The first-order approach to the continuous-time principal-agent problem with exponential utility
type: Item
instance of: scholarly article
title: The first-order approach to the continuous-time principal-agent problem with exponential utility
zbMATH Open document ID: 0790.90015
author: Heinz Schättler
author: Jaeyoung Sung
published in: Journal of Economic Theory
publication date: 1994-06-23T00:00:00Z
Mathematics Subject Classification ID: 91B62
Mathematics Subject Classification ID: 91B14
zbMATH DE Number: 528881
zbMATH Keywords: principal-agent problems
zbMATH Keywords: moral hazard
zbMATH Keywords: continuous-time/dynamic setting
zbMATH Keywords: exponential utility
zbMATH Keywords: semi-martingale representation of the agent's salary
zbMATH Keywords: necessary and sufficient conditions for optimality
MaRDI profile type: Publication
full work available at URL: jeth.1993.1072
OpenAlex ID: W2049770619
DOI: 10.1006/JETH.1993.1072
description: scientific article; zbMATH DE number 528881