Finite-State Contract Theory with a Principal and a Field of Agents
利用平均场博弈的弱形式概率分析，研究一位委托人面对大量相互影响的代理人时的最优合约设计，并给出数值示例应用于疫情控制。
We use the recently developed probabilistic analysis of mean field games with finitely many states in the weak formulation to set up a principal/agent contract theory model where the principal faces a large population of agents interacting in a mean field manner. We reduce the problem to the optimal control of dynamics of the McKean-Vlasov type, and we solve this problem explicitly for a class of models with concave rewards. The paper concludes with a numerical example demonstrating the power of the results when applied to an example of epidemic containment. This paper was accepted by Baris Ata, stochastic models and simulation.