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According to conventional wisdom, ambiguity accelerates optimal timing by decreasing the value of waiting in comparison with the unambiguous benchmark case. We study this mechanism in a multidimensional setting and show that in a…

Mathematical Finance · Quantitative Finance 2019-05-15 Sören Christensen , Luis H. R. Alvarez E

A principal has $m$ identical objects to allocate among a group of $n$ agents. Objects are desirable and the principal's value of assigning an object to an agent is the agent's private information. The principal can verify up to $k$ agents,…

Theoretical Economics · Economics 2024-09-04 Albin Erlanson , Andreas Kleiner

Reallocating resources to get mutually beneficial outcomes is a fundamental problem in various multi-agent settings. While finding an arbitrary Pareto optimal allocation is generally easy, checking whether a particular allocation is Pareto…

Computer Science and Game Theory · Computer Science 2018-05-18 Haris Aziz , Peter Biro , Jerome Lang , Julien Lesca , Jerome Monnot

We study a general contracting problem between the principal and a finite set of competitive agents, who perform equivalent changes of measure by controlling the drift of the output process and the compensator of its associated jump…

Optimization and Control · Mathematics 2022-08-25 Nicolás Hernández Santibáñez

We consider a market setting of agents with additive valuations over heterogeneous divisible resources. Agents are assigned a budget of tokens (possibly unequal budgets) they can use to obtain resources; leftover tokens are worthless. We…

Computer Science and Game Theory · Computer Science 2021-03-17 Nir Andelman , Michal Feldman , Amos Fiat , Yishay Mansour

In this paper we provide an alternative framework to tackle the first-best Principal-Agent problem under CARA utilities. This framework leads to both a proof of existence and uniqueness of the solution to the Risk-Sharing problem under very…

Risk Management · Quantitative Finance 2019-12-18 Jessica Martin , Anthony Réveillac

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 explore the deliberate infusion of ambiguity into the design of contracts. We show that when the agent is ambiguity-averse and hence chooses an action that maximizes their minimum utility, the principal can strictly gain from using an…

Computer Science and Game Theory · Computer Science 2024-09-17 Paul Dütting , Michal Feldman , Daniel Peretz , Larry Samuelson

We study a variant of the principal-agent problem in which the principal does not directly observe the agent's effort outcome; rather, she gets a signal about the agent's action according to a variable information structure designed by a…

Computer Science and Game Theory · Computer Science 2024-09-06 Yakov Babichenko , Inbal Talgam-Cohen , Haifeng Xu , Konstantin Zabarnyi

We prove the following results for task allocation of indivisible resources: - The problem of finding a leximin-maximal resource allocation is in P if the agents have max-utility functions and atomic demands. - Deciding whether a resource…

Multiagent Systems · Computer Science 2008-10-17 Bart de Keijzer

This paper approaches the problem of understanding collective agency from a logical and game-theoretical perspective. Instead of collective intentionality, our analysis highlights the role of Pareto optimality. To facilitate the analysis,…

Theoretical Economics · Economics 2021-04-20 Chenwei Shi , Yiyang Wang

We study the optimal design of electricity contracts among a population of consumers with different needs. This question is tackled within the framework of Principal-Agent problems in presence of adverse selection. The particular features…

Optimization and Control · Mathematics 2019-09-17 Clémence Alasseur , Ivar Ekeland , Romuald Elie , Nicolás Hernández Santibáñez , Dylan Possamaï

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

A variety of large-scale machine learning problems can be cast as instances of constrained submodular maximization. Existing approaches for distributed submodular maximization have a critical drawback: The capacity - number of instances…

Machine Learning · Statistics 2016-06-01 Mario Lucic , Olivier Bachem , Morteza Zadimoghaddam , Andreas Krause

MIMO capacity with a joint total and per-antenna average power constraint is considered in this work. The problem arises when, besides having a limited available power at the transmitter, also the individual antennas cannot radiate power…

Information Theory · Computer Science 2019-02-06 Giorgio Taricco

While sequential task assignment for a single agent has been widely studied, such problems in a multi-agent setting, where the agents have heterogeneous task preferences or capabilities, remain less well-characterized. We study a…

Multiagent Systems · Computer Science 2025-10-21 Qinshuang Wei , Vaibhav Srivastava , Vijay Gupta

In today's dynamic and interconnected world, resource constraints pose significant challenges across various domains, ranging from networks, logistics and manufacturing to project management and optimization, etc. Resource-constrained…

Computer Science and Game Theory · Computer Science 2023-11-09 Shiksha Singhal

We consider the facility location problem in the one-dimensional setting where each facility can serve a limited number of agents from the algorithmic and mechanism design perspectives. From the algorithmic perspective, we prove that the…

Computer Science and Game Theory · Computer Science 2019-11-25 Haris Aziz , Hau Chan , Barton E. Lee , Bo Li , Toby Walsh

We consider the problem of fairly and efficiently allocating indivisible items (goods or bads) under capacity constraints. In this setting, we are given a set of categorized items. Each category has a capacity constraint (the same for all…

Computer Science and Game Theory · Computer Science 2023-03-01 Hila Shoshan , Erel Segal-Halevi , Noam Hazon

This paper deals with solving distributed optimization problems with equality constraints by a class of uncertain nonlinear heterogeneous dynamic multi-agent systems. It is assumed that each agent with an uncertain dynamic model has limited…

Systems and Control · Electrical Eng. & Systems 2022-06-28 Mohammad Saeed Sarafraz , Mohammad Saleh Tavazoei