Ambiguous Contracts

Fuente: arXiv
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Autores principales: Dütting, Paul, Feldman, Michal, Peretz, Daniel, Samuelson, Larry
Formato: Preprint
Publicado: 2023
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author Dütting, Paul
Feldman, Michal
Peretz, Daniel
Samuelson, Larry
author_facet Dütting, Paul
Feldman, Michal
Peretz, Daniel
Samuelson, Larry
contents 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 ambiguous contract, and this gain can be arbitrarily high. We characterize the structure of optimal ambiguous contracts, showing that ambiguity drives optimal contracts towards simplicity. We also provide a characterization of ambiguity-proof classes of contracts, where the principal cannot gain by infusing ambiguity. Finally, we show that when the agent can engage in mixed actions, the advantages of ambiguous contracts disappear.
format Preprint
id arxiv_https___arxiv_org_abs_2302_07621
institution arXiv
publishDate 2023
record_format arxiv
spellingShingle Ambiguous Contracts
Dütting, Paul
Feldman, Michal
Peretz, Daniel
Samuelson, Larry
Computer Science and Game Theory
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 ambiguous contract, and this gain can be arbitrarily high. We characterize the structure of optimal ambiguous contracts, showing that ambiguity drives optimal contracts towards simplicity. We also provide a characterization of ambiguity-proof classes of contracts, where the principal cannot gain by infusing ambiguity. Finally, we show that when the agent can engage in mixed actions, the advantages of ambiguous contracts disappear.
title Ambiguous Contracts
topic Computer Science and Game Theory
url https://arxiv.org/abs/2302.07621