A principal-agent problem in continuous time

zbMATH Open1028.91565MaRDI QIDQ2725653

Alfred Luthmer

Publication date: 12 July 2001

zbMATH Keywords

continuous timeagency problemfirst-best problemparameter optimization problemsecond-best problem

Mathematics Subject Classification ID

Related Items (10)

Conditional Analysis and a Principal-Agent Problem ⋮ On continuous time agents ⋮ A solvable continuous time dynamic principal-agent model ⋮ The Multiperiod Principal-Agent Problem ⋮ A solvable time-inconsistent principal-agent problem ⋮ The principal-agent problem for service rate event-dependency ⋮ Optimal retention in agency problems ⋮ The principal-agent problem with smooth ambiguity ⋮ Discrete‐time dynamic principal–agent models: Contraction mapping theorem and computational treatment ⋮ Principal-agent problem under the linear contract

This page was built for publication: A principal-agent problem in continuous time

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2725653)