A general solution method for moral hazard problems

DOI10.3982/TE2167MaRDI QIDQ4612474zbMATH OpenWikidataFDO

Authors Rongzhu Ke, Christopher Thomas Ryan

Publication date 31 January 2019

Published in Theoretical Economics (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial 4.0 International

Full work available at URL https://doi.org/10.3982/TE2167

zbMATH Keywords

moral hazardprincipal-agentsolution method

Mathematics Subject Classification ID

Decision theory (91B06) Individual preferences (91B08)

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Cites work

• A general Lagrangian approach for non-concave moral hazard problems
• A unifying approach to incentive compatibility in moral hazard problems
• An Analysis of the Principal-Agent Problem
• Existence of optimal mechanisms in principal-agent problems
• Foundations of bilevel programming
• scientific article; zbMATH DE number 1818892 (Why is no real title available?)
• scientific article; zbMATH DE number 4029228 (Why is no real title available?)
• scientific article; zbMATH DE number 3356467 (Why is no real title available?)
• Information space conditions for the first-order approach in agency problems
• Justifying the First-Order Approach to Principal-Agent Problems
• Limited liability and incentive contracting with ex-ante action choices
• Monotonicity of optimal contracts without the first-order approach
• Moral hazard and the spanning condition without the first-order approach
• Moral hazard with bounded payments
• The First-Order Approach to Multi-Signal Principal-Agent Problems
• The First-Order Approach to Principal-Agent Problems
• The Theory of Moral Hazard and Unobservable Behaviour: Part I
• Two New Conditions Supporting the First-Order Approach to Multisignal Principal-Agent Problems

Cited in

(21)

• A general principal-agent setting with non-differentiable mechanisms: Some examples
• Mechanism design for general screening problems with moral hazard
• The general solution to the principal-agent problem with symmetric information under risk conditions.
• Dynamic programming approach to principal-agent problems
• Sample average approximation for the continuous type principal-agent problem
• Repeated moral hazard and recursive Lagrangeans
• Moral hazard with limited liability: random-variable formulation and optimal contract structures
• Simple contracts under observable and hidden actions
• On the generalized principal-agent problem: a comment
• Existence and monotonicity of solutions to moral hazard problems
• Characterizing optimal wages in principal-agent problems without using the first-order approach
• A GENERAL EQUILIBRIUM MODEL OF A MULTIFIRM MORAL-HAZARD ECONOMY WITH FINANCIAL MARKETS
• A polynomial optimization approach to principal-agent problems
• A unifying approach to incentive compatibility in moral hazard problems
• Moral hazard and the spanning condition without the first-order approach
• A general Lagrangian approach for non-concave moral hazard problems
• The general solution to the principal-agent problem with asymmetrical information under uncertainty and risk
• The existence of an optimal deterministic contract in moral hazard problems
• A dual approach to agency problems
• Flexible moral hazard problems
• A general method for the existence of an optimal deterministic contract in moral hazard problems

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