Saved in:
Bibliographic Details
Main Authors: Hu, Xiaoxiao, Lei, Haoran
Format: Preprint
Published: 2022
Subjects:
Online Access:https://arxiv.org/abs/2208.14829
Tags: Add Tag
No Tags, Be the first to tag this record!
_version_ 1866909318578700288
author Hu, Xiaoxiao
Lei, Haoran
author_facet Hu, Xiaoxiao
Lei, Haoran
contents 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, an optimal mechanism is a {\em veto mechanism}. In a veto mechanism, the principal uses veto (i.e., maintaining the status quo) to balance the agent's incentives and does not randomize among non-status quo options. We characterize the optimal veto mechanism in a one-dimensional setting. In the solution, the principal uses veto only when the state surpasses a critical threshold.
format Preprint
id arxiv_https___arxiv_org_abs_2208_14829
institution arXiv
publishDate 2022
record_format arxiv
spellingShingle The optimality of (stochastic) veto delegation
Hu, Xiaoxiao
Lei, Haoran
Theoretical Economics
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, an optimal mechanism is a {\em veto mechanism}. In a veto mechanism, the principal uses veto (i.e., maintaining the status quo) to balance the agent's incentives and does not randomize among non-status quo options. We characterize the optimal veto mechanism in a one-dimensional setting. In the solution, the principal uses veto only when the state surpasses a critical threshold.
title The optimality of (stochastic) veto delegation
topic Theoretical Economics
url https://arxiv.org/abs/2208.14829