The first-order approach to the continuous-time principal-agent problem with exponential utility (Q1317329)
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scientific article; zbMATH DE number 528881
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The first-order approach to the continuous-time principal-agent problem with exponential utility |
scientific article; zbMATH DE number 528881 |
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The first-order approach to the continuous-time principal-agent problem with exponential utility (English)
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23 June 1994
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principal-agent problems
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moral hazard
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continuous-time/dynamic setting
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exponential utility
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semi-martingale representation of the agent's salary
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necessary and sufficient conditions for optimality
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