Dynamic principal agent model based on CMDP

DOI10.1007/s001860300276zbMath1116.90400OpenAlexW2029387095MaRDI QIDQ1423713

Shaoxiang Tang, Yuanyao Ding, Rangcheng Jia

Publication date: 7 March 2004

Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s001860300276

zbMATH Keywords

Principal-agent, Constrained Makrov decision process, Discounted criterion, Average criterion

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Game theory (91A99) Markov and semi-Markov decision processes (90C40)

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Constrained Markov decision processes in Borel spaces: from discounted to average optimality ⋮ Serving many masters: an agent and his principals ⋮ Markov control processes with pathwise constraints

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