Purpose: We aim to generalize the continuous-time principal-agent problem to incorporate time-inconsistent utility … functions, such as those of mean-variance type, which are prevalent in risk management and finance. Design …

In multi-object auction models with unitary demand agents, if agents’ utility functions satisfy quasi … conjured to preserve their properties beyond quasi-linearity. Nevertheless, we exemplify that with general utility functions …

In multi-object auction models with unitary demand agents, if agents utility functions satisfy quasi-linearity, three … preserve their properties beyond quasi-linearity. Nevertheless, we exemplify that with general utility functions, these …