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A Tale of a Principal and Many, Many Agents

Citations

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Cited by:

  1. 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.
  2. Guillermo Alonso Alvarez & Erhan Bayraktar & Ibrahim Ekren & Liwei Huang, 2024. "Sequential optimal contracting in continuous time," Papers 2411.04262, arXiv.org.
  3. Bastien Baldacci & Philippe Bergault, 2021. "Optimal incentives in a limit order book: a SPDE control approach," Papers 2112.00375, arXiv.org, revised Oct 2022.
  4. Xiang Yu & Yuchong Zhang & Zhou Zhou, 2020. "Teamwise Mean Field Competitions," Papers 2006.14472, arXiv.org, revised May 2021.
  5. Dena Firoozi & Arvind V Shrivats & Sebastian Jaimungal, 2021. "Principal agent mean field games in REC markets," Papers 2112.11963, arXiv.org, revised Jun 2022.
  6. Camilo Hernández & Dylan Possamaï, 2024. "Time‐inconsistent contract theory," Mathematical Finance, Wiley Blackwell, vol. 34(3), pages 1022-1085, July.
  7. 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.
  8. 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).
  9. Rene Carmona, 2020. "Applications of Mean Field Games in Financial Engineering and Economic Theory," Papers 2012.05237, arXiv.org.
  10. 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.
  11. Niu, Yingjie & Zou, Zhentao, 2024. "Robust dynamic contracts with multiple agents," Games and Economic Behavior, Elsevier, vol. 148(C), pages 196-217.
  12. Dylan Possamai & Nizar Touzi, 2020. "Is there a Golden Parachute in Sannikov's principal-agent problem?," Papers 2007.05529, arXiv.org, revised Oct 2022.
  13. 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.
  14. Philippe Bergault & Pierre Cardaliaguet & Wenbin Yan, 2025. "Optimal hedging of an informed broker facing many traders," Papers 2506.08992, arXiv.org.
  15. Guillermo Alvarez & Ibrahim Ekren & Anastasis Kratsios & Xuwei Yang, 2024. "Neural Operators Can Play Dynamic Stackelberg Games," Papers 2411.09644, arXiv.org.
  16. 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.
  17. 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.
  18. 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.
  19. 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.
  20. Camilo Hern'andez & Dylan Possamai, 2023. "Time-inconsistent contract theory," Papers 2303.01601, arXiv.org.
  21. Marcel Nutz & Yuchong Zhang, 2021. "Mean Field Contest with Singularity," Papers 2103.04219, arXiv.org.
  22. 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.
  23. Daniel Krv{s}ek & Dylan Possamai, 2023. "Randomisation with moral hazard: a path to existence of optimal contracts," Papers 2311.13278, arXiv.org.
  24. Steven Campbell & Yichao Chen & Arvind Shrivats & Sebastian Jaimungal, 2021. "Deep Learning for Principal-Agent Mean Field Games," Papers 2110.01127, arXiv.org.
  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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