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Related papers: Contracts under Moral Hazard and Adverse Selection

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We study a variant of the principal-agent problem in which the principal does not directly observe the agent's effort outcome; rather, she gets a signal about the agent's action according to a variable information structure designed by a…

Computer Science and Game Theory · Computer Science 2024-09-06 Yakov Babichenko , Inbal Talgam-Cohen , Haifeng Xu , Konstantin Zabarnyi

We study a ubiquitous learning challenge in online principal-agent problems during which the principal learns the agent's private information from the agent's revealed preferences in historical interactions. This paradigm includes important…

Computer Science and Game Theory · Computer Science 2024-01-01 Minbiao Han , Michael Albert , Haifeng Xu

In dynamic mechanism design literature, one critical aspect has been typically ignored-the agents' periodic participation, which they can adapt and plan strategically. We propose a framework for dynamic principal-multiagent problems,…

Computer Science and Game Theory · Computer Science 2023-06-16 Tao Zhang , Quanyan Zhu

We study two combinatorial contract design models -- multi-agent and multi-action -- where a principal delegates the execution of a costly project to others. In both settings, the principal cannot observe the choices of the agent(s), only…

Computer Science and Game Theory · Computer Science 2023-12-01 Tomer Ezra , Michal Feldman , Maya Schlesinger

A principal wishes to transact business with a multidimensional distribution of agents whose preferences are known only in the aggregate. Assuming a twist (= generalized Spence-Mirrlees single-crossing) hypothesis and that agents can choose…

Optimization and Control · Mathematics 2009-12-17 Alessio Figalli , Young-Heon Kim , Robert J. McCann

Principal agent games are a growing area of research which focuses on the optimal behaviour of a principal and an agent, with the former contracting work from the latter, in return for providing a monetary award. While this field…

Mathematical Finance · Quantitative Finance 2022-06-28 Dena Firoozi , Arvind V Shrivats , Sebastian Jaimungal

We investigate the problem of a principal looking to contract an expert to provide a probability forecast for a categorical event. We assume all experts have a common public prior on the event's probability, but can form more accurate…

Computer Science and Game Theory · Computer Science 2014-04-30 Mark Braverman , Gal Oshri

We study an optimal reinsurance problem under a diffusion risk model for an insurer who aims to minimize the probability of lifetime ruin. To rule out moral hazard issues, we only consider moral-hazard-free reinsurance contracts by imposing…

Mathematical Finance · Quantitative Finance 2023-04-19 Zhuo Jin , Zuo Quan Xu , Bin Zou

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

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

We study multi-agent contract design, where a principal incentivizes a team of agents to take costly actions that jointly determine the project success via a combinatorial reward function. While prior work largely focuses on unconstrained…

Computer Science and Game Theory · Computer Science 2026-03-10 Michal Feldman , Yoav Gal-Tzur , Tomasz Ponitka , Maya Schlesinger

This paper explores the economic interactions within modern crowdsourcing markets. In these markets, employers issue requests for tasks, platforms facilitate the recruitment of crowd workers, and workers complete tasks for monetary rewards.…

Computer Science and Game Theory · Computer Science 2026-02-03 Tian Bai , Yiding Feng , Yaohao Liu , Mengfan Ma , Mingyu Xiao

We study the problem of a principal who wants to influence an agent's observable action, subject to an ex-post budget. The agent has a private type determining their cost function. This paper endogenizes the value of the resource driving…

Theoretical Economics · Economics 2024-04-25 Nicole Immorlica , Nicholas Wu , Brendan Lucier

We study the hidden-action principal-agent problem in an online setting. In each round, the principal posts a contract that specifies the payment to the agent based on each outcome. The agent then makes a strategic choice of action that…

Computer Science and Game Theory · Computer Science 2023-05-23 Banghua Zhu , Stephen Bates , Zhuoran Yang , Yixin Wang , Jiantao Jiao , Michael I. Jordan

This paper investigates a Pareto optimal insurance problem, where the insured maximizes her rank-dependent utility preference and the insurer is risk neutral and employs the mean-variance premium principle. To eliminate potential moral…

Risk Management · Quantitative Finance 2022-08-03 Zuo Quan Xu

We study a multi-agent contracting problem where agents exert costly effort to achieve individually observable binary outcomes. While the principal can theoretically extract the full social welfare using a discriminatory contract that…

Computer Science and Game Theory · Computer Science 2026-02-13 Johannes Brustle , Paul Duetting , Stefano Leonardi , Tomasz Ponitka , Matteo Russo

In classic principal-agent problems such as Stackelberg games, contract design, and Bayesian persuasion, the agent best responds to the principal's committed strategy. We study repeated generalized principal-agent problems under the…

Computer Science and Game Theory · Computer Science 2025-10-22 Tao Lin , Yiling Chen

A principal and an agent can launch a project under unanimous consent. Their individual payoffs from the project depend on an underlying state, and the agent privately knows his own preference. The principal can conduct a test to learn…

Theoretical Economics · Economics 2026-02-06 Yingkai Li , Boli Xu

We study how to optimally design selection mechanisms, accounting for agents' investment incentives. A principal wishes to allocate a resource of homogeneous quality to a heterogeneous population of agents. The principal commits to a…

Theoretical Economics · Economics 2025-11-11 Victor Augias , Eduardo Perez-Richet

Consider the relationship between a regulator (the principal) and an experimenter (the agent) such as a pharmaceutical company. The pharmaceutical company wishes to sell a drug for profit, whereas the regulator wishes to allow only…

Computer Science and Game Theory · Computer Science 2024-04-17 Stephen Bates , Michael I. Jordan , Michael Sklar , Jake A. Soloff