Computing solutions to moral-hazard programs using the Dantzig-Wolfe decomposition algorithm

DOI10.1016/S0165-1889(03)00053-8zbMath1180.90188OpenAlexW2163922268MaRDI QIDQ951495

Edward Simpson Prescott

Publication date: 24 October 2008

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0165-1889(03)00053-8

zbMATH Keywords

linear programmingdecompositionmoral hazard

Mathematics Subject Classification ID

Linear programming (90C05)

Related Items (6)

A geometric programming approach to profit maximization ⋮ A modified homotopy method for solving the principal-agent bilevel programming problem ⋮ A computational method for the maximization of long-run and short-run profit ⋮ Globally convergent homotopy method for designing piecewise linear deterministic contractual function ⋮ Globally convergent method for designing twice spline contractual function ⋮ Globally convergent homotopy algorithm for solving the KKT systems to the principal-agent bilevel programming

Cites Work

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• Optimal contracts and competitive markets with costly state verification
• Optimal coordination mechanisms in generalized principal-agent problems
• Partitioning mathematical programs for parallel solution
• Collective organizations versus relative performance contracts: Inequality, risk sharing, and moral hazard
• Pareto Optima and Competitive Equilibria with Adverse Selection and Moral Hazard
• The Decomposition Algorithm for Linear Programs
• The First-Order Approach to Principal-Agent Problems
• Justifying the First-Order Approach to Principal-Agent Problems
• An advanced implementation of the Dantzig—Wolfe decomposition algorithm for linear programming
• An Analysis of the Principal-Agent Problem

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