Pages that link to "Item:Q937467"
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The following pages link to Optimal contracts in continuous-time models (Q937467):
Displaying 16 items.
- Optimal contracts in portfolio delegation (Q317542) (← links)
- Necessary conditions for optimal control of forward-backward stochastic systems with random jumps (Q413924) (← links)
- A continuous-time analysis of optimal restructuring of contracts with costly information disclosure (Q436947) (← links)
- Existence of optimal controls for systems of controlled forward-backward doubly SDEs (Q778249) (← links)
- Delegated dynamic portfolio management under mean-variance preferences (Q955492) (← links)
- Moral hazard under ambiguity (Q1626505) (← links)
- A solvable time-inconsistent principal-agent problem (Q1727286) (← links)
- Portfolio selection of a closed-end mutual fund (Q1935935) (← links)
- Optimal risk-sharing with effort and project choice (Q2370508) (← links)
- Optimal compensation with adverse selection and dynamic actions (Q2459035) (← links)
- Necessary and sufficient optimality conditions for relaxed and strict control of forward-backward doubly SDEs with jumps under full and partial information (Q2661840) (← links)
- Recursive Stochastic<i>H</i><sub>2</sub>/<i>H</i><sub><i>∞</i></sub>Control Problem for Delay Systems Involving Continuous and Impulse Controls (Q2970913) (← links)
- Linear−quadratic optimal control and nonzero‐sum differential game of forward−backward stochastic system (Q5745691) (← links)
- Stochastic Linear Quadratic Stackelberg Differential Game with Overlapping Information (Q5854375) (← links)
- Risk-sharing and optimal contracts with large exogenous risks (Q6098176) (← links)
- A class of optimal control problems of forward-backward systems with input constraint (Q6145055) (← links)
