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A duality approach to continuous-time contracting problems with limited commitment - MaRDI portal

A duality approach to continuous-time contracting problems with limited commitment (Q900606)

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scientific article; zbMATH DE number 6523563
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English
A duality approach to continuous-time contracting problems with limited commitment
scientific article; zbMATH DE number 6523563

    Statements

    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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