Robust contracting under distributional uncertainty

DOI10.1111/IERE.12780MaRDI QIDQ6912267zbMATH OpenFDO

Authors Jiangtao Li, Kexin Wang

Publication date 22 October 2025

Published in International Economic Review (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/IERE.12780

zbMATH Keywords

distributional uncertaintyduality approachincreasing affine contractsrobust contractingrobust mechanism design

Mathematics Subject Classification ID

Contract theory (moral hazard, adverse selection) (91B41) Principal-agent models (91B43)

Cites work

• A general framework for robust contracting models
• An Analysis of the Principal-Agent Problem
• An analytically solvable principal-agent model
• Correlation-robust auction design
• Distributionally robust pricing in independent private value auctions
• Foundations of Dominant-Strategy Mechanisms
• Locally robust contracts for moral hazard
• Optimal Auction Design With Common Values: An Informationally Robust Approach
• Optimal selling mechanisms under moment conditions
• Randomization is optimal in the robust principal-agent problem
• Revisiting the foundations of dominant-strategy mechanisms
• Robust contracting with additive noise
• Robust Mechanisms Under Common Valuation
• The effectiveness of English auctions.

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