A variational approach to contracting under imperfect observations
DOI10.1137/110859075zbMATH Open1255.91445OpenAlexW2078324661MaRDI QIDQ4902228FDOQ4902228
Authors: Agostino Capponi, Jakša Cvitanić, Türkay Yolcu 
Publication date: 25 January 2013
Published in: SIAM Journal on Financial Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/110859075
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Statistical methods; risk measures (91G70) Financial applications of other theories (91G80) Optimal stochastic control (93E20) Optimality conditions for free problems in two or more independent variables (49K10)
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- Dynamic contracting: accidents lead to nonlinear contracts
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- Optimal contracting with effort and misvaluation
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- Learning approximately optimal contracts
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