Pages that link to "Item:Q663167"

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)
• A duality approach to continuous-time contracting problems with limited commitment (Q900606) (← links)
• Optimal contracts (Q916544) (← links)
• Optimal contracts in continuous-time models (Q937467) (← links)
• Contracts without memory in multiperiod agency models (Q1067985) (← links)
• Choices in contractivity theory (Q1119350) (← links)
• Service contracts: a stochastic model. (Q1597061) (← links)
• Dynamic programming approach to principal-agent problems (Q1691442) (← links)
• Dynamic approaches for some time-inconsistent optimization problems (Q1704140) (← links)
• A two-dimensional control problem arising from dynamic contracting theory (Q1711718) (← 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)
• Existence and characterization of optimal employment contracts on a continuous state space (Q1804018) (← 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)
• On contractual approach for non-convex production economies (Q2117647) (← 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)
• Optimal compensation with hidden action and lump-sum payment in a continuous-time model (Q2391249) (← 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)
• INCOMPLETE CONTRACTS MODELLING (Q3521290) (← links)
• A Continuous-Time Version of the Principal–Agent Problem (Q3521316) (← 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)
• Robust Contracts in Continuous Time (Q4613427) (← 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)