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We study the problem of a principal who wants to influence an agent's observable action, subject to an ex-post budget. The agent has a private type determining their cost function. This paper endogenizes the value of the resource driving…

Theoretical Economics · Economics 2024-04-25 Nicole Immorlica , Nicholas Wu , Brendan Lucier

In an online contract selection problem there is a seller which offers a set of contracts to sequentially arriving buyers whose types are drawn from an unknown distribution. If there exists a profitable contract for the buyer in the offered…

Machine Learning · Computer Science 2013-05-16 Cem Tekin , Mingyan Liu

We consider a variant of the classical Secretary Problem. In this setting, the candidates are ranked according to some exchangeable random variable and the quest is to maximize the expected quality of the chosen aspirant. We find an upper…

Probability · Mathematics 2017-09-15 Pablo Blanc , Juan Pablo Borthagaray , Daniel Kohen , Martín Mereb

We study revenue optimization in a repeated auction between a single seller and a single buyer. Traditionally, the design of repeated auctions requires strong modeling assumptions about the bidder behavior, such as it being myopic, infinite…

Computer Science and Game Theory · Computer Science 2019-03-12 Shipra Agrawal , Constantinos Daskalakis , Vahab Mirrokni , Balasubramanian Sivan

We study the incentivized information acquisition problem, where a principal hires an agent to gather information on her behalf. Such a problem is modeled as a Stackelberg game between the principal and the agent, where the principal…

Machine Learning · Computer Science 2023-08-08 Siyu Chen , Jibang Wu , Yifan Wu , Zhuoran Yang

The rapid advancement of AI and other emerging technologies has triggered exponential growth in computing resources demand. Faced with prohibitive infrastructure costs for large-scale computing clusters, users are increasingly resorting to…

Computer Science and Game Theory · Computer Science 2025-04-22 Zhengyan Deng , Yusen Zheng , Chenliang Sheng , Shaowen Qin

When selling many goods with independent valuations, we develop a distributionally robust framework, consisting of a two-player game between seller and nature. The seller has only limited knowledge about the value distribution. The seller…

Computer Science and Game Theory · Computer Science 2026-03-30 Tim S. G. van Eck , Pieter Kleer , Johan S. H. van Leeuwaarden

In many game-theoretic settings, agents are challenged with taking decisions against the uncertain behavior exhibited by others. Often, this uncertainty arises from multiple sources, e.g., incomplete information, limited computation,…

Computer Science and Game Theory · Computer Science 2025-07-22 Nicolas Lanzetti , Sylvain Fricker , Saverio Bolognani , Florian Dörfler , Dario Paccagnan

Following the recent literature on make take fees policies, we consider an exchange wishing to set a suitable contract with several market makers in order to improve trading quality on its platform. To do so, we use a principal-agent…

Trading and Market Microstructure · Quantitative Finance 2021-03-09 Bastien Baldacci , Dylan Possamaï , Mathieu Rosenbaum

We study a bilateral trade problem where a principal has private information that is revealed with delay, such as a seller who does not yet know her production cost. Postponing the contracting process incurs a costly delay, while early…

Theoretical Economics · Economics 2024-08-05 Francesco Giovannoni , Toomas Hinnosaar

We study the design of an optimal insurance contract in which the insured maximizes her expected utility and the insurer limits the variance of his risk exposure while maintaining the principle of indemnity and charging the premium…

Risk Management · Quantitative Finance 2020-08-18 Yichun Chi , Xun Yu Zhou , Sheng Chao Zhuang

We study the revenue-maximizing mechanism when a buyer's value evolves endogenously because of learning-by-consuming. A seller sells one unit of a divisible good, while the buyer relies on his private, rough valuation to choose his…

Theoretical Economics · Economics 2022-09-07 Huiyi Guo , Wei He , Bin Liu

We study the power of menus of contracts in principal-agent problems with adverse selection (agents can be one of several types) and moral hazard (we cannot observe agent actions directly). For principal-agent problems with $T$ types and…

Computer Science and Game Theory · Computer Science 2023-06-23 Guru Guruganesh , Jon Schneider , Joshua Wang , Junyao Zhao

Crowdsourcing has emerged as a paradigm for leveraging human intelligence and activity to solve a wide range of tasks. However, strategic workers will find enticement in their self-interest to free-ride and attack in a crowdsourcing contest…

Computer Science and Game Theory · Computer Science 2018-01-01 Jianfeng Lu , Yun Xin , Zhao Zhang , Shaojie Tang , Songyuan Yan , Changbing Tang

Many-to-many matching with contracts is studied in the framework of revealed preferences. All preferences are described by choice functions that satisfy natural conditions. Under a no-externality assumption individual preferences can be…

Computer Science and Game Theory · Computer Science 2020-03-05 Daniel Lehmann

We propose a refinement of the maxmin approach to robustness. A mechanism's payoff guarantee over an ambiguity set is \emph{robust} if the guarantee is approximately satisfied at priors near the ambiguity set (in the weak topology). We show…

Theoretical Economics · Economics 2026-05-06 Ian Ball , Deniz Kattwinkel

We study hidden-action principal-agent problems with multiple agents. Unlike previous work, we consider a general setting in which each agent has an arbitrary number of actions, and the joint action induces outcomes according to an…

Computer Science and Game Theory · Computer Science 2024-02-22 Federico Cacciamani , Martino Bernasconi , Matteo Castiglioni , Nicola Gatti

The increasing deployment of AI is shaping the future landscape of the internet, which is set to become an integrated ecosystem of AI agents. Orchestrating the interaction among AI agents necessitates decentralized, self-sustaining…

Computer Science and Game Theory · Computer Science 2024-10-08 Dima Ivanov , Paul Dütting , Inbal Talgam-Cohen , Tonghan Wang , David C. Parkes

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

A principal with cheap capital optimally forces her counterparty to borrow at above-market rates. The reason: the form of finance is a screening device. Advances provide liquidity but pool types; contingent transfers separate types, but,…

Theoretical Economics · Economics 2026-04-09 Rui Sun
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