Repeated moral hazard and recursive Lagrangeans
type: Item
instance of: scholarly article
title: Repeated moral hazard and recursive Lagrangeans
zbMATH Open document ID: 1402.91257
author: Antonio Mele
publication date: 2018-11-01T00:00:00Z
full work available at URL: RMHRL.pdf
Mathematics Subject Classification ID: 91B40
Mathematics Subject Classification ID: 91B62
zbMATH DE Number: 6970501
zbMATH Keywords: repeated moral hazard
zbMATH Keywords: recursive Lagrangean
zbMATH Keywords: computational methods
zbMATH Keywords: collocation
MaRDI profile type: Publication
OpenAlex ID: W2137395573
cites work: On the first-order approach in principal-agent models with hidden borrowing and lending
cites work: Toward a Theory of Discounted Repeated Games with Imperfect Monitoring
cites work: Stock grants as a commitment device
cites work: A recursive formulation for repeated agency with history dependence
cites work: Justifying the First-Order Approach to Principal-Agent Problems
cites work: Q4225048
cites work: LIQUIDITY CONSTRAINTS AND INCENTIVE CONTRACTS
cites work: Q5566063
cites work: Solving the multi-country real business cycle model using a Smolyak-collocation method
cites work: On the recursive saddle point method
cites work: Computing Multi-Period, Information-Constrained Optima
cites work: The First-Order Approach to Principal-Agent Problems
cites work: Repeated Moral Hazard
cites work: On the computation of value correspondences for dynamic games
cites work: Recursive monetary policy games with incomplete information
cites work: On Repeated Moral Hazard with Discounting
cites work: Income fluctuation and asymmetric information: An example of a repeated principal-agent problem
cites work: Dynamic risk-sharing with two-sided moral hazard
DOI: 10.1016/J.JEDC.2014.03.007
published in: Journal of Economic Dynamics and Control
description: scientific article; zbMATH DE number 6970501