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Many real-life contractual relations differ completely from the clean, static model at the heart of principal-agent theory. Typically, they involve repeated strategic interactions of the principal and agent, taking place under uncertainty…

We consider a dynamic moral hazard problem between a principal and an agent, where the sole instrument the principal has to incentivize the agent is the disclosure of information. The principal aims at maximizing the (discounted) number of…

Theoretical Economics · Economics 2021-03-09 Wei Zhao , Claudio Mezzetti , Ludovic Renou , Tristan Tomala

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

A principal contracts with an agent who sequentially searches over projects to generate a prize. The principal initially knows only one of the agent's available projects and evaluates a contract by its worst-case performance. We…

Theoretical Economics · Economics 2025-09-17 Théo Durandard , Udayan Vaidya , Boli Xu

A principal funds a multistage project and retains the right to cut the funding if it stagnates at some point. An agent wants to convince the principal to fund the project as long as possible, and can design the flow of information about…

Theoretical Economics · Economics 2023-01-26 Maxim Senkov

In this paper we consider a principal agent problem where the agent is allowed to quit, by incurring a cost. When the current agent quits the job, the principal will hire a new one, possibly with a different type. We characterize the…

Optimization and Control · Mathematics 2024-09-04 Jianfeng Zhang , Zimu Zhu

This paper studies how uncertainty about problem difficulty shapes problem-solving strategies. I develop a dynamic model where an agent solves a problem by brainstorming approaches of unknown quality and allocating a fixed effort budget…

Theoretical Economics · Economics 2026-04-02 Nicholas Wu

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

Firms have access to abundant data on market participants. They use these data to target contracts to agents with specific characteristics, and describe these contracts in opaque terms. In response to such practices, recent proposed…

Theoretical Economics · Economics 2023-02-01 Andreas Haupt , Zoe Hitzig

This paper considers dynamic moral hazard settings, in which the consequences of the agent's actions are not precisely understood. In a new continuous-time moral hazard model with drift ambiguity, the agent's unobservable action translates…

General Economics · Economics 2021-10-29 Martin Dumav

We study the fundamental problem of designing contracts in principal-agent problems under uncertainty. Previous works mostly addressed Bayesian settings in which principal's uncertainty is modeled as a probability distribution over agent's…

Computer Science and Game Theory · Computer Science 2024-02-22 Martino Bernasconi , Matteo Castiglioni , Alberto Marchesi

We consider the classic principal-agent model of contract theory, in which a principal designs an outcome-dependent compensation scheme to incentivize an agent to take a costly and unobservable action. When all of the model…

Computer Science and Game Theory · Computer Science 2020-08-11 Paul Dütting , Tim Roughgarden , Inbal Talgam-Cohen

We consider a Stackelberg game in which a principal (she) establishes a two-stage contract with a non-myopic agent (he) whose type is unknown. The contract takes the form of an incentive function mapping the agent's first-stage action to…

Computer Science and Game Theory · Computer Science 2024-10-24 Munther A. Dahleh , Thibaut Horel , M. Umar B. Niazi

In the classical principal-agent hidden-action contract model, a principal delegates the execution of a costly task to an agent. In order to complete the task, the agent chooses an action from a set of actions, where each potential action…

Computer Science and Game Theory · Computer Science 2025-11-27 Tomer Ezra , Stefano Leonardi , Matteo Russo

We consider the robust contract design problem when the principal only has limited information about the actions the agent can take. The principal evaluates a contract according to its worst-case performance caused by the uncertain action…

Theoretical Economics · Economics 2024-06-18 Bo Peng , Zhihao Gavin Tang

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 study the consequences of information asymmetries and misaligned incentives in settings with multiple independent agents. We model an interaction between a Sender, who holds vital private information but cannot act, and a Receiver, who…

Multiagent Systems · Computer Science 2026-05-13 Nanda Kishore Sreenivas , Kate Larson

We study optimal dynamic persuasion in a bandit experimentation model where a principal, unlike in standard settings, has a single-peaked preference over the agent's stopping time. This non-monotonic preference arises because maximizing the…

Theoretical Economics · Economics 2026-03-24 Zhuo Chen , Yun Liu

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

We study a two-period moral hazard problem; there are two agents, with action sets that are unknown to the principal. The principal contracts with each agent sequentially, and seeks to maximize the worst-case discounted sum of payoffs,…

Theoretical Economics · Economics 2024-02-15 Chang Liu
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