Djehiche, Boualem; Helgesson, Peter - In: Asian journal of economics and banking : AJEB 8 (2024) 3, pp. 310-334
Purpose: We aim to generalize the continuous-time principal-agent problem to incorporate time-inconsistent utility … provide a framework for deriving optimal contracts in the principal-agent problem under hidden action, specifically tailored … presenting a novel mathematical approach to a class of continuous time principal-agent problems, particularly under hidden action …