Affine Incentive Schemes for Stochastic Systems with Dynamic Information

Keyphrases

• Dynamic Information 100%
• Stochastic Systems 100%
• Affine 100%
• Private Information 100%
• Common Information 100%
• Incentive Schemes 100%
• Optimal Incentives 100%
• Decision Variables 50%
• Numerical Examples 50%
• Hilbert Space 50%
• Two-agent 50%
• Loss Function 50%
• Strictly Convex 50%
• Decision Problems 50%
• Stochastic Choice 50%
• Incentive Policy 50%
• Hierarchical Decision Making 50%
• Structural Restrictions 50%
• Agent Decision 50%

Mathematics

• Stochastic System 100%
• Information Dynamic 100%
• Stochastics 50%
• Decision Variable 50%
• Hilbert Space 50%
• Numerical Example 50%
• Strictly Convex 50%
• Loss Function 50%

Economics, Econometrics and Finance

• Private Information 100%
• Decision under Risk 50%