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We study a Bayesian contract design problem in which a principal interacts with an unknown agent. We consider the single-parameter uncertainty model introduced by Alon et al. [2021], in which the agent's type is described by a single…

Computer Science and Game Theory · Computer Science 2025-02-21 Martino Bernasconi , Matteo Castiglioni , Andrea Celli

We study hidden-action principal-agent problems in which a principal commits to an outcome-dependent payment scheme (called contract) so as to incentivize the agent to take a costly, unobservable action leading to favorable outcomes. In…

Computer Science and Game Theory · Computer Science 2022-08-18 Matteo Castiglioni , Alberto Marchesi , Nicola Gatti

We study an abstract optimal auction problem for a single good or service. This problem includes environments where agents have budgets, risk preferences, or multi-dimensional preferences over several possible configurations of the good…

Computer Science and Game Theory · Computer Science 2012-03-23 Saeed Alaei , Hu Fu , Nima Haghpanah , Jason Hartline , Azarakhsh Malekian

We provide polynomial-time approximately optimal Bayesian mechanisms for makespan minimization on unrelated machines as well as for max-min fair allocations of indivisible goods, with approximation factors of $2$ and $\min\{m-k+1,…

Computer Science and Game Theory · Computer Science 2014-05-26 Constantinos Daskalakis , S. Matthew Weinberg

Algorithmic contract design studies scenarios where a principal incentivizes an agent to exert effort on her behalf. In this work, we focus on settings where the agent's type is drawn from an unknown distribution, and formalize an offline…

Computer Science and Game Theory · Computer Science 2025-01-27 Paul Duetting , Michal Feldman , Tomasz Ponitka , Ermis Soumalias

We study a general class of bicriteria network design problems. A generic problem in this class is as follows: Given an undirected graph and two minimization objectives (under different cost functions), with a budget specified on the first,…

Computational Complexity · Computer Science 2019-08-17 Madhav V. Marathe , R. Ravi , Ravi Sundaram , S. S. Ravi , Daniel J. Rosenkrantz , Harry B. Hunt

We study the design of Bayesian incentive compatible mechanisms in single parameter domains, for the objective of optimizing social efficiency as measured by social cost. In the problems we consider, a group of participants compete to…

Computer Science and Game Theory · Computer Science 2013-05-06 Hu Fu , Brendan Lucier , Balasubramanian Sivan , Vasilis Syrgkanis

We study Bayesian persuasion under approximate best response, where the receiver may choose any action that is not too much suboptimal given their posterior belief upon receiving the signal. We focus on the computational aspects of the…

Computer Science and Game Theory · Computer Science 2024-02-14 Kunhe Yang , Hanrui Zhang

We efficiently solve the optimal multi-dimensional mechanism design problem for independent bidders with arbitrary demand constraints when either the number of bidders is a constant or the number of items is a constant. In the first…

Computer Science and Game Theory · Computer Science 2011-12-20 Constantinos Daskalakis , S. Matthew Weinberg

We consider the classical mathematical economics problem of {\em Bayesian optimal mechanism design} where a principal aims to optimize expected revenue when allocating resources to self-interested agents with preferences drawn from a known…

Computer Science and Game Theory · Computer Science 2010-01-15 Shuchi Chawla , Jason Hartline , David Malec , Balasubramanian Sivan

In this paper, we initiate the computational problem of jointly designing information and contracts. We consider three possible classes of contracts with decreasing flexibility and increasing simplicity: ambiguous contracts, menus of…

Computer Science and Game Theory · Computer Science 2024-07-09 Matteo Castiglioni , Junjie Chen

In the combinatorial action model of contract design, a principal delegates a complex project to an agent, incentivizing a subset of actions from a ground set of $n$ actions, via a linear contract. Computing the optimal contract is a…

Computer Science and Game Theory · Computer Science 2026-04-17 Elizabeth Baldwin , Paul Duetting , Michal Feldman , Maya Schlesinger

We study Bayesian mechanism design problems in settings where agents have budgets. Specifically, an agent's utility for an outcome is given by his value for the outcome minus any payment he makes to the mechanism, as long as the payment is…

Computer Science and Game Theory · Computer Science 2015-03-19 Shuchi Chawla , David Malec , Azarakhsh Malekian

Previous work on sensitivity analysis in Bayesian networks has focused on single parameters, where the goal is to understand the sensitivity of queries to single parameter changes, and to identify single parameter changes that would enforce…

Artificial Intelligence · Computer Science 2012-07-19 Hei Chan , Adnan Darwiche

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

Optimal design of a Phase I cancer trial can be formulated as a stochastic optimization problem. By making use of recent advances in approximate dynamic programming to tackle the problem, we develop an approximation of the Bayesian optimal…

Methodology · Statistics 2010-12-01 Jay Bartroff , Tze Leung Lai

This paper considers the hidden-action model of the principal-agent problem, in which a principal incentivizes an agent to work on a project using a contract. We investigate whether contracts with bounded payments are learnable and…

Computer Science and Game Theory · Computer Science 2024-02-23 Yurong Chen , Zhaohua Chen , Xiaotie Deng , Zhiyi Huang

Control auto-tuning for industrial and robotic systems, when framed as an optimization problem, provides an excellent means to tune these systems. However, most optimization methods are computationally costly, and this is problematic for…

Computational Engineering, Finance, and Science · Computer Science 2024-11-11 Marlon J. Ares-Milian , Gregory Provan , Marcos Quinones-Grueiro

We initiate the study of computing (near-)optimal contracts in succinctly representable principal-agent settings. Here optimality means maximizing the principal's expected payoff over all incentive-compatible contracts---known in economics…

Data Structures and Algorithms · Computer Science 2020-02-28 Paul Duetting , Tim Roughgarden , Inbal Talgam-Cohen

One of the major challenges in the Bayesian solution of inverse problems governed by partial differential equations (PDEs) is the computational cost of repeatedly evaluating numerical PDE models, as required by Markov chain Monte Carlo…

Computation · Statistics 2016-05-03 Tiangang Cui , Youssef M. Marzouk , Karen E. Willcox
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