Robust Contracting for Sequential Search

Fuente: arXiv
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Main Authors: Durandard, Théo, Vaidya, Udayan, Xu, Boli
Format: Preprint
Published: 2025
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author Durandard, Théo
Vaidya, Udayan
Xu, Boli
author_facet Durandard, Théo
Vaidya, Udayan
Xu, Boli
contents A principal contracts with an agent who sequentially searches over projects to generate a prize. The principal initially knows only one of the agent's available projects and evaluates a contract by its worst-case performance. We characterize the principal's robustly optimal contracts, which are all debt-like: the agent is only paid when the prize exceeds a threshold. Debt is optimal because it preserves the option value of continued exploration. Our characterization encompasses several common contract forms, including pure debt, debt-plus-equity, and capped-earnout debt. We identify settings in which each of these contracts is uniquely optimal.
format Preprint
id arxiv_https___arxiv_org_abs_2504_17948
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Robust Contracting for Sequential Search
Durandard, Théo
Vaidya, Udayan
Xu, Boli
Theoretical Economics
A principal contracts with an agent who sequentially searches over projects to generate a prize. The principal initially knows only one of the agent's available projects and evaluates a contract by its worst-case performance. We characterize the principal's robustly optimal contracts, which are all debt-like: the agent is only paid when the prize exceeds a threshold. Debt is optimal because it preserves the option value of continued exploration. Our characterization encompasses several common contract forms, including pure debt, debt-plus-equity, and capped-earnout debt. We identify settings in which each of these contracts is uniquely optimal.
title Robust Contracting for Sequential Search
topic Theoretical Economics
url https://arxiv.org/abs/2504.17948