Solving an infinite horizon adverse selection model through finite policy graphs

DOI10.1287/OPRE.1120.1056MaRDI QIDQ3144401zbMATH OpenOpenAlexFDO

Authors Hao Zhang

Publication date 7 December 2012

Published in Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/opre.1120.1056

zbMATH Keywords

graphsadverse selectiondynamic principal-agent model

Mathematics Subject Classification ID

Dynamic programming (90C39) Markov and semi-Markov decision processes (90C40) Stochastic games, stochastic differential games (91A15)

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Cited in

(1)

• Multiagent mechanism design without money

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