Pages that link to "Item:Q663167"

The following pages link to Contract theory in continuous-time models (Q663167):

Displaying 41 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)
• Dynamic optimal contract under parameter uncertainty with risk-averse agent and principal (Q4634215) (← 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)
• Optimal stopping contract for public private partnerships under moral hazard (Q6105371) (← links)
• Zero-sum stochastic linear-quadratic Stackelberg differential games with jumps (Q6139965) (← links)
• Stackelberg game approach to mixed stochastic \(H_2 /H_{\infty}\) control for mean-field jump-diffusions systems (Q6142539) (← links)
• The Global Maximum Principle for Progressive Optimal Control of Partially Observed Forward-Backward Stochastic Systems with Random Jumps (Q6159008) (← links)
• Continuous-time incentives in hierarchies (Q6166333) (← links)
• Optimal Brokerage Contracts in Almgren–Chriss Model with Multiple Clients (Q6169626) (← links)
• Optimal contracts to a principal-agent model with a diffusion coefficient affected by firm size (Q6175374) (← links)