Dynamic programming approach to principal–agent problems

Author:

Cvitanić Jakša,Possamaï Dylan,Touzi Nizar

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,Finance,Statistics and Probability

Reference45 articles.

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3. Beneš, V.E.: Existence of optimal stochastic control laws. SIAM J. Control 9, 446–472 (1971)

4. Bichteler, K.: Stochastic integration and L p $L^{p}$ -theory of semimartingales. Ann. Probab. 9, 49–89 (1981)

5. Bolton, P., Dewatripont, M.: Contract Theory. MIT Press, Cambridge (2005)

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