Dynamic programming approach to principal–agent problems
نویسندگان
چکیده
منابع مشابه
A dynamic programming approach for solving nonlinear knapsack problems
Nonlinear Knapsack Problems (NKP) are the alternative formulation for the multiple-choice knapsack problems. A powerful approach for solving NKP is dynamic programming which may obtain the global op-timal solution even in the case of discrete solution space for these problems. Despite the power of this solu-tion approach, it computationally performs very slowly when the solution space of the pr...
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nonlinear knapsack problems (nkp) are the alternative formulation for the multiple-choice knapsack problems. a powerful approach for solving nkp is dynamic programming which may obtain the global op-timal solution even in the case of discrete solution space for these problems. despite the power of this solu-tion approach, it computationally performs very slowly when the solution space of the pr...
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ژورنال
عنوان ژورنال: Finance and Stochastics
سال: 2017
ISSN: 0949-2984,1432-1122
DOI: 10.1007/s00780-017-0344-4