Globally convergent method for designing twice spline contractual function
From MaRDI portal
Publication:2068069
DOI10.1186/s13660-019-2243-zzbMath1499.91050OpenAlexW2986384738MaRDI QIDQ2068069
Yonghong Yao, Mihai Postolache, Zhichuan Zhu
Publication date: 19 January 2022
Published in: Journal of Inequalities and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1186/s13660-019-2243-z
Numerical computation using splines (65D07) Global methods, including homotopy approaches to the numerical solution of nonlinear equations (65H20) Principal-agent models (91B43)
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- On the validity of the first-order approach with moral hazard and hidden assets
- Homotopy methods for solving variational inequalities in unbounded sets
- On the first-order approach in principal-agent models with hidden borrowing and lending
- Computing solutions to moral-hazard programs using the Dantzig-Wolfe decomposition algorithm
- Homotopy method for solving variational inequalities
- A combined homotopy interior point method for general nonlinear programming problems
- A combined homotopy interior point method for convex nonlinear programming
- A modified homotopy method for solving the principal-agent bilevel programming problem
- Distributions for the first-order approach to principal-agent problems
- Homotopy method for a class of nonconvex Brouwer fixed-point problems
- The first-order approach when the cost of effort is money
- Solving nonlinear principal-agent problems using bilevel programming
- Globally convergent homotopy method for designing piecewise linear deterministic contractual function
- Solving the Karush-Kuhn-Tucker system of a nonconvex programming problem on an unbounded set
- Algorithm 652
- Endogenous Selection and Moral Hazard in Compensation Contracts
- Two New Conditions Supporting the First-Order Approach to Multisignal Principal-Agent Problems
- The First-Order Approach to Principal-Agent Problems
- Justifying the First-Order Approach to Principal-Agent Problems
- An Analysis of the Principal-Agent Problem
- Finding Zeroes of Maps: Homotopy Methods That are Constructive With Probability One
- The Theory of Moral Hazard and Unobservable Behaviour: Part I
- Existence of an interior pathway to a Karush-Kuhn-Tucker point of a nonconvex programming problem
- The First-Order Approach to Multi-Signal Principal-Agent Problems
- Introduction to Numerical Continuation Methods
- A Polynomial Optimization Approach to Principal-Agent Problems
- A unifying approach to incentive compatibility in moral hazard problems
- A constraint shifting homotopy method for general non-linear programming
- Gradient methods with selection technique for the multiple-sets split feasibility problem
- Globally convergent homotopy algorithm for solving the KKT systems to the principal-agent bilevel programming
This page was built for publication: Globally convergent method for designing twice spline contractual function