A tale of a principal and many, many agents
Romuald Elie, Thibaut Mastrolia, Dylan Possamaï
| Year of publication: |
2019
|
|---|---|
| Authors: | Elie, Romuald ; Mastrolia, Thibaut ; Possamaï, Dylan |
| Published in: |
Mathematics of operations research. - Catonsville, MD : INFORMS, ISSN 0364-765X, ZDB-ID 195683-8. - Vol. 44.2019, 2, p. 440-467
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| Subject: | moral hazard | mean-field games | McKean-Vlasov SDEs | mean-field FBSDEs | infinite dimensional HJB equations | Moral Hazard | Moral hazard | Prinzipal-Agent-Theorie | Agency theory | Spieltheorie | Game theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/moor.2018.0931 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012028622