On the Dynamic Programming Approach to Incentive Constraint Problems

DOI10.1007/978-3-319-75169-6_5zbMath1401.49032OpenAlexW1943485667MaRDI QIDQ4690903

Maria Elisabetta Tessitore, Roberto Monte, Fausto Gozzi

Publication date: 23 October 2018

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

Full work available at URL: http://hdl.handle.net/2108/218499

zbMATH Keywords

infinite horizon optimal controldiscrete time deterministic dynamic optimization

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20)

Cites Work

• Contract theory in continuous-time models
• Lagrange multipliers in incentive-constrained problems
• Dynamic programming solution of incentive constrained problems
• Incentive compatibility constraints and dynamic programming in continuous time
• An incentive problem in the dynamic theory of banking.
• Toward a Theory of Discounted Repeated Games with Imperfect Monitoring
• Dynamic Mechanism Design: A Myersonian Approach

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