In this talk I will present a principal-agent problem in continuous time with multiple lump-sum payments (contracts) paid at different deterministic times. Based on the approach introduced in Cvitanić-Possamai-Touzi, we reduce the non-zero sum Stackelberg game between the principal and agent to a standard stochastic optimal control problem. We apply our result to a benchmark model for which we investigate how different inputs (payment frequencies, payment distribution, discount factors, agent's reservation utility, renegotiation) affect the principal's value. This is a joint work with Erhan Bayraktar, Ibrahim Ekren, and Liwei Huang.