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Consider costly and time-consuming tasks that add up to the success of a project, and must be fitted into a given time-frame. This is an instance of the classic budgeted maximization (knapsack) problem, which admits an FPTAS. Now assume an…

Computer Science and Game Theory · Computer Science 2026-04-10 Ilan Doron-Arad , Hadas Shachnai , Gilad Shmerler , Inbal Talgam-Cohen

In applications such as participatory sensing and crowd sensing, self-interested agents exert costly effort towards achieving an objective for the system operator. We study such a setup where a principal incentivizes multiple agents of…

Signal Processing · Electrical Eng. & Systems 2022-05-11 Nayara Aguiar , Parv Venkitasubramaniam , Vijay Gupta

Consider a group of effort-averse, or lazy, sensors that seek to minimize the effort invested to collect measurements of a variable. Increasing the effort invested by the sensors improves the quality of the measurements provided to the…

Optimization and Control · Mathematics 2016-02-16 Farhad Farokhi , Iman Shames , Michael Cantoni

We consider Incentive Decision Processes, where a principal seeks to reduce its costs due to another agent's behavior, by offering incentives to the agent for alternate behavior. We focus on the case where a principal interacts with a…

Computer Science and Game Theory · Computer Science 2012-10-19 Sashank J. Reddi , Emma Brunskill

The agency problem emerges in today's large scale machine learning tasks, where the learners are unable to direct content creation or enforce data collection. In this work, we propose a theoretical framework for aligning economic interests…

Machine Learning · Computer Science 2024-07-03 Jibang Wu , Siyu Chen , Mengdi Wang , Huazheng Wang , Haifeng Xu

Crowdsourcing markets have emerged as a popular platform for matching available workers with tasks to complete. The payment for a particular task is typically set by the task's requester, and may be adjusted based on the quality of the…

Data Structures and Algorithms · Computer Science 2015-09-03 Chien-Ju Ho , Aleksandrs Slivkins , Jennifer Wortman Vaughan

This paper studies the provision of incentives for information acquisition. Information is costly for an agent to acquire and unobservable to a principal. We show that any Pareto optimal contract has a decomposition into a fraction of…

Theoretical Economics · Economics 2021-03-09 Aubrey Clark , Giovanni Reggiani

Real-world contracts are often ambiguous. While recent work by D\"utting, Feldman, Peretz, and Samuelson (EC 2023, Econometrica 2024) demonstrates that ambiguous contracts can yield large gains for the principal, their optimal solutions…

Computer Science and Game Theory · Computer Science 2026-02-27 Paul Duetting , Michal Feldman , Yarden Rashti

In an online contract selection problem there is a seller which offers a set of contracts to sequentially arriving buyers whose types are drawn from an unknown distribution. If there exists a profitable contract for the buyer in the offered…

Machine Learning · Computer Science 2013-05-16 Cem Tekin , Mingyan Liu

This paper provides a complete review of the continuous-time optimal contracting problem introduced by Sannikov, in the extended context allowing for possibly different discount rates for both parties. The agent's problem is to seek for…

Theoretical Economics · Economics 2022-10-19 Dylan Possamaï , Nizar Touzi

We introduce a stochastic principal-agent model. A principal and an agent interact in a stochastic environment, each privy to observations about the state not available to the other. The principal has the power of commitment, both to elicit…

Computer Science and Game Theory · Computer Science 2024-09-13 Jiarui Gan , Rupak Majumdar , Debmalya Mandal , Goran Radanovic

This brief note considers the problem of learning with dynamic-optimizing principal-agent setting, in which the agents are allowed to have global perspectives about the learning process, i.e., the ability to view things according to their…

Machine Learning · Statistics 2026-01-12 Getachew K. Befekadu

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

A principal contracts with an agent through an informed delegate. Although the principal cannot directly mediate the interaction, she can restrict the menus of contracts the delegate may offer. We characterize the outcomes implementable…

Theoretical Economics · Economics 2026-05-22 João Thereze , Udayan Vaidya

We consider the problem of designing a set of computational agents so that as they all pursue their self-interests a global function G of the collective system is optimized. Three factors govern the quality of such design. The first relates…

Optimization and Control · Mathematics 2009-11-10 David Wolpert , Kagan Tumer , Esfandiar Bandari

Designers of AI agents often iterate on the reward function in a trial-and-error process until they get the desired behavior, but this only guarantees good behavior in the training environment. We propose structuring this process as a…

Machine Learning · Computer Science 2023-10-17 Sören Mindermann , Rohin Shah , Adam Gleave , Dylan Hadfield-Menell

We are considering the problem of optimal portfolio delegation between an investor and a portfolio manager under a random default time. We focus on a novel variation of the Principal-Agent problem adapted to this framework. We address the…

Mathematical Finance · Quantitative Finance 2024-10-18 Alberto Gennaro , Thibaut Mastrolia

This paper proposes a novel continuous-time dynamic contract framework that has a risk-limiting capability. If a principal and an agent enter into such a contract, the principal can optimally manage its performance and risk with a guarantee…

Optimization and Control · Mathematics 2014-10-10 Insoon Yang , Duncan S. Callaway , Claire J. Tomlin

We study the design of a decentralized two-sided matching market in which agents' search is guided by the platform. There are finitely many agent types, each with (potentially random) preferences drawn from known type-specific…

Computer Science and Game Theory · Computer Science 2021-08-19 Nicole Immorlica , Brendan Lucier , Vahideh Manshadi , Alexander Wei

This paper develops a decomposition methodology for common agency games in which each principal's payoff depends on her own outcome and the agent's type, but not on rivals' outcomes. The key step reduces each principal's best-response…

Theoretical Economics · Economics 2026-04-28 Zhiming Feng
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