Optimal contracts in continuous-time models
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Cites work
- scientific article; zbMATH DE number 1325009 (Why is no real title available?)
- scientific article; zbMATH DE number 3281211 (Why is no real title available?)
- Aggregation and Linearity in the Provision of Intertemporal Incentives
- Asymptotic efficiency in dynamic principal-agent problems
- Efficient and equilibrium allocations with stochastic differential utility
- Efficient intertemporal allocations with recursive utility.
- Forward-backward stochastic differential equations and their applications
- Fully Coupled Forward-Backward Stochastic Differential Equations and Applications to Optimal Control
- Optimal portfolio delegation when parties have different coefficients of risk aversion
- Optimal risk-sharing with effort and project choice
- Solution of forward-backward stochastic differential equations
- The first-best sharing rule in the continuous-time principal-agent problem with exponential utility
Cited in
(46)- Robust Contracts in Continuous Time
- Contract theory in continuous-time models
- A class of optimal control problems of forward-backward systems with input constraint
- Optimal compensation with hidden action and lump-sum payment in a continuous-time model
- Agent's optimal compensation under inflation risk by using dynamic contract model
- Risk-sharing and optimal contracts with large exogenous risks
- A mathematical treatment of bank monitoring incentives
- Delegated dynamic portfolio management under mean-variance preferences
- A Continuous-Time Version of the Principal–Agent Problem
- A variational approach to contracting under imperfect observations
- Optimal contracts
- An exit contract optimization problem
- Scale effects in dynamic contracting
- Asset pricing under optimal contracts
- Stochastic control methods for the problem of optimal compensation of executives
- A continuous-time analysis of optimal restructuring of contracts with costly information disclosure
- Necessary and sufficient optimality conditions for relaxed and strict control of forward-backward doubly SDEs with jumps under full and partial information
- Optimal risk-sharing with effort and project choice
- Necessary conditions for optimal control of forward-backward stochastic systems with random jumps
- Optimal and robust contracts for a risk-constrained principal
- Learning approximately optimal contracts
- Implementation of optimal contracts under adverse selection
- Contracting theory with competitive interacting agents
- scientific article; zbMATH DE number 7295776 (Why is no real title available?)
- Optimal contracting with effort and misvaluation
- Moral hazard under ambiguity
- Book Review: Contract theory in continuous-time models
- A solvable time-inconsistent principal-agent problem
- Principal-Agent Problems with Exit Options
- Optimal compensation with adverse selection and dynamic actions
- A two-dimensional control problem arising from dynamic contracting theory
- Existence of optimal controls for systems of controlled forward-backward doubly SDEs
- Optimal contracts in portfolio delegation
- scientific article; zbMATH DE number 7366626 (Why is no real title available?)
- Stochastic linear quadratic Stackelberg differential game with overlapping information
- Optimal Brokerage Contracts in Almgren–Chriss Model with Multiple Clients
- Linear - quadratic optimal control and nonzero-sum differential game of forward-backward stochastic system
- Portfolio selection of a closed-end mutual fund
- Continuous-time incentives in hierarchies
- Existence and characterization of optimal employment contracts on a continuous state space
- The role of boundary solutions in principal-agent problems of the Holmström-Milgrom type
- The first-order approach to the continuous-time principal-agent problem with exponential utility
- Gaussian agency problems with memory and linear contracts
- Recursive stochastic \(H_{2}/H_{\infty}\) control problem for delay systems involving continuous and impulse controls
- Optimality of linearity with collusion and renegotiation
- Optimal contract for a fund manager with capital injections and endogenous trading constraints
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