Public private partnerships contract under moral hazard and ambiguous information

DOI10.1142/S0219493723500314zbMath1528.91045OpenAlexW4368364213MaRDI QIDQ6051214

Mohammed Mnif, Unnamed Author

Publication date: 19 September 2023

Published in: Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219493723500314

zbMATH Keywords

optimal stoppingstochastic controlmoral hazardKnightian uncertaintyHamilton-Jacobi-Bellman variational inequalityHoward algorithmpublic private partnership

Mathematics Subject Classification ID

Variational inequalities (49J40) Contract theory (moral hazard, adverse selection) (91B41) Principal-agent models (91B43)

Cites Work

• Contract theory in continuous-time models
• Continuous-time stochastic control and optimization with financial applications
• Maxmin expected utility with non-unique prior
• Backwards SDE with random terminal time and applications to semilinear elliptic PDE
• Moral hazard under ambiguity
• Risk, Ambiguity, and the Savage Axioms
• A Continuous-Time Version of the Principal–Agent Problem
• Aggregation and Linearity in the Provision of Intertemporal Incentives
• Ambiguity, Risk, and Asset Returns in Continuous Time
• Optimal stopping contract for public private partnerships under moral hazard

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