Principal-agent problem under the linear contract

DOI10.1007/s10878-021-00723-3zbMath1502.91032OpenAlexW3145818018MaRDI QIDQ2084610

Hing-Fung Ting, Guichen Gao, Yong Zhang, Li Ning, Xinxin Han

Publication date: 18 October 2022

Published in: Journal of Combinatorial Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10878-021-00723-3

zbMATH Keywords

robustnessapproximationcontract designlinear contract

Mathematics Subject Classification ID

Contract theory (moral hazard, adverse selection) (91B41) Principal-agent models (91B43)

Cites Work

• Dynamic programming approach to principal-agent problems
• Sample average approximation for the continuous type principal-agent problem
• Consistency between principal and agent with differing time horizons: computing incentives under risk
• Goal setting in the principal-agent model: weak incentives for strong performance
• Contracting under uncertainty: a principal-agent model with ambiguity averse parties
• A principal-agent model of bidding firms in multi-unit auctions
• Robustness and approximation for the linear contract design
• Adaptive Contract Design for Crowdsourcing Markets: Bandit Algorithms for Repeated Principal-Agent Problems

This page was built for publication: Principal-agent problem under the linear contract