Principal-multiagents problem under equivalent changes of measure: general study and an existence result (Q6615511)
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scientific article; zbMATH DE number 7923229
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Principal-multiagents problem under equivalent changes of measure: general study and an existence result |
scientific article; zbMATH DE number 7923229 |
Statements
Principal-multiagents problem under equivalent changes of measure: general study and an existence result (English)
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8 October 2024
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moral hazard
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principal-multiagents
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dynamic programming approach
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BSDEs with jumps
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PIDEs
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regularity of the value function
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