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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The paper gives sufficient conditions for Nash equilibrium existence in finite-population aggregative LQG games under delayed discrete mean-state observations and quantifies the extra cost relative to zero-latency and continuous-observation baselines.
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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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Continuous Aggregative LQG Games with Delayed Discrete Observations
The paper gives sufficient conditions for Nash equilibrium existence in finite-population aggregative LQG games under delayed discrete mean-state observations and quantifies the extra cost relative to zero-latency and continuous-observation baselines.