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Motivated by a number of real-world applications from domains like healthcare and sustainable transportation, in this paper we study a scenario of repeated principal-agent games within a multi-armed bandit (MAB) framework, where: the…

Machine Learning · Computer Science 2023-05-09 Ilgin Dogan , Zuo-Jun Max Shen , Anil Aswani

We consider a generalization of the celebrated Online Convex Optimization (OCO) framework with adversarial online constraints. In this problem, an online learner interacts with an adversary sequentially over multiple rounds. At the…

Machine Learning · Computer Science 2026-01-07 Subhamon Supantha , Abhishek Sinha

We consider a hidden-action principal-agent model, in which actions require different amounts of effort, and the agent privately knows his ability that determines his cost of effort. We show that linear contracts admit approximation…

Computer Science and Game Theory · Computer Science 2025-03-05 Tal Alon , Paul Dütting , Yingkai Li , Inbal Talgam-Cohen

Designing hierarchical reinforcement learning algorithms that exhibit safe behaviour is not only vital for practical applications but also, facilitates a better understanding of an agent's decisions. We tackle this problem in the options…

Artificial Intelligence · Computer Science 2021-07-01 Arushi Jain , Khimya Khetarpal , Doina Precup

When machine learning is outsourced to a rational agent, conflicts of interest might arise and severely impact predictive performance. In this work, we propose a theoretical framework for incentive-aware delegation of machine learning…

Machine Learning · Computer Science 2023-12-07 Eden Saig , Inbal Talgam-Cohen , Nir Rosenfeld

We study a screening problem in which an agent privately observes a set of feasible technologies and can strategically disclose only a subset to the principal. The principal then takes an action whose payoff consequences for both players…

Theoretical Economics · Economics 2026-01-23 Tan Gan , Yingkai Li

We consider online convex optimization with a zero-order oracle feedback. In particular, the decision maker does not know the explicit representation of the time-varying cost functions, or their gradients. At each time step, she observes…

Optimization and Control · Mathematics 2020-05-05 Tatiana Tatarenko , Maryam Kamgarpour

We study a setting in which a principal selects an agent to execute a collection of tasks according to a specified priority sequence. Agents, however, have their own individual priority sequences according to which they wish to execute the…

Computer Science and Game Theory · Computer Science 2024-10-30 Donya G. Dobakhshari , Lav R. Varshney , Vijay Gupta

Agents that learn to select optimal actions represent a prominent focus of the sequential decision-making literature. In the face of a complex environment or constraints on time and resources, however, aiming to synthesize such an optimal…

Machine Learning · Computer Science 2021-06-23 Dilip Arumugam , Benjamin Van Roy

Contract theory studies how a principal can incentivize agents to exert costly, unobservable effort through performance-based payments. While classical economic models provide elegant characterizations of optimal solutions, modern…

Computer Science and Game Theory · Computer Science 2025-10-20 Michal Feldman

We consider the problem where $M$ agents interact with $M$ identical and independent environments with $S$ states and $A$ actions using reinforcement learning for $T$ rounds. The agents share their data with a central server to minimize…

Machine Learning · Computer Science 2021-02-23 Mridul Agarwal , Bhargav Ganguly , Vaneet Aggarwal

This paper studies delegation in a model of discrete choice. In the delegation problem, an uninformed principal must consult an informed agent to make a decision. Both the agent and principal have preferences over the decided-upon action…

Computer Science and Game Theory · Computer Science 2024-06-25 Ali Khodabakhsh , Emmanouil Pountourakis , Samuel Taggart

We consider a general formulation of the random horizon Principal-Agent problem with a continuous payment and a lump-sum payment at termination. In the European version of the problem, the random horizon is chosen solely by the principal…

Optimization and Control · Mathematics 2022-02-11 Yiqing Lin , Zhenjie Ren , Nizar Touzi , Junjian Yang

Principal-agent problems arise when one party acts on behalf of another, leading to conflicts of interest. The economic literature has extensively studied principal-agent problems, and recent work has extended this to more complex scenarios…

Artificial Intelligence · Computer Science 2024-01-02 Omer Ben-Porat , Yishay Mansour , Michal Moshkovitz , Boaz Taitler

We study the problem of online learning in adversarial bandit problems under a partial observability model called off-policy feedback. In this sequential decision making problem, the learner cannot directly observe its rewards, but instead…

Machine Learning · Computer Science 2022-07-20 Germano Gabbianelli , Matteo Papini , Gergely Neu

In a framework close to the one developed by Holmstr\"om and Milgrom [44], we study the optimal contracting scheme between a Principal and several Agents. Each hired Agent is in charge of one project, and can make efforts towards managing…

Economics · Quantitative Finance 2016-05-27 Romuald Elie , Dylan Possamaï

We study a dynamic contracting problem with multiple agents and limited commitment. A principal seeks to screen efficient agents using one-period contracts, but is tempted to revise contract terms upon knowing an agent's type. Alterations…

Theoretical Economics · Economics 2025-03-24 Mehmet Ekmekci , Lucas Maestri , Dong Wei

A rich class of mechanism design problems can be understood as incomplete-information games between a principal who commits to a policy and an agent who responds, with payoffs determined by an unknown state of the world. Traditionally,…

Theoretical Economics · Economics 2020-09-14 Modibo Camara , Jason Hartline , Aleck Johnsen

We study a multi-round mechanism design problem, where we interact with a set of agents over a sequence of rounds. We wish to design an incentive-compatible (IC) online learning scheme to maximize an application-specific objective within a…

Computer Science and Game Theory · Computer Science 2024-07-09 Joon Suk Huh , Kirthevasan Kandasamy

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