Solving an Infinite Horizon Adverse Selection Model Through Finite Policy Graphs
暂无分享,去创建一个
[1] Hao Zhang,et al. Partially Observable Markov Decision Processes: A Geometric Technique and Analysis , 2010, Oper. Res..
[2] Ana Fernandes,et al. A Recursive Formulation for Repeated Agency with History Dependence , 2000, J. Econ. Theory.
[3] E. Brousseau,et al. The Economics of Contracts: Bibliography , 2002 .
[4] Christopher Phelan,et al. Computing Multi-Period, Information-Constrained Optima , 1991 .
[5] Hao Zhang,et al. A Dynamic Principal-Agent Model with Hidden Information: Sequential Optimality Through Truthful State Revelation , 2008, Oper. Res..
[6] Marek Kapička,et al. Efficient Allocations in Dynamic Private Information Economies with Persistent Shocks: A First-Order Approach , 2013 .
[7] Martin L. Puterman,et al. Markov Decision Processes: Discrete Stochastic Dynamic Programming , 1994 .
[8] Christopher Sleet,et al. Dynamic labor contracts with temporary layoffs and permanent separations , 2001 .
[9] Robert M. Townsend,et al. Dynamic Mechanism Design with Hidden Income and Hidden Actions , 2002, J. Econ. Theory.
[10] Harold L. Cole,et al. Dynamic Games with Hidden Actions and Hidden States , 2001, J. Econ. Theory.
[11] Sevin Yeltekin,et al. Recursive monetary policy games with incomplete information , 2007 .
[12] Ronald A. Howard,et al. Dynamic Programming and Markov Processes , 1960 .
[13] R. Myerson. MULTISTAGE GAMES WITH COMMUNICATION , 1984 .
[14] M. Battaglini. Long-Term Contracting with Markovian Consumers , 2005 .
[15] R. Bellman,et al. Dynamic Programming and Markov Processes , 1960 .
[16] Sanjay Srivastava,et al. On Repeated Moral Hazard with Discounting , 1987 .
[17] Christopher Sleet,et al. On Credible Monetary Policy and Private Government Information , 2001, J. Econ. Theory.
[18] Alexei Tchistyi. Security Design with Correlated Hidden Cash Flows: The Optimality of Performance Pricing , 2005 .
[19] E. Stacchetti,et al. Towards a Theory of Discounted Repeated Games with Imperfect Monitoring , 1990 .
[20] K. Judd,et al. Computing Supergame Equilibria , 2003 .
[21] J. Laffont,et al. The Theory of Incentives: The Principal-Agent Model , 2001 .
[22] Hao Zhang,et al. Analysis of a Dynamic Adverse Selection Model with Asymptotic Efficiency , 2012, Math. Oper. Res..
[23] Hao ZhangMahesh NagarajanGreys So. Dynamic Supplier Contracts under Asymmetric Inventory Information , 2009 .
[24] Eric A. Hansen,et al. An Improved Policy Iteration Algorithm for Partially Observable MDPs , 1997, NIPS.