Séminaire commun FDD-FiME // A. Kemper
Annika Kemper (Bielefeld University)
Titre: Linear Quadratic Principal Multi-Agent Incentive Problems with Applications to Development of Renewable Energy
(A joint work with R. Aïd, H. Farhat, and N. Touzi)
Abstract:In this work we provide a class of tractable Principal-Agent problems. We follow the resolution methodology of Cvitanić et al. (2018) in a Linear Quadratic setting with exponential utilities. We tackle then the incentives for development of renewable energy Read more [...]
