A solvable continuous time dynamic principal-agent model
From MaRDI portal
Publication:900607
DOI10.1016/J.JET.2015.07.006zbMATH Open1330.91120OpenAlexW1949726554MaRDI QIDQ900607FDOQ900607
Authors: Noah Williams 
Publication date: 22 December 2015
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jet.2015.07.006
Recommendations
- A Continuous-Time Version of the Principal–Agent Problem
- A principal-agent problem in continuous time
- An analytically solvable principal-agent model
- A solvable dynamic principal-agent model with linear marginal productivity
- A solvable time-inconsistent principal-agent problem
- Discrete‐time dynamic principal–agent models: Contraction mapping theorem and computational treatment
- The Multiperiod Principal-Agent Problem
- Dynamic programming approach to principal-agent problems
- Asymptotic efficiency in dynamic principal-agent problems
- Regularity of the solution to the principal-agent problem
Auctions, bargaining, bidding and selling, and other market models (91B26) Optimal stochastic control (93E20)
Cites Work
- Forward-backward stochastic differential equations and their applications
- Conjugate convex functions in optimal stochastic control
- Title not available (Why is that?)
- Optimal cartel equilibria with imperfect monitoring
- Toward a Theory of Discounted Repeated Games with Imperfect Monitoring
- The Theory of Moral Hazard and Unobservable Behaviour: Part I
- Sufficient conditions of optimality for stochastic systems with controllable diffusions
- The First-Order Approach to Principal-Agent Problems
- Justifying the First-Order Approach to Principal-Agent Problems
- Title not available (Why is that?)
- Dynamic mechanism design: a Myersonian approach
- Business Cycle Accounting
- A Continuous-Time Version of the Principal–Agent Problem
- On Repeated Moral Hazard with Discounting
- Efficient allocations with hidden income and hidden storage
- Persistent private information
- Aggregation and Linearity in the Provision of Intertemporal Incentives
- Repeated principal-agent relationships with lending and borrowing
- Insurance and taxation over the life cycle
- Dynamic managerial compensation: a variational approach
- Short-term contracts and long-term agency relationships
- The first-order approach to the continuous-time principal-agent problem with exponential utility
- Unemployment insurance with hidden savings
- Optimal compensation with hidden action and lump-sum payment in a continuous-time model
- Efficient allocations in dynamic private information economies with persistent shocks: a first-order approach
- Dynamic mechanism design with hidden income and hidden actions
- Duality Methods in the Control of Densities
Cited In (30)
- Dynamic contract design for systemic cyber risk management of interdependent enterprise networks
- 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
- The optimal solution to a principal-agent problem with unknown agent ability
- Contract theory in continuous-time models
- 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
- Discrete‐time dynamic principal–agent models: Contraction mapping theorem and computational treatment
- Dynamic costs and moral hazard: a duality-based approach
- Time-inconsistent contract theory
- Introduction to symposium on dynamic contracts and mechanism design
- An analytically solvable principal-agent model
- On continuous time agents
- Renegotiation and dynamic inconsistency: contracting with non-exponential discounting
- Optimal contracts for agents with adverse selection
- Stochastic linear quadratic Stackelberg differential game with overlapping information
- Dynamic agency with persistent observable shocks
- Optimal compensation with hidden action and lump-sum payment in a continuous-time model
- Discrete-Time Approximations of the Holmstrom-Milgrom Brownian-Motion Model of Intertemporal Incentive Provision
- A solvable dynamic principal-agent model with linear marginal productivity
- A solvable time-inconsistent principal-agent problem
- 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
This page was built for publication: A solvable continuous time dynamic principal-agent model
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q900607)
