Title
Restless Contracting
Author(s)
Can Urgun Can Urgun (Princeton University)
Abstract
I explore how a principal dynamically chooses among multiple agents to utilize for production. The principal chooses at most one agent to utilize in every period affecting the states of the agents. A utilized agent changes its state because it is utilized, but the nonutilized agents do not remain at rest: they also change their state. The analysis requires a novel methodological approach: the agency problem that the principal faces with each agent is shown to be an appropriately designed restless bandit, creating a multiarmed restless bandit. The optimal contract is characterized by an index rule for the restless bandit.
Creation Date
2021-04
Section URL ID
Paper Number
2021-88
URL
https://scholar.princeton.edu/sites/default/files/curgun/files/6bssyxyr_restlesscontractsgeneralmodelv1_edited_final.pdf
File Function
Jel
D21, D86, L14, L24
Keyword(s)
Relational Contracts, Restless Bandits, Dynamic Contracting
Suppress
false
Series
13