Agent's optimization in unique-contract principal-agent problem with adverse selection is recast as stochastic target problem, enabling principal's objective as stochastic optimal control with partial information and state constraints.
A localization property of viscosity solutions to the Monge-Amp` ere equation and their strict convexity
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Proves existence of asymptotically cylindrical U(1)-invariant special Lagrangians in X × C (X an A2 ALE hyperkähler 4-manifold) by solving a singular Monge-Ampère equation and applying geometric measure theory.
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Principal-agent problems with adverse selection: A stochastic target problem formulation
Agent's optimization in unique-contract principal-agent problem with adverse selection is recast as stochastic target problem, enabling principal's objective as stochastic optimal control with partial information and state constraints.
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On the Donaldson-Scaduto conjecture
Proves existence of asymptotically cylindrical U(1)-invariant special Lagrangians in X × C (X an A2 ALE hyperkähler 4-manifold) by solving a singular Monge-Ampère equation and applying geometric measure theory.