A dynamic principal-agent problem as a feedback Stackelberg differential game
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- Ngo Van Long & Gerhard Sorger, 2009. "A dynamic pricipal-agent problem as a feedback Stackelberg differentioal game," Vienna Economics Papers 0905, University of Vienna, Department of Economics.
References listed on IDEAS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Richard Hartl & Ulrike Leopold-Wildburger & Marion Rauner & Gerhard Sorger & Gernot Tragler & Vladimir Veliov, 2010. "Editorial “In honor of Gustav Feichtinger”," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 18(4), pages 433-435, December.
- Kenji Fujiwara & Ngo Van Long, 2012.
"Optimal Tariffs On Exhaustible Resources: The Case Of Quantity-Setting,"
International Game Theory Review (IGTR),
World Scientific Publishing Co. Pte. Ltd., vol. 14(04), pages 1-17.
- Kenji Fujiwara & Ngo Van Long, 2012. "Optimal Tariffs on Exhaustible Resources : The Case of Quantity Setting," CIRANO Working Papers 2012s-02, CIRANO.
- Kenji Fujiwara & Ngo Van Long, 2012. "Optimal Tariffs on Exhaustible Resources: The Case of Quantity Setting," Discussion Paper Series 82, School of Economics, Kwansei Gakuin University, revised Feb 2012.
- Kenji Fujiwara & Ngo Long, 2011.
"Welfare Implications of Leadership in a Resource Market under Bilateral Monopoly,"
Dynamic Games and Applications,
Springer, vol. 1(4), pages 479-497, December.
- Kenji Fujiwara & Ngo Van Long, 2010. "Welfare Implications of Leadership in a Resource Market Under Bilateral Monopoly," CIRANO Working Papers 2010s-16, CIRANO.
- Kenji Fujiwara & Ngo Van Long, 2011. "Welfare Implications of Leadership in a Resource Market under Bilateral Monopoly," Discussion Paper Series 76, School of Economics, Kwansei Gakuin University, revised Sep 2011.
- Christopher W. Miller & Insoon Yang, 2015. "Optimal Dynamic Contracts for a Large-Scale Principal-Agent Hierarchy: A Concavity-Preserving Approach," Papers 1506.05497, arXiv.org.
- Ngo Long, 2011. "Dynamic Games in the Economics of Natural Resources: A Survey," Dynamic Games and Applications, Springer, vol. 1(1), pages 115-148, March.
- Kenji Fujiwara & Ngo Van Long, 2012. "Optimal Tariffs on Exhaustible Resources: The Case of a Quantity Setting Cartel," CESifo Working Paper Series 3721, CESifo Group Munich.
More about this item
KeywordsDifferential game; Principal-agent model; Feedback strategies; Stackelberg equilibrium; C61; C73; D82;
- C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
- C73 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory - - - Stochastic and Dynamic Games; Evolutionary Games
- D82 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Asymmetric and Private Information; Mechanism Design
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