On the dynamic programming approach to incentive constraint problems

DOI10.1007/978-3-319-75169-6_5MaRDI QIDQ4690903zbMATH OpenOpenAlexFDO

Authors Roberto Monte, Maria Elisabetta Tessitore, Fausto Gozzi

Publication date 23 October 2018

Published in Lecture Notes in Economics and Mathematical Systems (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/2108/218499

zbMATH Keywords

infinite horizon optimal controldiscrete time deterministic dynamic optimization

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20)

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Cites work

• An incentive problem in the dynamic theory of banking.
• Contract theory in continuous-time models
• Dynamic mechanism design: a Myersonian approach
• Dynamic programming solution of incentive constrained problems
• Incentive compatibility constraints and dynamic programming in continuous time
• Lagrange multipliers in incentive-constrained problems
• Toward a Theory of Discounted Repeated Games with Imperfect Monitoring

Cited in

(8)

• On dynamic programming equations for utility indifference pricing under delta constraints
• scientific article; zbMATH DE number 27323 (Why is no real title available?)
• Managerial Incentive Problems: A Dynamic Perspective
• Overcoming Incentive Constraints by Linking Decisions
• Incentive compatibility constraints and dynamic programming in continuous time
• scientific article; zbMATH DE number 1927296 (Why is no real title available?)
• scientific article; zbMATH DE number 3993287 (Why is no real title available?)
• scientific article; zbMATH DE number 4089269 (Why is no real title available?)

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