Pages that link to "Item:Q663167"
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The following pages link to Contract theory in continuous-time models (Q663167):
Displaying 50 items.
- Continuous-time mean-variance portfolio selection with random horizon in an incomplete market (Q286277) (← links)
- Optimal contracts in portfolio delegation (Q317542) (← links)
- Large deviations for non-Markovian diffusions and a path-dependent Eikonal equation (Q330697) (← links)
- Gaussian density estimates for the solution of singular stochastic Riccati equations. (Q331328) (← links)
- A mathematical treatment of bank monitoring incentives (Q471170) (← links)
- On repeated games with imperfect public monitoring: from discrete to continuous time (Q501748) (← links)
- Optimal contracts for agents with adverse selection (Q779104) (← links)
- Dynamic contract design for systemic cyber risk management of interdependent enterprise networks (Q823843) (← links)
- Dynamic programming approach to principal-agent problems (Q1691442) (← links)
- Dynamic approaches for some time-inconsistent optimization problems (Q1704140) (← links)
- A solvable dynamic principal-agent model with linear marginal productivity (Q1727153) (← links)
- A solvable time-inconsistent principal-agent problem (Q1727286) (← links)
- Stochastic control for a class of nonlinear kernels and applications (Q1747758) (← links)
- Dynamic contracting under imperfect public information and asymmetric beliefs (Q1994202) (← links)
- Solving backward stochastic differential equations with quadratic-growth drivers by connecting the short-term expansions (Q1999911) (← links)
- Angel capitalists exit decisions under information asymmetry: IPO or acquisitions (Q2031335) (← links)
- The risk-sharing problem under limited liability constraints in a single-period model (Q2046544) (← links)
- Convergence analysis of machine learning algorithms for the numerical solution of mean field control and games. II: The finite horizon case (Q2108885) (← links)
- Constrained stochastic LQ control with regime switching and application to portfolio selection (Q2117450) (← links)
- Finite state graphon games with applications to epidemics (Q2128954) (← links)
- Incentives, lockdown, and testing: from Thucydides' analysis to the COVID-19 pandemic (Q2133932) (← links)
- A continuous-time version of a delegated asset management problem (Q2217060) (← links)
- Global solutions of stochastic Stackelberg differential games under convex control constraint (Q2242947) (← links)
- Optimal portfolio with power utility of absolute and relative wealth (Q2244540) (← links)
- Dynamic agency with persistent observable shocks (Q2399679) (← links)
- A linear-quadratic partially observed Stackelberg stochastic differential game with application (Q2668356) (← links)
- Optimal insurance contracts for a shot-noise Cox claim process and persistent insured's actions (Q2685515) (← links)
- ROBUST PORTFOLIOS AND WEAK INCENTIVES IN LONG-RUN INVESTMENTS (Q2968272) (← links)
- Conditional Analysis and a Principal-Agent Problem (Q3188152) (← links)
- Mean-Field Leader-Follower Games with Terminal State Constraint (Q3300842) (← links)
- A Global Stochastic Maximum Principle for Fully Coupled Forward-Backward Stochastic Systems (Q4558886) (← links)
- Principal-Agent Problem with Common Agency Without Communication (Q4579842) (← links)
- Optimal contract with moral hazard for Public Private Partnerships (Q4584683) (← links)
- Contracting Theory with Competitive Interacting Agents (Q4631456) (← links)
- Dynamic optimal contract under parameter uncertainty with risk-averse agent and principal (Q4634215) (← links)
- On the Dynamic Programming Approach to Incentive Constraint Problems (Q4690903) (← links)
- The Existence and Uniqueness of Viscosity Solution to a Kind of Hamilton--Jacobi--Bellman Equation (Q4972762) (← links)
- A polynomial scheme of asymptotic expansion for backward SDEs and option pricing (Q5001141) (← links)
- Random Horizon Principal-Agent Problems (Q5037495) (← links)
- Stackelberg stochastic differential game with asymmetric noisy observations (Q5043506) (← links)
- Asymptotic expansion for forward-backward SDEs with jumps (Q5086422) (← links)
- A Risk-Sharing Framework of Bilateral Contracts (Q5112729) (← links)
- Sharing Profits in the Sharing Economy (Q5139669) (← links)
- Contract Theory in a VUCA World (Q5232267) (← links)
- Anticipated backward SDEs with jumps and quadratic-exponential growth drivers (Q5384785) (← links)
- The Maximum Principle for Global Solutions of Stochastic Stackelberg Differential Games (Q5502178) (← links)
- A PRINCIPAL–AGENT APPROACH TO CAPACITY REMUNERATION MECHANISMS (Q5854322) (← links)
- Stochastic Linear Quadratic Stackelberg Differential Game with Overlapping Information (Q5854375) (← links)
- Public private partnerships contract under moral hazard and ambiguous information (Q6051214) (← links)
- A strong convergence rate of the averaging principle for two-time-scale forward-backward stochastic differential equations (Q6071185) (← links)
