On optimal sharing rules in discrete- and continuous-time principal - agent problems with exponential utility

Journal of Economic Dynamics and Control

Volumn 21, Issue 2-3, 1997, Pages 551-574

  Schättler, Heinz ^a   Sung, Jaeyoung ^b  

^a WASHINGTON UNIVERSITY   (United States)

^b UNIVERSITY OF ILLINOIS AT CHICAGO   (United States)

Author keywords

Agency problems; Continuous time principal agent problems; Contracts; Dynamic programming; Incentives; Stochastic control

Indexed keywords

EID: 0031068706     PISSN: 01651889     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0165-1889(96)00944-x     Document Type: Article

References (9)

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