Optimal stopping contract for public private partnerships under moral hazard
DOI10.3934/fmf.2022007zbMath1519.91149arXiv1910.05538OpenAlexW2979564274MaRDI QIDQ6105371
Mohammed Mnif, Caroline Hillairet, Ishak Hajjej
Publication date: 26 June 2023
Published in: Frontiers of Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1910.05538
optimal stoppingstochastic controlmoral hazardHamilton-Jacobi-Bellman variational inequalityHoward algorithmpublic private partnership
Stopping times; optimal stopping problems; gambling theory (60G40) Contract theory (moral hazard, adverse selection) (91B41) Hamilton-Jacobi equations in optimal control and differential games (49L12)
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