Random Horizon Principal-Agent Problems (Q5037495)

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scientific article; zbMATH DE number 7482155
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Random Horizon Principal-Agent Problems
scientific article; zbMATH DE number 7482155

    Statements

    title
    Random Horizon Principal-Agent Problems (English)
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    DOI
    10.1137/20M1321620
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    author
    Zhenjie Ren
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    Nizar Touzi
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    Junjian Yang
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    Yi-Qing Lin
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    publication date
    1 March 2022
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    Mathematics Subject Classification ID
    91B43
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    91B41
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    93E20
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    zbMATH DE Number
    7482155
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    zbMATH Keywords
    moral hazard
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    first best and second best contracting
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    second-order backward SDE
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    random horizon
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    arXiv ID
    2002.10982
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