A duality and free boundary approach to adverse selection
DOI10.1142/S0218202524500507MaRDI QIDQ6669906FDOQ6669906
Authors: Robert J. McCann, Kelvin Shuangjian Zhang 
Publication date: 22 January 2025
Published in: M\(^3\)AS. Mathematical Models \& Methods in Applied Sciences (Search for Journal in Brave)
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bunchingbilevel optimizationfree boundaryadverse selectionasymmetric informationstrong dualityprincipal-agent problemmultidimensional screeningmonopolist nonlinear pricingRochet-Choné
Optimal transportation (49Q22) Management decision making, including multiple objectives (90B50) Free boundary problems for PDEs (35R35) Optimality conditions for solutions belonging to restricted classes (Lipschitz controls, bang-bang controls, etc.) (49K30) Microeconomic theory (price theory and economic markets) (91B24) Duality theory (optimization) (49N15) Heterogeneous agent models (91B69) Contract theory (moral hazard, adverse selection) (91B41) Principal-agent models (91B43)
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