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Noisy Observation in Adverse Selection Models

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Author Info
Caillaud, B
Guesnerie, Roger
Rey, P

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Abstract

The authors consider a principal-agent contracting problem under incomplete information where some of the agent's actions are imperfectly observable. Contracts take the form of reward schedules based on the noisy observation of the agent's action. They first review situations where the principal can reach the same utility as in the absence of noise. Then they focus on the use of linear reward schedules, which allow universal implementation, i.e. implementation of a given mechanism for any unbiased noise of observation, and on quadratic reward schedules, which only require the knowledge of the variance of the noise. They characterize conditions for a mechanism to be implementable under noisy observation. Copyright 1992 by The Review of Economic Studies Limited.

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Article provided by Blackwell Publishing in its journal Review of Economic Studies.

Volume (Year): 59 (1992)
Issue (Month): 3 (July)
Pages: 595-615
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Handle: RePEc:bla:restud:v:59:y:1992:i:3:p:595-615

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  1. Miravete, Eugenio J, 2001. "Quantity Discounts for Time-Varying Consumers," CEPR Discussion Papers 2699, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
  2. Peter Eso & Balazs Szentes, 2003. "The One Who Controls the Information Appropriates Its Rents," Discussion Papers 1369, Northwestern University, Center for Mathematical Studies in Economics and Management Science. [Downloadable!]
  3. Eugenio J. Miravete, . "Quantity Discounts for Taste-Varying Consumers," CARESS Working Papres 99-11, University of Pennsylvania Center for Analytic Research and Economics in the Social Sciences. [Downloadable!]
  4. Sandrine Ollier, 2007. "On the generalized principal-agent problem: a comment," Review of Economic Design, Springer, vol. 11(1), pages 1-11, June. [Downloadable!] (restricted)
  5. Eugenio J. Miravete, 2001. "Screening Through Bundling," Penn CARESS Working Papers 3b8e0b3847b08b90e8570987c, UCLA Department of Economics. [Downloadable!]
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