Dynamic contracts and learning by doing
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Publication:2351399
DOI10.1007/s11579-014-0120-6zbMath1339.91016OpenAlexW2071817142MaRDI QIDQ2351399
Publication date: 23 June 2015
Published in: Mathematics and Financial Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11579-014-0120-6
stochastic optimizationhuman capitalstochastic productionprincipal-agent modellearning-by-doingoptimal contract
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Cites Work
- The first-order approach to the continuous-time principal-agent problem with exponential utility
- A recursive formulation for repeated agency with history dependence
- Optimal compensation with hidden action and lump-sum payment in a continuous-time model
- Stochastic differential equations for the non linear filtering problem
- Persistent Private Information
- Learning, Termination, and Payout Policy in Dynamic Incentive Contracts
- A Continuous-Time Version of the Principal–Agent Problem
- Dynamic contracts when the agent's quality is unknown
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