A two-dimensional control problem arising from dynamic contracting theory
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Publication:1711718
DOI10.1007/s00780-018-0376-4zbMath1501.91176OpenAlexW2796334435WikidataQ128971181 ScholiaQ128971181MaRDI QIDQ1711718
Jean-Paul Décamps, Stéphane Villeneuve
Publication date: 18 January 2019
Published in: Finance and Stochastics (Search for Journal in Brave)
Full work available at URL: http://publications.ut-capitole.fr/26294/1/two_dimensional.pdf
Optimal stochastic control (93E20) Corporate finance (dividends, real options, etc.) (91G50) Contract theory (moral hazard, adverse selection) (91B41) Principal-agent models (91B43)
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Cites Work
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