Computing optimal incentives via bilevel programming
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Publication:4836754
DOI10.1080/02331939508844061zbMATH Open0821.90149OpenAlexW1976653377MaRDI QIDQ4836754FDOQ4836754
Authors: Stephan Dempe 
Publication date: 21 June 1995
Published in: Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331939508844061
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Sensitivity, stability, parametric optimization (90C31) Hierarchical games (including Stackelberg games) (91A65)
Cites Work
- Introduction to sensitivity and stability analysis in nonlinear programming
- Convex two-level optimization
- Directional Derivatives for Extremal-Value Functions with Applications to the Completely Convex Case
- Countervailing incentives in agency problems
- Minimization of Locally Lipschitzian Functions
- Title not available (Why is that?)
- A necessary and a sufficient optimality condition for bilevel programming problems
- A necessary and sufficient regularity condition to have bounded multipliers in nonconvex programming
- Directional differentiability of optimal solutions under Slater's condition
- Existence of optimal solutions to mathematical programs with equilibrium constraints
- Entrepreneurial Ability, Venture Investments, and Risk Sharing
- Double penalty method for bilevel optimization problems
Cited In (9)
- Application of multi-objective programming in the research of agent incentive
- Globally convergent homotopy algorithm for solving the KKT systems to the principal-agent bilevel programming
- A modified homotopy method for solving the principal-agent bilevel programming problem
- Quasidifferntiability of optimal solutions in parametric optimal solutions in parametric nonlinear optimization
- A method for solving principal-agent problems via the satisfactory degree of bilevel programming problem
- Bilevel optimization: theory, algorithms, applications and a bibliography
- Bilevel convex programming models
- Solving nonlinear principal-agent problems using bilevel programming
- Sample average approximation for the continuous type principal-agent problem
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