Random Horizon Principal-Agent Problems (Q5037495): Difference between revisions

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+Yi-Qing Lin
@@ Property / author: Yi-Qing Lin / rank @@
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+MaRDI publication profile
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+.10982
@@ Property / arXiv ID: 2002.10982 / rank @@
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@@ Property / cites work @@
+Existence of Optimal Strategies Based on Specified Information, for a Class of Stochastic Decision Problems
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+Existence of Optimal Stochastic Control Laws
@@ Property / cites work: Existence of Optimal Stochastic Control Laws / rank @@
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+Dynamic programming approach to principal-agent problems
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+Principal-Agent Problems with Exit Options
@@ Property / cites work: Principal-Agent Problems with Exit Options / rank @@
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+Contract theory in continuous-time models
@@ Property / cites work: Contract theory in continuous-time models / rank @@
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+Backward Stochastic Differential Equations in Finance
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+Aggregation and Linearity in the Provision of Intertemporal Incentives
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+On pathwise stochastic integration
@@ Property / cites work: On pathwise stochastic integration / rank @@
+Normal rank
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+Q4002114
@@ Property / cites work: Q4002114 / rank @@
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+Second order backward SDE with random terminal time
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+Backward stochastic PDEs related to the utility maximization problem
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+Pathwise construction of stochastic integrals
@@ Property / cites work: Pathwise construction of stochastic integrals / rank @@
+Normal rank
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+Stochastic control for a class of nonlinear kernels and applications
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+An Overview of Viscosity Solutions of Path-Dependent PDEs
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+BSDE<scp>s</scp> with a random terminal time driven by a monotone generator and their links with PDE<scp>s</scp>
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+A Continuous-Time Version of the Principal–Agent Problem
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+Wellposedness of second order backward SDEs
@@ Property / cites work: Wellposedness of second order backward SDEs / rank @@
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