In this presentation, I will address a continuous-time principal-agent problem featuring multiple lump-sum payments (contracts) scheduled at predetermined times. Using the methodology introduced by Cvitanić, Possamaï, and Touzi, we reformulate the non-zero-sum Stackelberg game between the principal and the agent as a standard stochastic optimal control problem. We establish that the principal's value function is the unique viscosity solution of sequential constrained Hamilton-Jacobi-Bellman (HJB) equations. Subsequently, we apply this framework to a benchmark model to investigate the impact of various factors, such as payment frequency, payment distribution, discount rates, and the agent's reservation utility, on the principal's value. This work is a collaboration with Guillermo Alvarez, Erhan Bayraktar, and Ibrahim Ekren.