Dynamic programming approach to principal-agent problems

Jaksa Cvitanic, Dylan Possamaï, Nizar Touzi. Dynamic programming approach to principal-agent problems. Finance and Stochastics, 22(1):1-37, 2018. [doi]

@article{CvitanicPT18,
  title = {Dynamic programming approach to principal-agent problems},
  author = {Jaksa Cvitanic and Dylan Possamaï and Nizar Touzi},
  year = {2018},
  doi = {10.1007/s00780-017-0344-4},
  url = {https://doi.org/10.1007/s00780-017-0344-4},
  researchr = {https://researchr.org/publication/CvitanicPT18},
  cites = {0},
  citedby = {0},
  journal = {Finance and Stochastics},
  volume = {22},
  number = {1},
  pages = {1-37},
}