Sample average approximation for the continuous type principal-agent problem
From MaRDI portal
Publication:1719641
DOI10.1016/J.EJOR.2018.12.032zbMath1430.90447OpenAlexW2906033540WikidataQ128671626 ScholiaQ128671626MaRDI QIDQ1719641
Publication date: 11 February 2019
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2018.12.032
Hierarchical games (including Stackelberg games) (91A65) Stochastic programming (90C15) Microeconomic theory (price theory and economic markets) (91B24) Economics of information (91B44)
Related Items (3)
Robustness and approximation for the linear contract design ⋮ A Bayesian approach to continuous type principal-agent problems ⋮ Principal-agent problem under the linear contract
Uses Software
Cites Work
- The resource allocation problem for demand forecasting and performance measurement
- Contracting with asymmetric demand information in supply chains
- An adjustment scheme for nonlinear pricing problem with two buyers
- A principal-agent problem with heterogeneous demand distributions for a carbon capture and storage system
- Group-buying and channel coordination under asymmetric information
- Optimal design of uptime-guarantee contracts under IGFR valuations and convex costs
- Controlling for supplier switching in the presence of real options and asymmetric information
- Solving nonlinear principal-agent problems using bilevel programming
- On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming
- Assessing solution quality in stochastic programs
- Lectures on Stochastic Programming
- A Polynomial Optimization Approach to Principal-Agent Problems
- Computing optimal incentives via bilevel programming
- Fixed-Width Sequential Stopping Rules for a Class of Stochastic Programs
- Pyomo -- optimization modeling in Python
This page was built for publication: Sample average approximation for the continuous type principal-agent problem
