak , Martin Bichler

This paper studies contracting in the presence of externalities with a non-contractible outsider. Multiple equilibria arise from strategic symmetry between the insider agent and the outsider. To address strategic uncertainty, the principal…

Theoretical Economics · Economics 2025-09-09 Hongcheng Li

An agent has access to multiple information sources, each of which provides information about a different attribute of an unknown state. Information is acquired continuously -- where the agent chooses both which sources to sample from, and…

Theoretical Economics · Economics 2021-04-27 Annie Liang , Xiaosheng Mu , Vasilis Syrgkanis

Motivating careerists is challenging for political organizations. Without explicit contracts, careerists often pander to public opinions or their superiors' preferences. Worse, when tasked with implementing these distorted decisions, they…

General Economics · Economics 2026-05-15 Liqun Liu

What is the purpose of pre-analysis plans, and how should they be designed? We model the interaction between an agent who analyzes data and a principal who makes a decision based on agent reports. The agent could be the manufacturer of a…

Econometrics · Economics 2024-07-30 Maximilian Kasy , Jann Spiess

We propose a dynamic product adoption persuasion model involving an impatient partially informed sender who gradually learns the state. In this model, the sender gathers information over time, and hence her posteriors' sequence forms a…

Computer Science and Game Theory · Computer Science 2024-07-22 Itai Arieli , Yakov Babichenko , Dimitry Shaiderman , Xianwen Shi

In this paper we study a principal-agent problem in continuous time with multiple lump-sum payments (contracts) paid at different deterministic times. We reduce the non-zero sum Stackelberg game between the principal and agent to a standard…

Optimization and Control · Mathematics 2024-11-08 Guillermo Alonso Alvarez , Erhan Bayraktar , Ibrahim Ekren , Liwei Huang

Public-Private Partnership (PPP) is a contract between a public entity and a consortium, in which the public outsources the construction and the maintenance of an equipment (hospital, university, prison...). One drawback of this contract is…

Optimization and Control · Mathematics 2017-03-07 Ishak Hajjej , Caroline Hillairet , Mohamed Mnif , Monique Pontier

Fairness is desirable yet challenging to achieve within multi-agent systems, especially when agents differ in latent traits that affect their abilities. This hidden heterogeneity often leads to unequal distributions of wealth, even when…

Computer Science and Game Theory · Computer Science 2025-06-23 Jakub Tłuczek , Victor Villin , Christos Dimitrakakis

Firms strategically disclose product information in order to attract consumers, but recipients often find it costly to process all of it, especially when products have complex features. We study a model of competitive information disclosure…

Theoretical Economics · Economics 2020-02-04 Vasudha Jain , Mark Whitmeyer

Firms increasingly delegate decisions to learning algorithms in platform markets. Standard algorithms perform well when platform policies are stationary, but firms often face ambiguity about whether policies are stationary or adapt…

Theoretical Economics · Economics 2026-02-11 Kyohei Okumura

The interconnectivity of cyber and physical systems and Internet of things has created ubiquitous concerns of cyber threats for enterprise system managers. It is common that the asset owners and enterprise network operators need to work…

Systems and Control · Electrical Eng. & Systems 2019-08-14 Juntao Chen , Quanyan Zhu , Tamer Başar

We study a model of delegation in which a principal takes a multidimensional action and an agent has private information about a multidimensional state of the world. The principal can design any direct mechanism, including stochastic ones.…

Theoretical Economics · Economics 2022-08-26 Andreas Kleiner

A sender seeks to persuade a receiver by presenting evidence obtained through a sequence of private experiments. The sender has complete flexibility in his choice of experiments, contingent on the private experimentation history. The sender…

Theoretical Economics · Economics 2023-05-09 Yichuan Lou

In the classical principal-agent hidden-action contract model, a principal delegates the execution of a costly task to an agent. In order to complete the task, the agent chooses an action from a set of actions, where each potential action…

Computer Science and Game Theory · Computer Science 2025-11-27 Tomer Ezra , Stefano Leonardi , Matteo Russo

We investigate a two-period Bayesian persuasion game, where the receiver faces a decision, akin to a one-armed bandit problem: to undertake an action, gaining noisy information and a corresponding positive or negative payoff, or to refrain.…

Optimization and Control · Mathematics 2024-01-11 Massimo DAntoni , Ehud Lehrer , Avraham Tabbach , Eilon Solan