English
Related papers

Related papers: Moral Hazard with Heterogeneous Beliefs

200 papers

This work suggests modifications to a previously introduced class of heterogeneous agent models that allow for the inclusion of different types of agent motivations and behaviours in a unified way. The agents operate within a highly…

Trading and Market Microstructure · Quantitative Finance 2009-11-13 H. Lamba , T. Seaman

Humans judge each other's actions, which at least partly functions to detect and deter cheating and to enable helpfulness in an indirect reciprocity fashion. However, most forms of judging do not only concern the action itself, but also the…

Physics and Society · Physics 2026-04-21 Marcus Krellner , The Anh Han

Two agents trade an item in a simultaneous offer setting, where the exchange takes place if and only if the buyer's bid price weakly exceeds the seller's ask price. Each agent is randomly assigned the buyer or seller role. Both agents are…

Theoretical Economics · Economics 2025-05-29 José Ignacio Rivero-Wildemauwe

We consider the problem of belief aggregation: given a group of individual agents with probabilistic beliefs over a set of uncertain events, formulate a sensible consensus or aggregate probability distribution over these events. Researchers…

Artificial Intelligence · Computer Science 2013-02-08 David M. Pennock , Michael P. Wellman

We study hidden-action principal-agent problems with multiple agents. These are problems in which a principal commits to an outcome-dependent payment scheme in order to incentivize some agents to take costly, unobservable actions that lead…

Computer Science and Game Theory · Computer Science 2023-02-01 Matteo Castiglioni , Alberto Marchesi , Nicola Gatti

Employers are concerned not only with a prospective worker's ability, but also their propensity to avoid shirking. This paper proposes a new experimental framework to study how Principals trade-off measures of ability and prosocial behavior…

General Economics · Economics 2025-11-03 Andrew Leal

We consider the classic principal-agent model of contract theory, in which a principal designs an outcome-dependent compensation scheme to incentivize an agent to take a costly and unobservable action. When all of the model…

Computer Science and Game Theory · Computer Science 2020-08-11 Paul Dütting , Tim Roughgarden , Inbal Talgam-Cohen

We analyze an extended model of the Iterated Prisoner's Dilemma where agents decide to play based on the data from their limited memory or recommendations. The cooperators can decide whether to play with the matched opponent or not. The…

Computer Science and Game Theory · Computer Science 2022-09-15 Orhun Gorkem , Haluk O. Bingol

How do incentive levels affect strategic behaviour? We address this with an experiment that separately identifies own- and opponent-incentive effects in two dominance-solvable games that differ in strategic complexity. Higher own incentives…

Theoretical Economics · Economics 2026-03-30 Teresa Esteban-Casanelles , Duarte Gonçalves

In this paper, we study moral hazard problems in contract theory by adding an exogenous Planner to manage the actions of Agents hired by a Principal. We provide conditions ensuring that Pareto optima exist for the Agents using the…

Optimization and Control · Mathematics 2017-06-06 Thibaut Mastrolia

We study the problem of a planner who resolves risk-return trade-offs - like financial investment decisions - on behalf of a collective of agents with heterogeneous risk preferences. The planner's objective is a two-stage utility functional…

General Finance · Quantitative Finance 2021-06-25 Anne G. Balter , Nikolaus Schweizer

We consider the mechanism design problem of a principal allocating a single good to one of several agents without monetary transfers. Each agent desires the good and uses it to create value for the principal. We designate this value as the…

Theoretical Economics · Economics 2024-06-26 Halil İbrahim Bayrak , Çağıl Koçyiğit , Daniel Kuhn , Mustafa Çelebi Pınar

Social dilemmas present a significant challenge in multi-agent cooperation because individuals are incentivised to behave in ways that undermine socially optimal outcomes. Consequently, self-interested agents often avoid collective…

Computer Science and Game Theory · Computer Science 2024-08-02 Richard Willis , Yali Du , Joel Z Leibo , Michael Luck

We present a model for studying communities of epistemically interacting agents who update their belief states by averaging (in a specified way) the belief states of other agents in the community. The agents in our model have a rich belief…

Physics and Society · Physics 2014-05-15 Sylvia Wenmackers , Danny E. P. Vanpoucke , Igor Douven

Models of continuous opinion dynamics under bounded confidence show a sharp transition between a consensus and a polarization phase at a critical global bound of confidence. In this paper, heterogeneous bounds of confidence are studied. The…

Physics and Society · Physics 2010-12-07 Jan Lorenz

Auctions in which agents' payoffs are random variables have received increased attention in recent years. In particular, recent work in algorithmic mechanism design has produced mechanisms employing internal randomization, partly in…

Computer Science and Game Theory · Computer Science 2012-06-15 Shaddin Dughmi , Yuval Peres

We consider a continuous time Principal-Agent model on a finite time horizon, where we look for the existence of an optimal contract both parties agreed on. Contrary to the main stream, where the principal is modelled as risk-neutral, we…

Optimization and Control · Mathematics 2018-06-06 Kerem Ugurlu

A principal provides nondiscriminatory incentives for independent and identical agents. The principal cannot observe the agents' actions, nor does she know the entire set of actions available to them. It is shown, very generally, that any…

Theoretical Economics · Economics 2024-01-31 Ashwin Kambhampati

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 strategic interactions between firms with heterogeneous beliefs about future climate impacts. To that end, we propose a Cournot-type equilibrium model where firms choose mitigation efforts and production quantities such as to…

Optimization and Control · Mathematics 2022-02-22 Marcel Nutz , Florian Stebegg