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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

In this paper, we initiate the computational problem of jointly designing information and contracts. We consider three possible classes of contracts with decreasing flexibility and increasing simplicity: ambiguous contracts, menus of…

Computer Science and Game Theory · Computer Science 2024-07-09 Matteo Castiglioni , Junjie Chen

Consider a group of effort-averse, or lazy, sensors that seek to minimize the effort invested to collect measurements of a variable. Increasing the effort invested by the sensors improves the quality of the measurements provided to the…

Optimization and Control · Mathematics 2016-02-16 Farhad Farokhi , Iman Shames , Michael Cantoni

General partners (GP) are sometimes paid on a deal-by-deal basis and other times on a whole-portfolio basis. When is one method of payment better than the other? I show that when assets (projects or firms) are highly correlated or when GPs…

General Economics · Economics 2021-04-16 Mohammad Abbas Rezaei

An employer contracts with a worker to incentivize efforts whose productivity depends on ability; the worker then enters a market that pays him contingent on ability evaluation. With non-additive monitoring technology, the interdependence…

Theoretical Economics · Economics 2025-07-31 Tan Gan , Hongcheng Li

An investor with constant relative risk aversion and an infinite planning horizon trades a risky and a safe asset with constant investment opportunities, in the presence of small transaction costs and a binding exogenous portfolio…

Portfolio Management · Quantitative Finance 2013-01-09 Johannes Muhle-Karbe , Ren Liu

We study a multi-agent contracting problem where agents exert costly effort to achieve individually observable binary outcomes. While the principal can theoretically extract the full social welfare using a discriminatory contract that…

Computer Science and Game Theory · Computer Science 2026-02-13 Johannes Brustle , Paul Duetting , Stefano Leonardi , Tomasz Ponitka , Matteo Russo

The binary relation framework has been shown to be applicable to many real-life preference handling scenarios. Here we study preference contraction: the problem of discarding selected preferences. We argue that the property of minimality…

Artificial Intelligence · Computer Science 2009-03-12 Denis Mindolin , Jan Chomicki

The paper introduces benchmark-neutral pricing and hedging for long-term contingent claims. It employs the growth optimal portfolio of the stocks as numeraire and the new benchmark-neutral pricing measure for pricing. For a realistic…

Mathematical Finance · Quantitative Finance 2024-07-03 Eckhard Platen

When developing complex software and systems, contracts provide a means for controlling the complexity by dividing the responsibilities among the components of the system in a hierarchical fashion. In specific application areas, dedicated…

Logic in Computer Science · Computer Science 2021-06-14 Christian Lidström , Dilian Gurov

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

There are several aspects of data markets that distinguish them from a typical commodity market: asymmetric information, the non-rivalrous nature of data, and informational externalities. Formally, this gives rise to a new class of games…

Computer Science and Game Theory · Computer Science 2023-03-29 Samir Wadhwa , Roy Dong

We study the optimal design of electricity contracts among a population of consumers with different needs. This question is tackled within the framework of Principal-Agent problems in presence of adverse selection. The particular features…

Optimization and Control · Mathematics 2019-09-17 Clémence Alasseur , Ivar Ekeland , Romuald Elie , Nicolás Hernández Santibáñez , Dylan Possamaï

We present a parametric calculus for contract-based computing in distributed systems. By abstracting from the actual contract language, our calculus generalises both the contracts-as-processes and contracts-as-formulae paradigms. The…

Programming Languages · Computer Science 2011-08-03 Massimo Bartoletti , Emilio Tuosto , Roberto Zunino

What are the necessary and sufficient conditions for a proposition to be called a requirement? In Requirements Engineering research, a proposition is a requirement if and only if specific grammatical and/or communication conditions hold. I…

Computers and Society · Computer Science 2021-04-30 Ivan J. Jureta

When a system commits to a hypothesis, much of the evidential structure behind that commitment is lost to compression. Standard accounts assume that selected content and scalar confidence suffice for downstream control. This paper argues…

Artificial Intelligence · Computer Science 2026-04-21 Mark Walsh

This paper studies optimal insurance design under asymmetric information in a Stackelberg framework, where a monopolistic insurer faces uncertainty about both the insured's risk attitude, captured by a risk-aversion parameter, and the…

Risk Management · Quantitative Finance 2026-04-20 Xia Han , Bin Li

A principal and an agent can launch a project under unanimous consent. Their individual payoffs from the project depend on an underlying state, and the agent privately knows his own preference. The principal can conduct a test to learn…

Theoretical Economics · Economics 2026-02-06 Yingkai Li , Boli Xu

Motivated by applications where a system must remain operational via continual procurement of contracts, we study two online contract selection problems under uncertain prices. At each time step, a price drawn from a known distribution is…

Computer Science and Game Theory · Computer Science 2026-05-19 Qinge Chi , Sebastian Perez-Salazar

Reusable software components need expressive specifications. This paper outlines a rigorous foundation to model-based contracts, a method to equip classes with strong contracts that support accurate design, implementation, and formal…

Software Engineering · Computer Science 2013-08-14 Nadia Polikarpova , Carlo A. Furia , Bertrand Meyer