A duality approach to continuous-time contracting problems with limited commitment (Q900606)
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scientific article; zbMATH DE number 6523563
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A duality approach to continuous-time contracting problems with limited commitment |
scientific article; zbMATH DE number 6523563 |
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A duality approach to continuous-time contracting problems with limited commitment (English)
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22 December 2015
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continuous-time contracts
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limited commitment
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risk sharing
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duality
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dynamic programming
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regulated Brownian motion
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