Time-inconsistent contract theory
From MaRDI portal
Recommendations
Cites work
- A Continuous-Time Version of the Principal–Agent Problem
- A linear quadratic optimal control problem for stochastic Volterra integral equations
- A martingale approach for fractional Brownian motions and related path dependent PDEs
- A selection theorem for optimization problems
- A solvable continuous time dynamic principal-agent model
- A solvable time-inconsistent principal-agent problem
- A Tale of a Principal and Many, Many Agents
- A unified approach to well-posedness of type-I backward stochastic Volterra integral equations
- Aggregation and Linearity in the Provision of Intertemporal Incentives
- Asymptotic efficiency in dynamic principal-agent problems
- Backward Stochastic Differential Equations in Finance
- Backward stochastic differential equations. From linear to fully nonlinear theory
- Backward stochastic Volterra integral equations -- representation of adapted solutions
- Backward stochastic Volterra integro-differential equations and applications in optimal control problems
- Commitment contracts
- Commitment vs. Flexibility
- Commitment, flexibility, and optimal screening of time inconsistency
- Consumption and portfolio rules for time-inconsistent investors
- Contract theory in a VUCA world
- Contracting theory with competitive interacting agents
- Contracting with a naïve time-inconsistent agent: to exploit or not to exploit?
- Corporate insurance and managerial incentives
- Discrete-Time Approximations of the Holmstrom-Milgrom Brownian-Motion Model of Intertemporal Incentive Provision
- Dynamic programming approach to principal-agent problems
- Equilibrium strategies for the mean-variance investment problem over a random horizon
- Extended backward stochastic Volterra integral equations and their applications to time-inconsistent stochastic recursive control problems
- Fiscal rules and discretion under persistent shocks
- Golden Eggs and Hyperbolic Discounting
- scientific article; zbMATH DE number 1834045 (Why is no real title available?)
- Incentives for Procrastinators
- Instantaneous Gratification *
- Investment and consumption without commitment
- Linear quadratic control problems of stochastic Volterra integral equations
- Long-term contracting with time-inconsistent agents
- Markov-perfect risk sharing, moral hazard and limited commitment
- Mean–field moral hazard for optimal energy demand response management
- Moral hazard under ambiguity
- Multidimensional diffusion processes.
- On optimal sharing rules in discrete- and continuous-time principal-agent problems with exponential utility
- On quadratic multidimensional type-I BSVIEs, infinite families of BSDEs and their applications
- On time-inconsistent stochastic control in continuous time
- Optimal compensation with hidden action and lump-sum payment in a continuous-time model
- Optimal contracting under mean-volatility joint ambiguity uncertainties
- Optimal control problems of forward-backward stochastic Volterra integral equations
- Optimal control under stochastic target constraints
- Optimal electricity demand response contracting with responsiveness incentives
- Principal-agent problem with common agency without communication
- Quenched mass transport of particles toward a target
- Random Horizon Principal-Agent Problems
- Recursive utility processes, dynamic risk measures and quadratic backward stochastic Volterra integral equations
- Renegotiation and dynamic inconsistency: contracting with non-exponential discounting
- Stochastic control for a class of nonlinear kernels and applications
- Stochastic Target Problems, Dynamic Programming, and Viscosity Solutions
- Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework
- The dynamic programming equation for second order stochastic target problems
- The first-best sharing rule in the continuous-time principal-agent problem with exponential utility
- The first-order approach to the continuous-time principal-agent problem with exponential utility
- The golden rule when preferences are time inconsistent
- The role of boundary solutions in principal-agent problems of the Holmström-Milgrom type
- Time-consistent equilibria in dynamic models with recursive payoffs and behavioral discounting
- Time-inconsistent recursive stochastic optimal control problems
- Time-inconsistent stochastic optimal control problems and backward stochastic Volterra integral equations
Cited in
(5)- Optimal contract design via relaxation: application to the problem of brokerage fee for a client with private signal
- Sequential optimal contracting in continuous time
- A subgame perfect equilibrium reinforcement learning approach to time-inconsistent problems
- Neural operators can play dynamic Stackelberg games
- Randomisation with moral hazard: a path to existence of optimal contracts
This page was built for publication: Time-inconsistent contract theory
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6641080)
