On multiple-principal multiple-agent models of moral hazard
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Publication:844941
DOI10.1016/J.GEB.2009.07.010zbMATH Open1197.91135OpenAlexW3123874578MaRDI QIDQ844941FDOQ844941
Authors: Andrea Attar, Eloisa Campioni, Gwenaël Piaser, Uday Rajan 
Publication date: 5 February 2010
Published in: Games and Economic Behavior (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.geb.2009.07.010
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Cites Work
- Correlated Equilibrium as an Expression of Bayesian Rationality
- Optimal coordination mechanisms in generalized principal-agent problems
- A revelation principle for competing mechanisms
- The Revelation and Delegation Principles in Common Agency Games
- Strongly robust equilibrium and competing-mechanism games
Cited In (11)
- A GENERAL EQUILIBRIUM MODEL OF A MULTIFIRM MORAL-HAZARD ECONOMY WITH FINANCIAL MARKETS
- Principal-agent problem with multiple principals
- Strongly robust equilibrium and competing-mechanism games
- Moral hazard and renegotiation with multiple agents
- A penalty function method for the principal-agent problem with an infinite number of incentive-compatibility constraints under moral hazard
- Stopping agents from ``cheating
- Competing mechanism games of moral hazard: communication and robustness
- Using Trembling-Hand Perfection to Alleviate the Interlinked Principal-Agent Problem
- Principals competing for an agent in the presence of adverse selection and moral hazard
- Mechanism design of fashion virtual enterprise under monitoring strategy
- A simple forecasting mechanism for moral hazard settings
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