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We study an online learning version of the generalized principal-agent model, where a principal interacts repeatedly with a strategic agent possessing private types, private rewards, and taking unobservable actions. The agent is non-myopic,…

Machine Learning · Computer Science 2025-06-11 Yuchen Wu , Xinyi Zhong , Zhuoran Yang

Reinforcement learning is commonly concerned with problems of maximizing accumulated rewards in Markov decision processes. Oftentimes, a certain goal state or a subset of the state space attain maximal reward. In such a case, the…

Artificial Intelligence · Computer Science 2024-08-23 Pavel Osinenko , Grigory Yaremenko , Georgiy Malaniya , Anton Bolychev , Alexander Gepperth

In this paper, we consider reinforcement learning of Markov Decision Processes (MDP) with peak constraints, where an agent chooses a policy to optimize an objective and at the same time satisfy additional constraints. The agent has to take…

Optimization and Control · Mathematics 2019-12-09 Ather Gattami

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

We study principal-agent problems in which a principal commits to an outcome-dependent payment scheme (a.k.a. contract) so as to induce an agent to take a costly, unobservable action. We relax the assumption that the principal perfectly…

Computer Science and Game Theory · Computer Science 2021-06-02 Matteo Castiglioni , Alberto Marchesi , Nicola Gatti

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

This paper looks at predictability problems, i.e., wherein an agent must choose its strategy in order to optimize the predictions that an external observer could make. We address these problems while taking into account uncertainties on the…

Artificial Intelligence · Computer Science 2024-10-08 Salomé Lepers , Sophie Lemonnier , Vincent Thomas , Olivier Buffet

Models of economic decision makers often include idealized assumptions, such as rationality, perfect foresight, and access to all relevant pieces of information. These assumptions often assure the models' internal validity, but, at the same…

General Economics · Economics 2021-07-09 Patrick Reinwald , Stephan Leitner , Friederike Wall

Modern AI systems increasingly operate inside markets and institutions where data, behavior, and incentives are endogenous. This paper develops an economic foundation for multi-agent learning by studying a principal-agent interaction in a…

Machine Learning · Statistics 2026-01-08 Nassim Helou

Motivating careerists is challenging for political organizations. Without explicit contracts, careerists often pander to public opinions or their superiors' preferences. Worse, when tasked with implementing these distorted decisions, they…

General Economics · Economics 2026-05-15 Liqun Liu

We consider the principal-agent problem with heterogeneous agents. Previous works assume that the principal signs independent incentive contracts with every agent to make them invest more efforts on the tasks. However, in many…

Multiagent Systems · Computer Science 2019-11-12 Shenke Xiao , Zihe Wang , Mengjing Chen , Pingzhong Tang , Xiwang Yang

Fraud can pose a challenge in many resource allocation domains, including social service delivery and credit provision. For example, agents may misreport private information in order to gain benefits or access to credit. To mitigate this, a…

Computer Science and Game Theory · Computer Science 2026-04-29 Sanmay Das , Fang-Yi Yu , Yuang Zhang

We introduce a novel model of contracts with combinatorial actions that accounts for sequential and adaptive agent behavior. As in the standard model, a principal delegates the execution of a costly project to an agent. There are $n$…

Computer Science and Game Theory · Computer Science 2025-04-22 Tomer Ezra , Michal Feldman , Maya Schlesinger

We consider the problem of learning by demonstration from agents acting in unknown stochastic Markov environments or games. Our aim is to estimate agent preferences in order to construct improved policies for the same task that the agents…

Machine Learning · Computer Science 2014-08-12 Aristide Tossou , Christos Dimitrakakis

We consider the problem of learning by demonstration from agents acting in unknown stochastic Markov environments or games. Our aim is to estimate agent preferences in order to construct improved policies for the same task that the agents…

Machine Learning · Statistics 2013-07-16 Aristide C. Y. Tossou , Christos Dimitrakakis

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

We study a general class of Principal-Agent problems in continuous time under hidden action. By formulating the model as a coupled stochastic optimal control problem we are able to find a set of necessary conditions characterizing optimal…

Optimization and Control · Mathematics 2014-11-27 Boualem Djehiche , Peter Helgesson

In many scenarios, a principal dynamically interacts with an agent and offers a sequence of incentives to align the agent's behavior with a desired objective. This paper focuses on the problem of synthesizing an incentive sequence that,…

Optimization and Control · Mathematics 2020-07-20 Yagiz Savas , Vijay Gupta , Ufuk Topcu

A principal uses payments conditioned on stochastic outcomes of a team project to elicit costly effort from the team members. We develop a multi-agent generalization of a classic first-order approach to contract optimization by leveraging…

Theoretical Economics · Economics 2026-03-13 Krishna Dasaratha , Benjamin Golub , Anant Shah

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