A solvable continuous time dynamic principal-agent model
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Cites work
- scientific article; zbMATH DE number 3793150 (Why is no real title available?)
- scientific article; zbMATH DE number 1325009 (Why is no real title available?)
- A Continuous-Time Version of the Principal–Agent Problem
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- Business Cycle Accounting
- Conjugate convex functions in optimal stochastic control
- Duality Methods in the Control of Densities
- Dynamic managerial compensation: a variational approach
- Dynamic mechanism design with hidden income and hidden actions
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- Efficient allocations in dynamic private information economies with persistent shocks: a first-order approach
- Efficient allocations with hidden income and hidden storage
- Forward-backward stochastic differential equations and their applications
- Insurance and taxation over the life cycle
- Justifying the First-Order Approach to Principal-Agent Problems
- On Repeated Moral Hazard with Discounting
- Optimal cartel equilibria with imperfect monitoring
- Optimal compensation with hidden action and lump-sum payment in a continuous-time model
- Persistent private information
- Repeated principal-agent relationships with lending and borrowing
- Short-term contracts and long-term agency relationships
- Sufficient conditions of optimality for stochastic systems with controllable diffusions
- The First-Order Approach to Principal-Agent Problems
- The Theory of Moral Hazard and Unobservable Behaviour: Part I
- The first-order approach to the continuous-time principal-agent problem with exponential utility
- Toward a Theory of Discounted Repeated Games with Imperfect Monitoring
- Unemployment insurance with hidden savings
Cited in
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- Optimal insurance contracts for a shot-noise Cox claim process and persistent insured's actions
- Exact controllability for mean-field type linear game-based control systems
- Dynamic optimal contract under parameter uncertainty with risk-averse agent and principal
- A Continuous-Time Version of the Principal–Agent Problem
- Optimal R\&D investment strategy of pollution abatement and incentive mechanism design under asymmetric information
- Conditional Analysis and a Principal-Agent Problem
- Contract theory in continuous-time models
- The optimal solution to a principal-agent problem with unknown agent ability
- Optimal compensation and investment affected by firm size and time-varying external factors
- Optimal contracts to a principal-agent model with a diffusion coefficient affected by firm size
- Optimal asset management contracts with hidden savings
- Dynamic costs and moral hazard: a duality-based approach
- Discrete‐time dynamic principal–agent models: Contraction mapping theorem and computational treatment
- Introduction to symposium on dynamic contracts and mechanism design
- Time-inconsistent contract theory
- An analytically solvable principal-agent model
- Renegotiation and dynamic inconsistency: contracting with non-exponential discounting
- Optimal contracts for agents with adverse selection
- On continuous time agents
- Dynamic agency with persistent observable shocks
- Stochastic linear quadratic Stackelberg differential game with overlapping information
- Optimal compensation with hidden action and lump-sum payment in a continuous-time model
- A solvable dynamic principal-agent model with linear marginal productivity
- A solvable time-inconsistent principal-agent problem
- Discrete-Time Approximations of the Holmstrom-Milgrom Brownian-Motion Model of Intertemporal Incentive Provision
- Asymptotic efficiency in dynamic principal-agent problems
- Relational contracts: public versus private savings
- The Multiperiod Principal-Agent Problem
- The role of boundary solutions in principal-agent problems of the Holmström-Milgrom type
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