Computing optimal incentives via bilevel programming

DOI10.1080/02331939508844061zbMath0821.90149OpenAlexW1976653377MaRDI QIDQ4836754

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

zbMATH Keywords

bilevel programmingprincipal-agency theory

Mathematics Subject Classification ID

Hierarchical games (including Stackelberg games) (91A65) Sensitivity, stability, parametric optimization (90C31)

Related Items (5)

Quasidifferntiability of optimal solutions in parametric optimal solutions in parametric nonlinear optimization ⋮ Sample average approximation for the continuous type principal-agent problem ⋮ Bilevel convex programming models ⋮ Bilevel Optimization: Theory, Algorithms, Applications and a Bibliography ⋮ Solving nonlinear principal-agent problems using bilevel programming

Cites Work

• Unnamed Item
• Introduction to sensitivity and stability analysis in nonlinear programming
• Existence of optimal solutions to mathematical programs with equilibrium constraints
• Convex two-level optimization
• Double penalty method for bilevel optimization problems
• Countervailing incentives in agency problems
• Directional differentiability of optimal solutions under Slater's condition
• Entrepreneurial Ability, Venture Investments, and Risk Sharing
• Minimization of Locally Lipschitzian Functions
• A necessary and sufficient regularity condition to have bounded multipliers in nonconvex programming
• A necessary and a sufficient optimality condition for bilevel programming problems
• Directional Derivatives for Extremal-Value Functions with Applications to the Completely Convex Case

This page was built for publication: Computing optimal incentives via bilevel programming