On optimal sharing rules in discrete-and continuous-time principal-agent problems with exponential utility

Author:

Schättler Heinz,Sung Jaeyoung

Publisher

Elsevier BV

Subject

Applied Mathematics,Control and Optimization,Economics and Econometrics

Reference9 articles.

1. Deterministic and stochastic optimal control;Fleming,1975

2. Moral hazard and observablity;Holmstrom;Bell Journal of Economics,1979

3. Aggregation and linearity in the provision of intertemporal incentives;Holmstrom;Econometrica,1987

4. Justifying the first-order approach to principal-agent problems;Jewitt;Econometrica,1988

5. The theory of moral hazard and unobservable behavior, Part I;Mirrlees,1975

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