A dynamic principal-agent problem as a feedback Stackelberg differential game
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Publication:627774
DOI10.1007/S10100-010-0172-5zbMATH Open1206.91009OpenAlexW2088809341MaRDI QIDQ627774FDOQ627774
Authors: Ngo Van Long, Gerhard Sorger 
Publication date: 3 March 2011
Published in: CEJOR. Central European Journal of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10100-010-0172-5
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Cites Work
- Dynamic noncooperative game theory
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- Microeconomic theory
- On the multiplicity of efficiency-inducing tax rules
- A Continuous-Time Version of the Principal–Agent Problem
- Aggregation and Linearity in the Provision of Intertemporal Incentives
- The first-order approach to the continuous-time principal-agent problem with exponential utility
- The Inverse Optimal Problem: A Dynamic Programming Approach
- Noncooperative solutions for a differential game model of fishery
Cited In (9)
- A principal-agent problem in continuous time
- Necessary optimality conditions for optimal control problems with equilibrium constraints
- Welfare implications of leadership in a resource market under bilateral monopoly
- Intrinsic comparative dynamics of locally differentiable feedback Stackelberg equilibria
- Editorial: ``In Honor of Gustav Feichtinger
- Asymptotic efficiency in dynamic principal-agent problems
- OPTIMAL TARIFFS ON EXHAUSTIBLE RESOURCES: THE CASE OF QUANTITY-SETTING
- Rational noncooperative strategic exploitation of species in a predator-prey ecosystem with random disturbances
- Uncertain agency models with multi-dimensional incomplete information based on confidence level
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