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Cyber-Physical Systems Virtual Organization

Read-only archive of site from September 29, 2023.

CPS-VO

Knightian uncertainty

biblio

Visible to the public The optimal contracts in continuous time under Knightian uncertainty

Submitted by grigby1 on Mon, 02/27/2017 - 12:56pm
  • optimal control
  • Yttrium
  • uncertainty
  • TV
  • pubcrawl170108
  • pubcrawl170107
  • principal-agent problems
  • optimization
  • optimisation
  • optimal control theory
  • continuous time system
  • optimal contracts
  • optimal contract
  • Knightian uncertainty
  • g-expectation framework
  • financial management
  • differential equations
  • contracts
  • continuous time systems

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