Optimal contract for the principal-agent under Knightian uncertainty
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Publication:2656889
DOI10.1007/S40305-020-00316-7zbMATH Open1474.91087OpenAlexW3115697111MaRDI QIDQ2656889FDOQ2656889
Authors: Kunlun Wang, Chen Fei, Weiyin Fei 
Publication date: 17 March 2021
Published in: Journal of the Operations Research Society of China (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s40305-020-00316-7
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Cites Work
- Ambiguity, Risk, and Asset Returns in Continuous Time
- Nonlinear expectations and stochastic calculus under uncertainty. With robust CLT and \(G\)-Brownian motion
- Games with Imperfectly Observable Actions in Continuous Time
- A Continuous-Time Version of the Principal–Agent Problem
- On Repeated Moral Hazard with Discounting
- Dynamic contracting with persistent shocks
- Optimal insurance under adverse selection and ambiguity aversion
- Optimal Portfolio Choice Based on α-MEU Under Ambiguity
- An optimal consumption-portfolio and retirement problem with disutility under Knightian uncertainty
- A complete representation theorem for \(G\)-martingales
- Termination of dynamic contracts in an equilibrium labor market model
- Theory, methods and meaning of nonlinear expectation theory
- Optimal contracting with effort and misvaluation
- Principal-agent problem with common agency without communication
Cited In (13)
- Optimal and robust contracts for a risk-constrained principal
- Knightian uncertainty and moral hazard
- A no-trade theorem under Knightian uncertainty with general preferences
- Agent's optimal compensation under inflation risk by using dynamic contract model
- A Complementarity Framework for Forward Contracting Under Uncertainty
- Public private partnerships contract under moral hazard and ambiguous information
- Contract theory in a VUCA world
- Research on investment incorporating both environmental performance and long (short) term financial performance of firms
- Principal-agent problem under mean-volatility joint fuzzy uncertainties
- On the existence of optimal contract mechanisms for incomplete information principal-agent models
- Title not available (Why is that?)
- An optimal insurance design problem under Knightian uncertainty
- Uncertainty, risk, and the efficiencies of the principal and the agent: a chance constrained data envelopment analysis approach
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