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Related papers: Principal-agent problems with adverse selection: A…

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We study a bilevel \emph{max-max} optimization framework for principal-agent contract design, in which a principal chooses incentives to maximize utility while anticipating the agent's best response. This problem, central to moral hazard…

Machine Learning · Computer Science 2025-10-27 Tomer Galanti , Aarya Bookseller , Korok Ray

This article studies the problem of evaluating the information that a Principal lacks when establishing an incentive contract with an Agent whose effort is not observable. The Principal ("she") pays a continuous rent to the Agent ("he"),…

Optimization and Control · Mathematics 2023-04-10 Ishak Hajjej , Caroline Hillairet , Mohamed Mnif

We propose a pseudo-market solution to resource allocation problems subject to constraints. Our treatment of constraints is general: including bihierarchical constraints due to considerations of diversity in school choice, or scheduling in…

Theoretical Economics · Economics 2020-11-09 Federico Echenique , Antonio Miralles , Jun Zhang

Public-Private Partnership (PPP) is a contract between a public entity and a consortium, in which the public outsources the construction and the maintenance of an equipment (hospital, university, prison...). One drawback of this contract is…

Optimization and Control · Mathematics 2017-03-07 Ishak Hajjej , Caroline Hillairet , Mohamed Mnif , Monique Pontier

We model the joint distribution of choice probabilities and decision times in binary choice tasks as the solution to a problem of optimal sequential sampling, where the agent is uncertain of the utility of each action and pays a constant…

Neurons and Cognition · Quantitative Biology 2015-05-14 Drew Fudenberg , Philipp Strack , Tomasz Strzalecki

A monopolist wishes to maximize her profits by finding an optimal price policy. After she announces a menu of products and prices, each agent $x$ will choose to buy that product $y(x)$ which maximizes his own utility, if positive. The…

Optimization and Control · Mathematics 2021-02-12 Robert J. McCann , Kelvin Shuangjian Zhang

Adverse selection is a version of the principal-agent problem that includes monopolist nonlinear pricing, where a monopolist with known costs seeks a profit-maximizing price menu facing a population of potential consumers whose preferences…

Optimization and Control · Mathematics 2023-11-27 Robert J. McCann , Kelvin Shuangjian Zhang

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

A principal contracts with an agent through an informed delegate. Although the principal cannot directly mediate the interaction, she can restrict the menus of contracts the delegate may offer. We characterize the outcomes implementable…

Theoretical Economics · Economics 2026-05-22 João Thereze , Udayan Vaidya

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

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

When should an autonomous agent commit resources to a task? We introduce the Agent Capability Problem (ACP), a framework for predicting whether an agent can solve a problem under resource constraints. Rather than relying on empirical…

Artificial Intelligence · Computer Science 2025-12-09 Shahar Lutati

We focus on a simulation-based optimization problem of choosing the best design from the feasible space. Although the simulation model can be queried with finite samples, its internal processing rule cannot be utilized in the optimization…

Machine Learning · Computer Science 2021-11-02 Kuo Li , Qing-Shan Jia , Jiaqi Yan

The school choice problem concerns the design and implementation of matching mechanisms that produce school assignments for students within a given public school district. In this note we define a simple student-optimal criterion that is…

Optimization and Control · Mathematics 2013-04-30 Sinan Aksoy , Adam Azzam , Chaya Coppersmith , Julie Glass , Gizem Karaali , Xueying Zhao , Xinjing Zhu

Strategic learning studies how decision rules interact with agents who may strategically change their inputs/features to achieve better outcomes. In standard settings, models assume that the decision-maker's sole scope is to learn a…

Computer Science and Game Theory · Computer Science 2025-10-23 Valia Efthymiou , Ekaterina Fedorova , Chara Podimata

The assignment problem is one of the most well-studied settings in social choice, matching, and discrete allocation. We consider the problem with the additional feature that agents' preferences involve uncertainty. The setting with…

Computer Science and Game Theory · Computer Science 2016-10-11 Haris Aziz , Ronald de Haan , Baharak Rastegari

Many safety-critical real-world problems, such as autonomous driving and collaborative robots, are of a distributed multi-agent nature. To optimize the performance of these systems while ensuring safety, we can cast them as distributed…

Systems and Control · Electrical Eng. & Systems 2025-08-20 Abdullah Tokmak , Thomas B. Schön , Dominik Baumann

We present distributed algorithms that can be used by multiple agents to align their estimates with a particular value over a network with time-varying connectivity. Our framework is general in that this value can represent a consensus…

Optimization and Control · Mathematics 2010-04-20 Angelia Nedić , Asuman Ozdaglar , Pablo A. Parrilo

We study a Bayesian persuasion problem with externalities. In this model, a principal sends signals to inform multiple agents about the state of the world. Simultaneously, due to the existence of externalities in the agents' utilities, the…

Artificial Intelligence · Computer Science 2024-12-18 Jonathan Shaki , Jiarui Gan , Sarit Kraus

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