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}, }