A Dynamic Principal-Agent Model with Hidden Information: Sequential Optimality Through Truthful State Revelation
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DOI: 10.1287/opre.1070.0451
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- Zsolt Bihary & P'eter Cs'oka & P'eter Ker'enyi & Alexander Szimayer, 2019. "Self-respecting worker in the precarious gig economy: A dynamic principal-agent model," Papers 1902.10021, arXiv.org, revised Aug 2022.
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- Hamid Nazerzadeh & Georgia Perakis, 2016. "Technical Note—Nonlinear Pricing Competition with Private Capacity Information," Operations Research, INFORMS, vol. 64(2), pages 329-340, April.
- Yih-Chearng Shiue & Ming-Chang Lee & Pei-Jian Lin & Yao-Wen Huang, 2015. "Investor and venture fund managers remuneration paid mechanism based on principle-agent model," Asian Journal of Empirical Research, Asian Economic and Social Society, vol. 5(9), pages 143-151, September.
- Anand Paul & Tharanga Rajapakshe & Suman Mallik, 2019. "Socially Optimal Contracting between a Regional Blood Bank and Hospitals," Production and Operations Management, Production and Operations Management Society, vol. 28(4), pages 908-932, April.
- Saghafian, Soroush, 2018. "Ambiguous partially observable Markov decision processes: Structural results and applications," Journal of Economic Theory, Elsevier, vol. 178(C), pages 1-35.
- Soroush Saghafian & Xiuli Chao, 2014. "The impact of operational decisions on the design of salesforce incentives," Naval Research Logistics (NRL), John Wiley & Sons, vol. 61(4), pages 320-340, June.
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- Iny Hwang & Youngsoo Kim & Michael K. Lim, 2023. "Optimal Ratcheting in Executive Compensation," Decision Analysis, INFORMS, vol. 20(2), pages 166-185, June.
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Keywords
games; stochastic; dynamic principal-agent model; adverse selection; dynamic programming; Markov; decision processes;All these keywords.
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