Adjustment of an affine contract with a fixed-point iteration

DOI10.1007/s10957-008-9465-4zbMath1159.91304OpenAlexW1995006450MaRDI QIDQ1016421

Harri Ehtamo, Mitri Kitti

Publication date: 5 May 2009

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10957-008-9465-4

zbMATH Keywords

convergencefixed-point iterationcontractsprincipal-agent problems

Mathematics Subject Classification ID

2-person games (91A05)

Related Items (2)

Convergence of iterative tâtonnement without price normalization ⋮ An adjustment scheme for nonlinear pricing problem with two buyers

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Credibility of incentive equilibrium strategies in linear-state differential games
• Analysis of the constraint proposal method for two-party negotiations
• An adjustment scheme for nonlinear pricing problem with two buyers
• Incentive strategies and equilibria for dynamic games with delayed information
• A control-theoretic view on incentives
• Exchange processes with price adjustment
• A dynamic Stackelberg model with production-adjustment costs
• Channel coordination over time: Incentive equilibria and credibility
• A cooperative incentive equilibrium for a resource management problem
• Generating Pareto Solutions in a Two-Party Setting: Constraint Proposal Methods
• On the Stability of the Competitive Equilibrium, II
• Affine Incentive Schemes for Stochastic Systems with Dynamic Information
• Multi-Product Quantity-Dependent Prices and Profitability Constraints
• Convex Analysis

This page was built for publication: Adjustment of an affine contract with a fixed-point iteration