A solvable time-inconsistent principal-agent problem
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Cites work
- scientific article; zbMATH DE number 3531161 (Why is no real title available?)
- scientific article; zbMATH DE number 1325009 (Why is no real title available?)
- A solvable continuous time dynamic principal-agent model
- Aggregation and Linearity in the Provision of Intertemporal Incentives
- Choice and procrastination
- Contract theory in continuous-time models
- Contracting with Diversely Naive Agents
- Contracting with a naïve time-inconsistent agent: to exploit or not to exploit?
- Deterministic time-inconsistent optimal control problems -- an essentially cooperative approach
- Dynamic contracts when the agent's quality is unknown
- Golden Eggs and Hyperbolic Discounting
- Legendre transform-dual solution for a class of investment and consumption problems with HARA utility
- Necessary and sufficient conditions in the problem of optimal investment in incomplete markets
- On optimal sharing rules in discrete- and continuous-time principal-agent problems with exponential utility
- Optimal compensation with hidden action and lump-sum payment in a continuous-time model
- Optimal consumption-investment strategy under the vasicek model: HARA utility and Legendre transform
- Optimal contracts in continuous-time models
- Optimal investment strategies for the HARA utility under the constant elasticity of variance model
- Persistent private information
- Stochastic optimal control of DC pension funds
- 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
- Turnpike property and convergence rate for an investment model with general utility functions
Cited in
(6)- Time inconsistent resource conservation contracts
- Time-inconsistent contract theory
- An analytically solvable principal-agent model
- A solvable continuous time dynamic principal-agent model
- Contracting with a naïve time-inconsistent agent: to exploit or not to exploit?
- The Multiperiod Principal-Agent Problem
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