Dynamic programming solution of incentive constrained problems
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Publication:1382004
DOI10.1006/JETH.1997.2371zbMATH Open0895.90043OpenAlexW1988563316MaRDI QIDQ1382004FDOQ1382004
Publication date: 1 April 1998
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: https://pure.uvt.nl/portal/en/publications/dynamic-programming-solution-of-incentive-constrained-problems(b20033b8-c2e3-498b-a370-20be24ef0b07).html
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Cited In (14)
- CREDIT RATIONING, RISK AVERSION, AND INDUSTRIAL EVOLUTION IN DEVELOPING COUNTRIES
- Stationary Markovian equilibrium in altruistic stochastic OLG models with limited commitment
- Overcoming Incentive Constraints by Linking Decisions
- Incentive compatibility constraints and dynamic programming in continuous time
- Preface: Special issue on dynamic games in macroeconomics
- Ruling out multiplicity of smooth equilibria in dynamic games: a hyperbolic discounting example
- On non-existence of Markov equilibria in competitive-market economies
- Optimal dynamic risk sharing when enforcement is a decision variable
- A constructive geometrical approach to the uniqueness of Markov stationary equilibrium in stochastic games of intergenerational altruism
- Employment Fluctuations with Downward Wage Rigidity: The Role of Moral Hazard*
- Convex dynamic programming with (bounded) recursive utility
- Title not available (Why is that?)
- A Negishi approach to recursive contracts
- On the Dynamic Programming Approach to Incentive Constraint Problems
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