FINITE DIFFERENCE METHODS FOR PRINCIPAL-AGENT PROBLEM WITH LEARNING: MORAL HAZARD CASE

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Bibliographic Details
Main Author:	GUILLAUME FEIGNA
Other Authors:	STATISTICS & APPLIED PROBABILITY
Format:	Theses and Dissertations
Language:	English
Published:	2018
Subjects:	Principal-Agent problem,finite differences,optimal control,HJB,BSDE,stochastic calculus
Online Access:	http://scholarbank.nus.edu.sg/handle/10635/144243
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Institution:	National University of Singapore
Language:	English

id	sg-nus-scholar.10635-144243
record_format	dspace
spelling	sg-nus-scholar.10635-1442432019-04-11T15:58:07Z FINITE DIFFERENCE METHODS FOR PRINCIPAL-AGENT PROBLEM WITH LEARNING: MORAL HAZARD CASE GUILLAUME FEIGNA STATISTICS & APPLIED PROBABILITY THIERY, ALEXANDRE HOANG ZHOU CHAO Principal-Agent problem,finite differences,optimal control,HJB,BSDE,stochastic calculus Master's MASTER OF SCIENCE 2018-06-30T19:16:28Z 2018-06-30T19:16:28Z 2017-12-14 Thesis GUILLAUME FEIGNA (2017-12-14). FINITE DIFFERENCE METHODS FOR PRINCIPAL-AGENT PROBLEM WITH LEARNING: MORAL HAZARD CASE. ScholarBank@NUS Repository. http://scholarbank.nus.edu.sg/handle/10635/144243 en
institution	National University of Singapore
building	NUS Library
country	Singapore
collection	ScholarBank@NUS
language	English
topic	Principal-Agent problem,finite differences,optimal control,HJB,BSDE,stochastic calculus
spellingShingle	Principal-Agent problem,finite differences,optimal control,HJB,BSDE,stochastic calculus GUILLAUME FEIGNA FINITE DIFFERENCE METHODS FOR PRINCIPAL-AGENT PROBLEM WITH LEARNING: MORAL HAZARD CASE
description	Master's
author2	STATISTICS & APPLIED PROBABILITY
author_facet	STATISTICS & APPLIED PROBABILITY GUILLAUME FEIGNA
format	Theses and Dissertations
author	GUILLAUME FEIGNA
author_sort	GUILLAUME FEIGNA
title	FINITE DIFFERENCE METHODS FOR PRINCIPAL-AGENT PROBLEM WITH LEARNING: MORAL HAZARD CASE
title_short	FINITE DIFFERENCE METHODS FOR PRINCIPAL-AGENT PROBLEM WITH LEARNING: MORAL HAZARD CASE
title_full	FINITE DIFFERENCE METHODS FOR PRINCIPAL-AGENT PROBLEM WITH LEARNING: MORAL HAZARD CASE
title_fullStr	FINITE DIFFERENCE METHODS FOR PRINCIPAL-AGENT PROBLEM WITH LEARNING: MORAL HAZARD CASE
title_full_unstemmed	FINITE DIFFERENCE METHODS FOR PRINCIPAL-AGENT PROBLEM WITH LEARNING: MORAL HAZARD CASE
title_sort	finite difference methods for principal-agent problem with learning: moral hazard case
publishDate	2018
url	http://scholarbank.nus.edu.sg/handle/10635/144243
_version_	1681098388858208256

FINITE DIFFERENCE METHODS FOR PRINCIPAL-AGENT PROBLEM WITH LEARNING: MORAL HAZARD CASE

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