Dynamic costs and moral hazard: a duality-based approach
From MaRDI portal
Publication:337786
DOI10.1016/j.jet.2016.08.002zbMath1371.91121OpenAlexW3125348391MaRDI QIDQ337786
Publication date: 3 November 2016
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jet.2016.08.002
Related Items
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- On the first-order approach in principal-agent models with hidden borrowing and lending
- Repeated moral hazard with persistence
- Convex analysis and nonlinear optimization. Theory and examples.
- Renegotiation-proof contract in repeated agency
- A solvable continuous time dynamic principal-agent model
- Short-term contracts and long-term agency relationships
- Duality in infinite dimensional linear programming
- The Lagrange approach to infinite linear programs
- A recursive formulation for repeated agency with history dependence
- Inverse optimization in countably infinite linear programs
- Repeated moral hazard and recursive Lagrangeans
- Persistent Private Information
- Learning, Termination, and Payout Policy in Dynamic Incentive Contracts
- Repeated Moral Hazard
- On Repeated Moral Hazard with Discounting
- Information and Timing in Repeated Partnerships
- An Introductory Approach to Duality in Optimal Stochastic Control
- Approximation Schemes for Infinite Linear Programs
- Managerial Incentive Problems: A Dynamic Perspective
- Contracting with Imperfect Commitment and the Revelation Principle: The Single Agent Case
- Optimal Contracts for Experimentation
- Piece Rates, Fixed Wages and Incentives: Evidence from a Field Experiment
- Recursive Contracts
- Duality Theory for Infinite Horizon Convex Models
