A tale of a principal and many, many agents
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
|
Subject: | moral hazard | mean-field games | McKean-Vlasov SDEs | mean-field FBSDEs | infinite dimensional HJB equations | Prinzipal-Agent-Theorie | Agency theory | Moral Hazard | Moral hazard | Spieltheorie | Game theory |
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