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We propose a new principal-agent framework where a principal communicates a roadmap -- a set of plausible outcome models and a prior belief over them -- to guide an agent who is learning the value of innovation. The agent trusts the prior…

Theoretical Economics · Economics 2026-02-24 Florian Mudekereza

What type of delegation contract should be offered when facing a risk of the magnitude of the pandemic we are currently experiencing and how does the likelihood of an exogenous early termination of the relationship modify the terms of a…

Optimization and Control · Mathematics 2021-02-02 Jessica Martin , Stéphane Villeneuve

We study a principal-agent problem with adverse selection, where the principal does not know the agent's true cost but must design a contract to optimize a specific criterion. Unlike standard screening frameworks that allow for…

Theoretical Economics · Economics 2026-05-19 Guillermo Alonso Alvarez , Ibrahim Ekren , Liwei Huang

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

We study the problem of designing an optimal sequence of incentives that a principal should offer to an agent so that the agent's optimal behavior under the incentives realizes the principal's objective expressed as a temporal logic…

Optimization and Control · Mathematics 2019-03-20 Yagiz Savas , Vijay Gupta , Melkior Ornik , Lillian J. Ratliff , Ufuk Topcu

I analyze long-term contracting in insurance markets with asymmetric information. The buyer privately observes her risk type, which evolves stochastically over time. A long-term contract specifies a menu of insurance policies, contingent on…

Theoretical Economics · Economics 2022-09-01 Vitor Farinha Luz

We study a dynamic contracting problem with multiple agents and limited commitment. A principal seeks to screen efficient agents using one-period contracts, but is tempted to revise contract terms upon knowing an agent's type. Alterations…

Theoretical Economics · Economics 2025-03-24 Mehmet Ekmekci , Lucas Maestri , Dong Wei

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

In this paper, we consider the problem of a Principal aiming at designing a reward function for a population of heterogeneous agents. We construct an incentive based on the ranking of the agents, so that a competition among the latter is…

Optimization and Control · Mathematics 2026-04-28 Clémence Alasseur , Erhan Bayraktar , Roxana Dumitrescu , Quentin Jacquet

This paper studies a discrete-time optimal switching problem on a finite horizon. The underlying model has a running reward, terminal reward and signed (positive and negative) switching costs. Using the martingale approach to optimal…

Optimization and Control · Mathematics 2016-10-17 Randall Martyr

A principal selects a team of agents for collaborating on a joint project. The principal aims to design a revenue-optimal contract that incentivize the team of agents to exert costly effort while satisfying fairness constraints. We show…

Computer Science and Game Theory · Computer Science 2025-12-23 Matteo Castiglioni , Junjie Chen , Yingkai Li

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 linear contracts for combinatorial problems in multi-agent settings. In this problem, a principal designs a linear contract with several agents, each of whom can decide to take a costly action or not. The principal observes only…

Computer Science and Game Theory · Computer Science 2024-12-19 Kanstantsin Pashkovich , Jacob Skitsko

In practice, incentive providers (i.e., principals) often cannot observe the reward realizations of incentivized agents, which is in contrast to many principal-agent models that have been previously studied. This information asymmetry…

Machine Learning · Computer Science 2023-08-15 Ilgin Dogan , Zuo-Jun Max Shen , Anil Aswani

A contract is an economic tool used by a principal to incentivize one or more agents to exert effort on her behalf, by defining payments based on observable performance measures. A key challenge addressed by contracts -- known in economics…

Computer Science and Game Theory · Computer Science 2024-12-24 Paul Duetting , Michal Feldman , Inbal Talgam-Cohen

In the combinatorial action model of contract design, a principal delegates a complex project to an agent, incentivizing a subset of actions from a ground set of $n$ actions, via a linear contract. Computing the optimal contract is a…

Computer Science and Game Theory · Computer Science 2026-04-17 Elizabeth Baldwin , Paul Duetting , Michal Feldman , Maya Schlesinger

This paper studies the optimal mechanism to motivate effort in a dynamic principal-agent model without transfers. An agent is engaged in a task with uncertain future rewards and can quit at any time. The principal knows the reward and…

Theoretical Economics · Economics 2026-01-16 Chang Liu

I study a principal-agent model in which a principal hires an agent to collect information about an unknown continuous state. The agent acquires a signal whose distribution is centered around the state, controlling the signal's precision at…

Theoretical Economics · Economics 2026-05-05 Fan Wu

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

In applications such as participatory sensing and crowd sensing, self-interested agents exert costly effort towards achieving an objective for the system operator. We study such a setup where a principal incentivizes multiple agents of…

Signal Processing · Electrical Eng. & Systems 2022-05-11 Nayara Aguiar , Parv Venkitasubramaniam , Vijay Gupta
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