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In a framework close to the one developed by Holmstr\"om and Milgrom [44], we study the optimal contracting scheme between a Principal and several Agents. Each hired Agent is in charge of one project, and can make efforts towards managing…

Economics · Quantitative Finance 2016-05-27 Romuald Elie , Dylan Possamaï

In principal-agent models, a principal offers a contract to an agent to perform a certain task. The agent exerts a level of effort that maximizes her utility. The principal is oblivious to the agent's chosen level of effort, and conditions…

Computer Science and Game Theory · Computer Science 2022-07-14 Alon Cohen , Moran Koren , Argyrios Deligkas

We study a continuous time contracting model in which a principal hires a risk averse agent to manage a project over a finite horizon and provides sequential payments whose timing is endogenously determined. The resulting nonzero-sum…

Theoretical Economics · Economics 2025-12-01 Guillermo Alonso Alvarez , Ibrahim Ekren , Liwei Huang

We study hidden-action principal-agent problems with multiple agents. These are problems in which a principal commits to an outcome-dependent payment scheme in order to incentivize some agents to take costly, unobservable actions that lead…

Computer Science and Game Theory · Computer Science 2023-02-01 Matteo Castiglioni , Alberto Marchesi , Nicola Gatti

Collaborative machine learning (CML) provides a promising paradigm for democratizing advanced technologies by enabling cost-sharing among participants. However, the potential for rent-seeking behaviors among parties can undermine such…

Machine Learning · Computer Science 2025-01-03 Bingchen Wang , Zhaoxuan Wu , Fusheng Liu , Bryan Kian Hsiang Low

In this work, we study sequential contracts under matroid constraints. In the sequential setting, an agent can take actions one by one. After each action, the agent observes the stochastic value of the action and then decides which action…

Computer Science and Game Theory · Computer Science 2026-02-04 Kanstantsin Pashkovich , Jacob Skitsko , Yun Xing

Constrained submodular set function maximization problems often appear in multi-agent decision-making problems with a discrete feasible set. A prominent example is the problem of multi-agent mobile sensor placement over a discrete domain.…

Optimization and Control · Mathematics 2020-12-01 Navid Rezazadeh , Solmaz S. Kia

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

We study principal-agent problems where a farsighted agent takes costly actions in an MDP. The core challenge in these settings is that agent's actions are hidden to the principal, who can only observe their outcomes, namely state…

Computer Science and Game Theory · Computer Science 2024-10-18 Matteo Bollini , Francesco Bacchiocchi , Matteo Castiglioni , Alberto Marchesi , Nicola Gatti

We examine the trade-off between the provision of incentives to exert costly effort (ex-ante moral hazard) and the incentives needed to prevent the agent from manipulating the profit observed by the principal (ex-post moral hazard).…

Theoretical Economics · Economics 2021-12-14 Jean-Gabriel Lauzier

This paper studies optimal contract design in private market investing, focusing on internal decision making in venture capital and private equity firms. A principal relies on an agent who privately exerts costly due diligence effort and…

Computer Science and Game Theory · Computer Science 2025-12-23 Jussi Keppo , Yingkai Li

Submodular functions are an important class of functions in combinatorial optimization which satisfy the natural properties of decreasing marginal costs. The study of these functions has led to strong structural properties with applications…

Multiagent Systems · Computer Science 2009-11-13 Gagan Goel , Pushkar Tripathi , Lei Wang

We analyze conditional optimization problems arising in discrete time Principal-Agent problems of delegated portfolio optimization with linear contracts. Applying tools from Conditional Analysis we show that some results known in the…

Mathematical Finance · Quantitative Finance 2016-06-15 Julio Backhoff , Ulrich Horst

When machine learning is outsourced to a rational agent, conflicts of interest might arise and severely impact predictive performance. In this work, we propose a theoretical framework for incentive-aware delegation of machine learning…

Machine Learning · Computer Science 2023-12-07 Eden Saig , Inbal Talgam-Cohen , Nir Rosenfeld

Constrained maximization of submodular functions poses a central problem in combinatorial optimization. In many realistic scenarios, a number of agents need to maximize multiple submodular objectives over the same ground set. We study such…

Data Structures and Algorithms · Computer Science 2024-07-22 Georgios Amanatidis , Georgios Birmpas , Philip Lazos , Stefano Leonardi , Rebecca Reiffenhäuser

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 present a continuous-time contract whereby a top-level player can incentivize a hierarchy of players below him to act in his best interest despite only observing the output of his direct subordinate. This paper extends Sannikov's…

Optimization and Control · Mathematics 2015-11-25 Christopher W. Miller , Insoon Yang

In the classical principal-agent problem, a principal must design a contract to incentivize an agent to perform an action on behalf of the principal. We study the classical principal-agent problem in a setting where the agent can be of one…

Computer Science and Game Theory · Computer Science 2020-10-15 Guru Guruganesh , Jon Schneider , Joshua Wang

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 the classic principal-agent model when the signal observed by the principal is chosen by the agent. We fully characterize the optimal information structure from an agent's perspective in a general moral hazard setting with limited…

Theoretical Economics · Economics 2023-07-25 Majid Mahzoon , Ali Shourideh , Ariel Zetlin-Jones