A dynamic principal-agent problem as a feedback Stackelberg differential game

DOI10.1007/S10100-010-0172-5MaRDI QIDQ627774zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

differential gamefeedback strategiesStackelberg equilibriumprincipal-agent model

Mathematics Subject Classification ID

Differential games (aspects of game theory) (91A23)

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Cites work

• scientific article; zbMATH DE number 1734466 (Why is no real title available?)
• A Continuous-Time Version of the Principal–Agent Problem
• Aggregation and Linearity in the Provision of Intertemporal Incentives
• Dynamic noncooperative game theory
• Microeconomic theory
• Noncooperative solutions for a differential game model of fishery
• On the multiplicity of efficiency-inducing tax rules
• The Inverse Optimal Problem: A Dynamic Programming Approach
• The first-order approach to the continuous-time principal-agent problem with exponential utility

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
• Uncertain agency models with multi-dimensional incomplete information based on confidence level
• Rational noncooperative strategic exploitation of species in a predator-prey ecosystem with random disturbances

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