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Related papers: Designing Exploration Contracts

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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

We study multi-agent contracts, in which a principal delegates a task to multiple agents and incentivizes them to exert effort. Prior research has mostly focused on maximizing the principal's utility, often resulting in highly disparate…

Computer Science and Game Theory · Computer Science 2026-01-26 Ke Ding , Bo Li , Ankang Sun

In the principal-agent problem formulated by Myerson'82, agents have private information (type) and make private decisions (action), both of which are unobservable to the principal. Myerson pointed out an elegant linear programming solution…

Computer Science and Game Theory · Computer Science 2024-02-15 Jiarui Gan , Minbiao Han , Jibang Wu , Haifeng Xu

We study optimal contract design for large populations of heterogeneous agents whose actions generate network spillovers represented by an interaction function. In a linear-quadratic framework, we solve the finite-agent problem and its…

Theoretical Economics · Economics 2026-05-19 Guillermo Alonso Alvarez , Erhan Bayraktar , Ibrahim Ekren

Recently, Frazier et al. proposed a natural model for crowdsourced exploration of different a priori unknown options: a principal is interested in the long-term welfare of a population of agents who arrive one by one in a multi-armed bandit…

Computer Science and Game Theory · Computer Science 2015-12-29 Li Han , David Kempe , Ruixin Qiang

In this article, we employ a principal-agent model to analyze optimal contract design in a monopolistic reinsurance market under adverse selection with a continuum of insurer types. Instead of using the classical expected utility framework,…

Risk Management · Quantitative Finance 2026-01-06 Ka Chun Cheung , Sheung Chi Phillip Yam , Fei Lung Yuen , Yiying Zhang

Consider a principal who wants to search through a space of stochastic solutions for one maximizing their utility. If the principal cannot conduct this search on their own, they may instead delegate this problem to an agent with distinct…

Computer Science and Game Theory · Computer Science 2024-11-04 Curtis Bechtel , Shaddin Dughmi

While the success of large language models (LLMs) increases demand for machine-generated text, current pay-per-token pricing schemes create a misalignment of incentives known in economics as moral hazard: Text-generating agents have strong…

Computer Science and Game Theory · Computer Science 2025-06-13 Eden Saig , Ohad Einav , Inbal Talgam-Cohen

A principal who values an object allocates it to one or more agents. Agents learn private information (signals) from an information designer about the allocation payoff to the principal. Monetary transfer is not available but the principal…

Theoretical Economics · Economics 2022-10-31 Yi-Chun Chen , Gaoji Hu , Xiangqian Yang

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

We consider the design of experiments to evaluate treatments that are administered by self-interested agents, each seeking to achieve the highest evaluation and win the experiment. For example, in an advertising experiment, a company wishes…

Methodology · Statistics 2015-09-18 Panos Toulis , David C. Parkes , Elery Pfeffer , James Zou

A principal delegates a project to a team $S$ from a pool of $n$ agents. The project's value if all agents in $S$ exert costly effort is $f(S)$. To incentivize the agents to participate, the principal assigns each agent $i\in S$ a share…

Computer Science and Game Theory · Computer Science 2025-04-29 Gil Aharoni , Martin Hoefer , Inbal Talgam-Cohen

We consider a general formulation of the Principal-Agent problem with a lump-sum payment on a finite horizon, providing a systematic method for solving such problems. Our approach is the following: we first find the contract that is optimal…

Optimization and Control · Mathematics 2017-01-10 Jakša Cvitanić , Dylan Possamaï , Nizar Touzi

We consider a principal-agent problem where the agent may privately choose to acquire relevant information prior to taking a hidden action. This model generalizes two special cases: a classic moral hazard setting, and a more recently…

Computer Science and Game Theory · Computer Science 2022-06-13 Maneesha Papireddygari , Bo Waggoner

In this paper we formulate a contract design problem where a primary license holder wishes to profit from its excess spectrum capacity by selling it to potential secondary users/buyers. It needs to determine how to optimally price the…

Computational Engineering, Finance, and Science · Computer Science 2012-07-30 Shang-Pin Sheng , Mingyan Liu

We consider a dynamic moral hazard problem between a principal and an agent, where the sole instrument the principal has to incentivize the agent is the disclosure of information. The principal aims at maximizing the (discounted) number of…

Theoretical Economics · Economics 2021-03-09 Wei Zhao , Claudio Mezzetti , Ludovic Renou , Tristan Tomala

We investigate the mechanism design problem faced by a principal who hires \emph{multiple} agents to gather and report costly information. Then, the principal exploits the information to make an informed decision. We model this problem as a…

Computer Science and Game Theory · Computer Science 2023-07-13 Federico Cacciamani , Matteo Castiglioni , Nicola Gatti

Pandora's Box is a fundamental stochastic optimization problem, where the decision-maker must find a good alternative while minimizing the search cost of exploring the value of each alternative. In the original formulation, it is assumed…

We study a principal-agent problem with adverse selection, where the principal does not know the agent's true cost but must design a contract to optimize a specific criterion. Unlike standard screening frameworks that allow for…

Theoretical Economics · Economics 2026-05-19 Guillermo Alonso Alvarez , Ibrahim Ekren , Liwei Huang

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