相关论文: A Dynamic Principal Agent Problem with One-sided C…

We consider the problem of dynamic pricing with limited supply. A seller has $k$ identical items for sale and is facing $n$ potential buyers ("agents") that are arriving sequentially. Each agent is interested in buying one item. Each…

We initiate the study of computing (near-)optimal contracts in succinctly representable principal-agent settings. Here optimality means maximizing the principal's expected payoff over all incentive-compatible contracts---known in economics…

In classic principal-agent problems such as Stackelberg games, contract design, and Bayesian persuasion, the agent best responds to the principal's committed strategy. We study repeated generalized principal-agent problems under the…

The agency problem emerges in today's large scale machine learning tasks, where the learners are unable to direct content creation or enforce data collection. In this work, we propose a theoretical framework for aligning economic interests…

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…

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…

We consider infinite horizon dynamic programming problems, where the control at each stage consists of several distinct decisions, each one made by one of several agents. In an earlier work we introduced a policy iteration algorithm, where…

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…

We introduce a class of robust control problems formulated in min-max form, in which the principal agent is viewed as a central planner facing Nature. The agent's cost is a nonlinear function of all its possible realizations, encompassing…

We analyze the optimal delegation problem between a principal and an agent, assuming that the latter has state-independent preferences. We demonstrate that if the principal is more risk-averse than the agent toward non-status quo options,…

Opinion dynamics is nowadays a very common field of research. In this article we formulate and then study a novel, namely strategic perspective on such dynamics: There are the usual normal agents that update their opinions, for instance…

In the combinatorial-action contract model (D\"utting et al., FOCS'21) a principal delegates the execution of a complex project to an agent, who can choose any subset from a given set of actions. Each set of actions incurs a cost to the…

Consider a multi-agent systems setup in which a principal (a supervisor agent) assigns subtasks to specialized agents and aggregates their responses into a single system-level output. A core property of such systems is information…

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…

We consider discrete-time infinite horizon deterministic optimal control problems with nonnegative cost per stage, and a destination that is cost-free and absorbing. The classical linear-quadratic regulator problem is a special case. Our…

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"),…

When developing reinforcement learning agents, the standard approach is to train an agent to converge to a fixed policy that is as close to optimal as possible for a single fixed reward function. If different agent behaviour is required in…

The problem of computing near-optimal contracts in combinatorial settings has recently attracted significant interest in the computer science community. Previous work has provided a rich body of structural and algorithmic insights into this…

We consider a dynamic pricing problem under unknown demand models. In this problem a seller offers prices to a stream of customers and observes either success or failure in each sale attempt. The underlying demand model is unknown to the…

Recent developments in digital platforms have highlighted the prevalence of open systems, where agents can arrive and depart over time. While bandit learning in open systems has recently received initial attention, existing work imposes…