A Dynamic Principal-Agent Model with Hidden Information: Sequential Optimality Through Truthful State Revelation

DOI10.1287/OPRE.1070.0451MaRDI QIDQ3392201zbMATH OpenOpenAlexFDO

Authors Hao Zhang, Stefanos A. Zenios

Publication date 13 August 2009

Published in Operations Research (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/f9516cd37c5405927ed8bfbcc3aa9af879c3f3bf

Mathematics Subject Classification ID

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

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• Modeling secrecy and deception in a multiple-period attacker-defender signaling game
• Ambiguous partially observable Markov decision processes: structural results and applications
• Inverse optimization with noisy data
• Analysis of a dynamic adverse selection model with asymptotic efficiency
• The effect of information asymmetry on ordering and capacity decisions in supply chains
• Timing of information in agency problems with hidden actions
• Long-term partnership for achieving efficient capacity allocation
• Technical note: Nonlinear pricing competition with private capacity information
• Uncertainty, risk, and the efficiencies of the principal and the agent: a chance constrained data envelopment analysis approach

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