A dual approach to agency problems

DOI10.1016/j.jmateco.2023.102909OpenAlexW4387497916MaRDI QIDQ6146439

Chang Koo Chi, Kyoung Jin Choi

Publication date: 5 February 2024

Published in: Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmateco.2023.102909

zbMATH Keywords

existencemoral hazardLagrange dualityprincipal-agent models

Mathematics Subject Classification ID

Principal-agent models (91B43)

Cites Work

• Information space conditions for the first-order approach in agency problems
• Moral hazard with bounded payments
• The existence of optimal contracts in the principal-agent model
• Existence and non-existence in the moral hazard problem
• Comparative Statics, Informativeness, and the Interval Dominance Order
• Two New Conditions Supporting the First-Order Approach to Multisignal Principal-Agent Problems
• The First-Order Approach to Principal-Agent Problems
• Justifying the First-Order Approach to Principal-Agent Problems
• An Analysis of the Principal-Agent Problem
• A general solution method for moral hazard problems
• A Polynomial Optimization Approach to Principal-Agent Problems
• Existence of Optimal Mechanisms in Principal-Agent Problems
• A unifying approach to incentive compatibility in moral hazard problems
• Efficiency of an Information System in an Agency Model
• An Integral Inequality
• Convex analysis and monotone operator theory in Hilbert spaces

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