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A Tale of a Principal and Many, Many Agents

Citations

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Cited by:

  1. Herty, Michael & Steffensen, Sonja & Thünen, Anna, 2022. "Multiscale control of Stackelberg games," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 200(C), pages 468-488.
  2. Xie, Yimei & Ding, Chuan & Li, Yang & Wang, Kaihong, 2023. "Optimal incentive contract in continuous time with different behavior relationships between agents," International Review of Financial Analysis, Elsevier, vol. 86(C).
  3. Philippe Bergault & Pierre Cardaliaguet & Wenbin Yan, 2025. "Optimal hedging of an informed broker facing many traders," Papers 2506.08992, arXiv.org.
  4. Guillermo Alvarez & Ibrahim Ekren & Anastasis Kratsios & Xuwei Yang, 2024. "Neural Operators Can Play Dynamic Stackelberg Games," Papers 2411.09644, arXiv.org.
  5. René Carmona & Gökçe Dayanıklı & Mathieu Laurière, 2022. "Mean Field Models to Regulate Carbon Emissions in Electricity Production," Dynamic Games and Applications, Springer, vol. 12(3), pages 897-928, September.
  6. Rene Carmona, 2020. "Applications of Mean Field Games in Financial Engineering and Economic Theory," Papers 2012.05237, arXiv.org.
  7. Robert Denkert & Ulrich Horst, 2024. "Extended mean-field games with multi-dimensional singular controls and non-linear jump impact," Papers 2402.09317, arXiv.org, revised Nov 2024.
  8. René Carmona, 2022. "The influence of economic research on financial mathematics: Evidence from the last 25 years," Finance and Stochastics, Springer, vol. 26(1), pages 85-101, January.
  9. Camilo Hern'andez & Dylan Possamai, 2023. "Time-inconsistent contract theory," Papers 2303.01601, arXiv.org.
  10. Thibaut Mastrolia & Jiacheng Zhang, 2025. "Agency Problem and Mean Field System of Agents with Moral Hazard, Synergistic Effects and Accidents," Journal of Optimization Theory and Applications, Springer, vol. 205(3), pages 1-32, June.
  11. Marcel Nutz & Yuchong Zhang, 2021. "Mean Field Contest with Singularity," Papers 2103.04219, arXiv.org.
  12. Guillermo Alonso Alvarez & Erhan Bayraktar & Ibrahim Ekren & Liwei Huang, 2024. "Sequential optimal contracting in continuous time," Papers 2411.04262, arXiv.org.
  13. Bastien Baldacci & Philippe Bergault, 2021. "Optimal incentives in a limit order book: a SPDE control approach," Papers 2112.00375, arXiv.org, revised Oct 2022.
  14. Arvind V. Shrivats & Dena Firoozi & Sebastian Jaimungal, 2022. "A mean‐field game approach to equilibrium pricing in solar renewable energy certificate markets," Mathematical Finance, Wiley Blackwell, vol. 32(3), pages 779-824, July.
  15. Xiang Yu & Yuchong Zhang & Zhou Zhou, 2020. "Teamwise Mean Field Competitions," Papers 2006.14472, arXiv.org, revised May 2021.
  16. Dena Firoozi & Arvind V Shrivats & Sebastian Jaimungal, 2021. "Principal agent mean field games in REC markets," Papers 2112.11963, arXiv.org, revised Jun 2022.
  17. René Carmona & Peiqi Wang, 2021. "A Probabilistic Approach to Extended Finite State Mean Field Games," Mathematics of Operations Research, INFORMS, vol. 46(2), pages 471-502, May.
  18. Camilo Hernández & Dylan Possamaï, 2024. "Time‐inconsistent contract theory," Mathematical Finance, Wiley Blackwell, vol. 34(3), pages 1022-1085, July.
  19. Emma Hubert & Thibaut Mastrolia & Dylan Possamai & Xavier Warin, 2020. "Incentives, lockdown, and testing: from Thucydides's analysis to the COVID-19 pandemic," Papers 2009.00484, arXiv.org, revised Apr 2022.
  20. Niu, Yingjie & Zou, Zhentao, 2024. "Robust dynamic contracts with multiple agents," Games and Economic Behavior, Elsevier, vol. 148(C), pages 196-217.
  21. Daniel Krv{s}ek & Dylan Possamai, 2023. "Randomisation with moral hazard: a path to existence of optimal contracts," Papers 2311.13278, arXiv.org.
  22. Steven Campbell & Yichao Chen & Arvind Shrivats & Sebastian Jaimungal, 2021. "Deep Learning for Principal-Agent Mean Field Games," Papers 2110.01127, arXiv.org.
  23. Takashi Furuya & Anastasis Kratsios, 2024. "Simultaneously Solving FBSDEs and their Associated Semilinear Elliptic PDEs with Small Neural Operators," Papers 2410.14788, arXiv.org, revised May 2025.
  24. Dylan Possamai & Nizar Touzi, 2020. "Is there a Golden Parachute in Sannikov's principal-agent problem?," Papers 2007.05529, arXiv.org, revised Oct 2022.
  25. Mao Fabrice Djete, 2024. "Three connected problems: principal with multiple agents in cooperation, Principal--Agent with Mckean--Vlasov dynamics and multitask Principal--Agent," Papers 2410.15818, arXiv.org, revised Oct 2024.
  26. Guanxing Fu & Ulrich Horst, 2025. "Mean Field Portfolio Games with Epstein-Zin Preferences," Papers 2505.07231, arXiv.org.
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