Asymptotic Efficiency in Dynamic Principal-Agent Problems

Journal of Economic Theory

Volumn 91, Issue 2, 2000, Pages 292-301

  Müller, Holger M ^a  

^a UNIVERSITY OF MANNHEIM   (Germany)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0011582206     PISSN: 00220531     EISSN: None     Source Type: Journal    
DOI: 10.1006/jeth.1999.2623     Document Type: Article

References (10)

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4. Holmström B. R., Milgrom P. R. Aggregation and linearity in the provision of intertemporal incentives. Econometrica. 55:1987;303-328.
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7. Müller H. M. Randomization in Dynamic Principal-Agent Problems. Discussion Paper 97-37. 1997;University of Mannheim.
8. Müller H. M. The first-best sharing rule in the continuous-time principal-agent problem with exponential utility. J. Econ. Theory. 79:1998;276-280.
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10. Sung J. Linearity with project selection and controllable diffusion rate in continuous-time principal-agent problems. Rand. J. Econ. 26:1995;720-743.