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Related papers: Succinct Ambiguous Contracts

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We study a generic principal-agent problem in continuous time on a finite time horizon. We introduce a framework in which the agent is allowed to employ measure-valued controls and characterise the continuation utility as a solution to a…

Probability · Mathematics 2025-12-01 Daniel Kršek , Dylan Possamaï

In this paper, we settle the problem of learning optimal linear contracts from data in the offline setting, where agent types are drawn from an unknown distribution and the principal's goal is to design a contract that maximizes her…

Computer Science and Game Theory · Computer Science 2026-05-28 Mikael Møller Høgsgaard

This paper explores the capacity of artificial intelligence (AI) algorithms to autonomously design incentive-compatible contracts in dual-principal-agent settings, a relatively unexplored aspect of algorithmic mechanism design. We develop a…

Artificial Intelligence · Computer Science 2024-06-14 Qian Qi

We consider moral hazard problems where a principal has access to rich monitoring data about an agent's action. Rather than focusing on optimal contracts (which are known to in general be complicated), we characterize the optimal rate at…

Theoretical Economics · Economics 2024-07-04 Mira Frick , Ryota Iijima , Yuhta Ishii

We investigate the problem of a principal looking to contract an expert to provide a probability forecast for a categorical event. We assume all experts have a common public prior on the event's probability, but can form more accurate…

Computer Science and Game Theory · Computer Science 2014-04-30 Mark Braverman , Gal Oshri

We suggest that the analysis of incomplete contracting developed by law and economics researchers can provide a useful framework for understanding the AI alignment problem and help to generate a systematic approach to finding solutions. We…

Artificial Intelligence · Computer Science 2018-04-13 Dylan Hadfield-Menell , Gillian Hadfield

We consider a continuous time Principal-Agent model on a finite time horizon, where we look for the existence of an optimal contract both parties agreed on. Contrary to the main stream, where the principal is modelled as risk-neutral, we…

Optimization and Control · Mathematics 2018-06-06 Kerem Ugurlu

Fairness is desirable yet challenging to achieve within multi-agent systems, especially when agents differ in latent traits that affect their abilities. This hidden heterogeneity often leads to unequal distributions of wealth, even when…

Computer Science and Game Theory · Computer Science 2025-06-23 Jakub Tłuczek , Victor Villin , Christos Dimitrakakis

This paper explores the economic interactions within modern crowdsourcing markets. In these markets, employers issue requests for tasks, platforms facilitate the recruitment of crowd workers, and workers complete tasks for monetary rewards.…

Computer Science and Game Theory · Computer Science 2026-02-03 Tian Bai , Yiding Feng , Yaohao Liu , Mengfan Ma , Mingyu Xiao

We consider a principal who wishes to screen an agent with \emph{discrete} types by offering a menu of \emph{discrete} quantities and \emph{discrete} transfers. We assume that the principal's valuation is discrete strictly concave and use a…

Theoretical Economics · Economics 2025-10-27 Alejandro Francetich , Burkhard C. Schipper

We initiate the study of online contracts, which integrate the game-theoretic considerations of economic contract theory, with the algorithmic and informational challenges of online algorithm design. Our starting point is the classic online…

Computer Science and Game Theory · Computer Science 2026-02-10 Elad Lavi , Hadas Shachnai , Inbal Talgam-Cohen

Here we prove an asymptotically optimal lower bound on the information complexity of the k-party disjointness function with the unique intersection promise, an important special case of the well known disjointness problem, and the…

Computational Complexity · Computer Science 2009-02-11 André Gronemeier

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 study a natural application of contract design in the context of sequential exploration problems. In our principal-agent setting, a search task is delegated to an agent. The agent performs a sequential exploration of $n$ boxes, suffers…

Computer Science and Game Theory · Computer Science 2025-01-27 Martin Hoefer , Conrad Schecker , Kevin Schewior

We study a finite horizon optimal contracting problem of a risk-neutral principal and a risk-averse agent who receives a stochastic income stream when the agent is unable to make commitments. The problem involves an infinite number of…

Theoretical Economics · Economics 2019-01-14 Junkee Jeon , Hyeng Keun Koo , Kyunghyun Park

Ambiguity is inherently present in many machine learning tasks, but especially for sequential models seldom accounted for, as most only output a single prediction. In this work we propose an extension of the Multiple Hypothesis Prediction…

Machine Learning · Statistics 2020-03-24 Alessandro Berlati , Oliver Scheel , Luigi Di Stefano , Federico Tombari

We study the combinatorial contracting problem of D\"utting et al. [FOCS '21], in which a principal seeks to incentivize an agent to take a set of costly actions. In their model, there is a binary outcome (the agent can succeed or fail),…

Computer Science and Game Theory · Computer Science 2023-09-20 Paul Dütting , Michal Feldman , Yoav Gal Tzur

Motivated by the emergence of decentralized machine learning (ML) ecosystems, we study the delegation of data collection. Taking the field of contract theory as our starting point, we design optimal and near-optimal contracts that deal with…

Machine Learning · Computer Science 2024-11-21 Nivasini Ananthakrishnan , Stephen Bates , Michael I. Jordan , Nika Haghtalab

This work studies the online contract design problem. The principal's goal is to learn the optimal contract that maximizes her utility through repeated interactions, without prior knowledge of the agent's type (i.e., the agent's cost and…

Computer Science and Game Theory · Computer Science 2025-06-11 Shiliang Zuo

It is well known that the minimal superhedging price of a contingent claim is too high for practical use. In a continuous-time model uncertainty framework, we consider a relaxed hedging criterion based on acceptable shortfall risks.…

Mathematical Finance · Quantitative Finance 2019-03-07 Ludovic Tangpi