Stochastic Programming Perspective on the Agency Problems Under Uncertainty

DOI10.1007/978-3-642-22884-1_7zbMath1414.90243OpenAlexW7676768MaRDI QIDQ4558806

Adrian S. Werner, Alexei A. Gaivoronski

Publication date: 30 November 2018

Published in: Lecture Notes in Economics and Mathematical Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-22884-1_7

zbMATH Keywords

participation constraintagency problemoptimal contractstochastic programming problemmathematical program with equilibrium constraint

Mathematics Subject Classification ID

Stochastic programming (90C15) Stochastic scheduling theory in operations research (90B36)

Related Items

Models of the optimal resource allocation for the critical infrastructure protection, Risk-Averse Models in Bilevel Stochastic Linear Programming, On continuity in risk-averse bilevel stochastic linear programming with random lower level objective function, Existence of solutions for a class of bilevel stochastic linear programs, Bilevel Optimization: Theory, Algorithms, Applications and a Bibliography

Uses Software

• SQG

Cites Work

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