The first-order approach to the continuous-time principal-agent problem with exponential utility (Q1317329): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set OpenAlex properties. |
||
| (One intermediate revision by one other user not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1006/jeth.1993.1072 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2049770619 / rank | |||
Normal rank | |||
Latest revision as of 00:06, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The first-order approach to the continuous-time principal-agent problem with exponential utility |
scientific article |
Statements
The first-order approach to the continuous-time principal-agent problem with exponential utility (English)
0 references
23 June 1994
0 references
principal-agent problems
0 references
moral hazard
0 references
continuous-time/dynamic setting
0 references
exponential utility
0 references
semi-martingale representation of the agent's salary
0 references
necessary and sufficient conditions for optimality
0 references
