Contract Theory in a VUCA World
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Publication:5232267
DOI10.1137/18M1184527;zbMath1422.91430arXiv1803.08951MaRDI QIDQ5232267
Nicolás Hernández Santibáñez, Thibaut Mastrolia
Publication date: 30 August 2019
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1803.08951
moral hazardprincipal-agentvolatility uncertaintystochastic Perron's methodHamilton-Jacobi-Bellman-Isaacs PDEssecond order BSDEs
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Governmental incentives for Green bonds investment ⋮ Zero-sum path-dependent stochastic differential games in weak formulation ⋮ Continuous-time incentives in hierarchies
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