A PRINCIPAL–AGENT APPROACH TO CAPACITY REMUNERATION MECHANISMS

DOI10.1142/S0219024920500521zbMath1457.91227arXiv1911.12623OpenAlexW3101567994MaRDI QIDQ5854322

Clémence Alasseur, Heythem Farhat, Marcelo Saguan

Publication date: 16 March 2021

Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1911.12623

zbMATH Keywords

contract theoryprincipal-agent problemcapacities marketcapacity remuneration mechanism

Mathematics Subject Classification ID

Contract theory (moral hazard, adverse selection) (91B41) Principal-agent models (91B43)

Related Items (2)

Principal-agent problem with multiple principals ⋮ Continuous-time incentives in hierarchies

Cites Work

• Unnamed Item
• Unnamed Item
• Capacity market design options: a dynamic capacity investment model and a GB case study
• Optimal stochastic control, stochastic target problems, and backward SDE.
• Contract theory in continuous-time models
• Quadratic BSDEs with convex generators and unbounded terminal conditions
• Hedging contingent claims with constrained portfolios
• Dynamic programming approach to principal-agent problems
• A Continuous-Time Version of the Principal–Agent Problem
• A STRUCTURAL RISK-NEUTRAL MODEL OF ELECTRICITY PRICES
• Aggregation and Linearity in the Provision of Intertemporal Incentives
• Contracting Theory with Competitive Interacting Agents

This page was built for publication: A PRINCIPAL–AGENT APPROACH TO CAPACITY REMUNERATION MECHANISMS