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

DOI10.1287/OPRE.1070.0451zbMATH Open1167.91383OpenAlexW2131723452MaRDI QIDQ3392201FDOQ3392201

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

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Mathematics Subject Classification ID

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

Cited In (10)

• DEA models for two decision makers with conflicts: the principal-agent problem
• Modeling secrecy and deception in a multiple-period attacker-defender signaling game
• Ambiguous partially observable Markov decision processes: structural results and applications
• Analysis of a dynamic adverse selection model with asymptotic efficiency
• The effect of information asymmetry on ordering and capacity decisions in supply chains
• Long-Term Partnership for Achieving Efficient Capacity Allocation
• Technical Note—Nonlinear Pricing Competition with Private Capacity Information
• Timing of information in agency problems with hidden actions
• Inverse Optimization with Noisy Data
• Uncertainty, risk, and the efficiencies of the principal and the agent: a chance constrained data envelopment analysis approach

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