Computing optimal incentives via bilevel programming

DOI10.1080/02331939508844061MaRDI QIDQ4836754zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

bilevel programmingprincipal-agency theory

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 432976 (Why is no real title available?)
• A necessary and a sufficient optimality condition for bilevel programming problems
• A necessary and sufficient regularity condition to have bounded multipliers in nonconvex programming
• Convex two-level optimization
• Countervailing incentives in agency problems
• Directional Derivatives for Extremal-Value Functions with Applications to the Completely Convex Case
• Directional differentiability of optimal solutions under Slater's condition
• Double penalty method for bilevel optimization problems
• Entrepreneurial Ability, Venture Investments, and Risk Sharing
• Existence of optimal solutions to mathematical programs with equilibrium constraints
• Introduction to sensitivity and stability analysis in nonlinear programming
• Minimization of Locally Lipschitzian Functions

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
• A method for solving principal-agent problems via the satisfactory degree of bilevel programming problem
• Quasidifferntiability of optimal solutions in parametric optimal solutions in parametric nonlinear optimization
• 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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