Distributional Robustness of Linear Contracts

Fuente: arXiv
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Main Author: Zuo, Shiliang
Format: Preprint
Published: 2026
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author Zuo, Shiliang
author_facet Zuo, Shiliang
contents Linear contracts are ubiquitous in practice, yet optimal contract theory often prescribes complex, nonlinear structures. We provide a distributional robustness justification for linear contracts. We study a principal-agent problem where the agent exerts costly effort across multiple tasks, generating a stochastic signal upon which the principal conditions payment. The principal faces distributional ambiguity: she knows the expected signal for each effort level, but not the full distribution. She seeks a contract maximizing her worst-case payoff over all distributions consistent with this partial knowledge. Our main result shows that linear contracts are optimal for such a principal. For any contract, there exists a linear contract achieving weakly higher worst-case payoff. The proof introduces the concavification approach built around the notion of self-inducing actions; these are actions where an affine contract simultaneously induces the action as optimal and supports the concave envelope of payments from above. We show that self-inducing actions always exist as maximizers of the gap between the concave envelope and agent's cost function. We extend these results to multi-party settings. In common agency with multiple principals, we show that affine contracts improve all principals' worst-case payoffs. In team production with multiple agents, we establish a complementary necessity result: if any agent's contract is non-affine, the unique ex-post robust equilibrium is zero effort. Finally, we show that homogeneous utility and cost functions yield tractable characterizations, enabling closed-form approximation ratios and a sharp boundary between computational tractability results.
format Preprint
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publishDate 2026
record_format arxiv
spellingShingle Distributional Robustness of Linear Contracts
Zuo, Shiliang
Computer Science and Game Theory
Linear contracts are ubiquitous in practice, yet optimal contract theory often prescribes complex, nonlinear structures. We provide a distributional robustness justification for linear contracts. We study a principal-agent problem where the agent exerts costly effort across multiple tasks, generating a stochastic signal upon which the principal conditions payment. The principal faces distributional ambiguity: she knows the expected signal for each effort level, but not the full distribution. She seeks a contract maximizing her worst-case payoff over all distributions consistent with this partial knowledge. Our main result shows that linear contracts are optimal for such a principal. For any contract, there exists a linear contract achieving weakly higher worst-case payoff. The proof introduces the concavification approach built around the notion of self-inducing actions; these are actions where an affine contract simultaneously induces the action as optimal and supports the concave envelope of payments from above. We show that self-inducing actions always exist as maximizers of the gap between the concave envelope and agent's cost function. We extend these results to multi-party settings. In common agency with multiple principals, we show that affine contracts improve all principals' worst-case payoffs. In team production with multiple agents, we establish a complementary necessity result: if any agent's contract is non-affine, the unique ex-post robust equilibrium is zero effort. Finally, we show that homogeneous utility and cost functions yield tractable characterizations, enabling closed-form approximation ratios and a sharp boundary between computational tractability results.
title Distributional Robustness of Linear Contracts
topic Computer Science and Game Theory
url https://arxiv.org/abs/2604.24732