Contracting Theory with Competitive Interacting Agents

DOI10.1137/17M1121202zbMath1411.91354arXiv1605.08099OpenAlexW2402179957WikidataQ128203396 ScholiaQ128203396MaRDI QIDQ4631456

Dylan Possamaï, Romuald Elie

Publication date: 29 March 2019

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1605.08099

zbMATH Keywords

competitionNash equilibriummoral hazardrelative performancemultidimensional quadratic BSDEsprincipal multiagents problems

Mathematics Subject Classification ID

Related Items (16)

Relative performance evaluation for dynamic contracts in a large competitive market ⋮ Pollution Regulation for Electricity Generators in a Transmission Network ⋮ Mean–field moral hazard for optimal energy demand response management ⋮ A Mean Field Competition ⋮ On quadratic multidimensional type-I BSVIEs, infinite families of BSDEs and their applications ⋮ Principal-agent problem with multiple principals ⋮ Continuous-time incentives in hierarchies ⋮ Optimal Brokerage Contracts in Almgren–Chriss Model with Multiple Clients ⋮ An exit contract optimization problem ⋮ A stability approach for solving multidimensional quadratic BSDEs ⋮ Existence and uniqueness results for BSDE with jumps: the whole nine yards ⋮ Optimal R\&D investment strategy of pollution abatement and incentive mechanism design under asymmetric information ⋮ A Tale of a Principal and Many, Many Agents ⋮ Optimal Make-Take Fees in a Multi Market-Maker Environment ⋮ Optimal contracts for agents with adverse selection ⋮ A PRINCIPAL–AGENT APPROACH TO CAPACITY REMUNERATION MECHANISMS

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