Sample average approximation for the continuous type principal-agent problem
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Publication:1719641
DOI10.1016/j.ejor.2018.12.032zbMath1430.90447OpenAlexW2906033540MaRDI QIDQ1719641
Publication date: 11 February 2019
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2018.12.032
Hierarchical games (including Stackelberg games) (91A65) Stochastic programming (90C15) Microeconomic theory (price theory and economic markets) (91B24) Economics of information (91B44)
Related Items (3)
Robustness and approximation for the linear contract design ⋮ A Bayesian approach to continuous type principal-agent problems ⋮ Principal-agent problem under the linear contract
Uses Software
Cites Work
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