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Cyber-Physical Systems Virtual Organization
Read-only archive of site from September 29, 2023.
CPS-VO
principal-agent problems
biblio
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