Yiqing Lin, Zhenjie Ren, Nizar Touzi, Junjian Yang. Random Horizon Principal-Agent Problems. SIAM J. Control and Optimization, 60(1):355-384, 2022. [doi]
@article{LinRTY22,
title = {Random Horizon Principal-Agent Problems},
author = {Yiqing Lin and Zhenjie Ren and Nizar Touzi and Junjian Yang},
year = {2022},
doi = {10.1137/20m1321620},
url = {https://doi.org/10.1137/20m1321620},
researchr = {https://researchr.org/publication/LinRTY22},
cites = {0},
citedby = {0},
journal = {SIAM J. Control and Optimization},
volume = {60},
number = {1},
pages = {355-384},
}