Random Horizon Principal-Agent Problems
نویسندگان
چکیده
Related DatabasesWeb of Science You must be logged in with an active subscription to view this.Article DataHistorySubmitted: 25 February 2020Accepted: 02 November 2021Published online: 10 2022Keywordsmoral hazard, first best and second contracting, second-order backward SDE, random horizonAMS Subject Headings91B40, 93E20Publication DataISSN (print): 0363-0129ISSN (online): 1095-7138Publisher: Society for Industrial Applied MathematicsCODEN: sjcodc
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ژورنال
عنوان ژورنال: Siam Journal on Control and Optimization
سال: 2022
ISSN: ['0363-0129', '1095-7138']
DOI: https://doi.org/10.1137/20m1321620