A duality approach to continuous-time contracting problems with limited commitment
type: Item
instance of: scholarly article
title: A duality approach to continuous-time contracting problems with limited commitment
zbMATH Open document ID: 1330.91116
author: Jianjun Miao
author: Yuzhe Zhang
published in: Journal of Economic Theory
publication date: 2015-12-22T00:00:00Z
Mathematics Subject Classification ID: 91B40
Mathematics Subject Classification ID: 49L20
Mathematics Subject Classification ID: 49N15
Mathematics Subject Classification ID: 93E20
zbMATH DE Number: 6523563
zbMATH Keywords: continuous-time contracts
zbMATH Keywords: limited commitment
zbMATH Keywords: risk sharing
zbMATH Keywords: duality
zbMATH Keywords: dynamic programming
zbMATH Keywords: regulated Brownian motion
MaRDI profile type: Publication
full work available at URL: j.jet.2014.10.005
OpenAlex ID: W2094591584
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DOI: 10.1016/J.JET.2014.10.005
description: scientific article; zbMATH DE number 6523563