Optimal compensation with hidden action and lump-sum payment in a continuous-time model (Q2391249): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
ReferenceBot (talk | contribs)
Changed an Item
 
(2 intermediate revisions by 2 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2138209183 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal cartel equilibria with imperfect monitoring / rank
 
Normal rank
Property / cites work
 
Property / cites work: Toward a Theory of Discounted Repeated Games with Imperfect Monitoring / rank
 
Normal rank
Property / cites work
 
Property / cites work: Dynamic Security Design: Convergence to Continuous Time and Asset Pricing Implications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Dynamic Programming Conditions for Partially Observable Stochastic Systems / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the variational principle / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic differential equations for the non linear filtering problem / rank
 
Normal rank
Property / cites work
 
Property / cites work: Discrete-Time Approximations of the Holmstrom-Milgrom Brownian-Motion Model of Intertemporal Incentive Provision / rank
 
Normal rank
Property / cites work
 
Property / cites work: Aggregation and Linearity in the Provision of Intertemporal Incentives / rank
 
Normal rank
Property / cites work
 
Property / cites work: MUTUAL FUND PORTFOLIO CHOICE IN THE PRESENCE OF DYNAMIC FLOWS / rank
 
Normal rank
Property / cites work
 
Property / cites work: Forward-backward stochastic differential equations and their applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4108109 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The first-best sharing rule in the continuous-time principal-agent problem with exponential utility / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic efficiency in dynamic principal-agent problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Computing Multi-Period, Information-Constrained Optima / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Continuous-Time Version of the Principal–Agent Problem / rank
 
Normal rank
Property / cites work
 
Property / cites work: The first-order approach to the continuous-time principal-agent problem with exponential utility / rank
 
Normal rank
Property / cites work
 
Property / cites work: On Repeated Moral Hazard with Discounting / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4255599 / rank
 
Normal rank

Latest revision as of 20:33, 1 July 2024

scientific article
Language Label Description Also known as
English
Optimal compensation with hidden action and lump-sum payment in a continuous-time model
scientific article

    Statements

    Optimal compensation with hidden action and lump-sum payment in a continuous-time model (English)
    0 references
    0 references
    0 references
    0 references
    24 July 2009
    0 references
    0 references
    hidden action
    0 references
    moral hazard
    0 references
    second-best optimal contracts and incentives
    0 references
    principal-agent problems
    0 references
    stochastic maximum principle
    0 references
    forward-backward SDEs
    0 references
    0 references