A dynamic principal-agent problem as a feedback Stackelberg differential game

DOI10.1007/S10100-010-0172-5zbMath1206.91009OpenAlexW2088809341MaRDI QIDQ627774

Ngo Van Long, Gerhard Sorger

Publication date: 3 March 2011

Published in: CEJOR. Central European Journal of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10100-010-0172-5

zbMATH Keywords

Stackelberg equilibriumdifferential gameprincipal-agent modelfeedback strategies

Mathematics Subject Classification ID

Differential games (aspects of game theory) (91A23)

Related Items (6)

Editorial: ``In Honor of Gustav Feichtinger ⋮ OPTIMAL TARIFFS ON EXHAUSTIBLE RESOURCES: THE CASE OF QUANTITY-SETTING ⋮ Welfare implications of leadership in a resource market under bilateral monopoly ⋮ Uncertain agency models with multi-dimensional incomplete information based on confidence level ⋮ Necessary Optimality Conditions for Optimal Control Problems with Equilibrium Constraints ⋮ Intrinsic comparative dynamics of locally differentiable feedback Stackelberg equilibria

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• A Continuous-Time Version of the Principal–Agent Problem
• Aggregation and Linearity in the Provision of Intertemporal Incentives
• The Inverse Optimal Problem: A Dynamic Programming Approach

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