Analysis of a Dynamic Adverse Selection Model with Asymptotic Efficiency

DOI10.1287/MOOR.1120.0541zbMath1297.91032OpenAlexW2129609715MaRDI QIDQ2925340

Hao Zhang

Publication date: 21 October 2014

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/moor.1120.0541

zbMATH Keywords

Markov decision processesprincipal-agent modelcomputational geometrydynamic adverse selection

Mathematics Subject Classification ID

Combinatorial optimization (90C27) Dynamic programming (90C39) Markov and semi-Markov decision processes (90C40) Dynamic games (91A25)

Related Items (1)

Multiagent Mechanism Design Without Money

Cites Work

• Multi-period contracts between principal and agent with adverse selection
• Dynamic contracting with persistent shocks
• A recursive formulation for repeated agency with history dependence
• Dynamic mechanism design with hidden income and hidden actions
• A simple status quo that ensures participation (with application to efficient bargaining)
• Dynamic Supplier Contracts Under Asymmetric Inventory Information
• A Dynamic Principal-Agent Model with Hidden Information: Sequential Optimality Through Truthful State Revelation
• Toward a Theory of Discounted Repeated Games with Imperfect Monitoring
• Numerical Methods for Delay Differential Equations
• Computing Supergame Equilibria
• Dynamic games with hidden actions and hidden states

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