The Optimal Sample Complexity of Linear Contracts
Mikael Moller Hogsgaard
摘要
In this paper, we settle the problem of learning optimal linear contracts from data in the offline setting, where agent types are drawn from an unknown distribution and the principal's goal is to design a contract that maximizes her expected utility. Specifically, our analysis shows that the simple Empirical Utility Maximization (EUM) algorithm yields an -approximation of the optimal linear contract with probability at least , using just samples. This result improves upon previously known bounds and matches a lower bound from (Dütting et al., 2025) up to constant factors, thereby proving its optimality. Furthermore, our result establishes the stronger guarantee of uniform convergence: the empirical utility of every linear contract is a -approximation of its true expectation with probability at least , using the same optimal sample complexity.
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它引用的顶会 Paper11
- The Complexity of ContractsPaul Dütting, Tim Roughgarden, Inbal Talgam-CohenSODA 2020 · 被引用 26 次
- Learning Optimal Contracts: How to Exploit Small Action SpacesFrancesco Bacchiocchi, Matteo Castiglioni, Alberto Marchesi, Nicola GattiICLR 2024 · 被引用 21 次
- Incentivized Learning in Principal-Agent Bandit GamesAntoine Scheid, Daniil Tiapkin, Etienne Boursier, Aymeric Capitaine 等ICML 2024 · 被引用 17 次
- Optimal Common Contract with Heterogeneous AgentsShenke Xiao, Zihe Wang, Mengjing Chen, Pingzhong Tang 等AAAI 2020 · 被引用 14 次
- Multi-agent ContractsPaul Dütting, Tomer Ezra, Michal Feldman, Thomas KesselheimSTOC 2023 · 被引用 12 次
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