Principal-Agent Problem with Common Agency Without Communication

DOI10.1137/17M1133609zbMath1396.91377arXiv1706.02936OpenAlexW3125087777MaRDI QIDQ4579842

Zhenjie Ren, Thibaut Mastrolia

Publication date: 10 August 2018

Published in: SIAM Journal on Financial Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1706.02936

zbMATH Keywords

common agencymoral hazard modelssystem of HJB equations

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20)

Related Items

Optimal contract for the principal-agent under Knightian uncertainty, Optimal make–take fees for market making regulation, Principal-agent problem with multiple principals, An exit contract optimization problem

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