OPTIMAL MULTI-AGENT PERFORMANCE MEASURES FOR TEAM CONTRACTS

DOI10.1111/J.1467-9965.2008.00352.XzbMath1214.91063OpenAlexW3125158802MaRDI QIDQ3005848

Gyoocheol Shim, Jaeyoung Sung, Hyeng Keun Koo

Publication date: 9 June 2011

Published in: Mathematical Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9965.2008.00352.x

zbMATH Keywords

performance measuremoral hazardcontractsprincipalcontinuous-time modelmartingale methodteammany agentsagent problem

Mathematics Subject Classification ID

Related Items (11)

A GENERAL EQUILIBRIUM MODEL OF A MULTIFIRM MORAL-HAZARD ECONOMY WITH FINANCIAL MARKETS ⋮ Principal-Agent Problem with Common Agency Without Communication ⋮ Optimal incentive contracts under relative income concerns ⋮ Mean–field moral hazard for optimal energy demand response management ⋮ A Mean Field Competition ⋮ Principal-agent problem with multiple principals ⋮ Continuous-time incentives in hierarchies ⋮ Optimality of linearity with collusion and renegotiation ⋮ Contracting Theory with Competitive Interacting Agents ⋮ LINKED RECURSIVE PREFERENCES AND OPTIMALITY ⋮ A Tale of a Principal and Many, Many Agents

Cites Work

• The first-best sharing rule in the continuous-time principal-agent problem with exponential utility
• The first-order approach to the continuous-time principal-agent problem with exponential utility
• Corporate insurance and managerial incentives
• Optimal Incentive Schemes with Many Agents

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