作者
Philipp Renner, Simon Scheidegger
发表日期
2018/11/13
来源
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3282487
简介
We introduce a flexible and scalable method for solving discrete-time dynamic incentive problems with heterogeneous agents and persistent types. Our framework entails a generic and numerically tractable model reformulation that can be solved with standard dynamic programming techniques.
学术搜索中的文章
P Renner, S Scheidegger - Available at SSRN 3282487, 2018