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1. | School of Mathematical Sciences, Dalian University of Technology, Dalian, Liaoning 116024, China |
2. | School of Mathematical Science, Dalian University of Technology, Dalian, Liaoning 116024 |
3. | Faculty of Management and Economics, Dalian University of Technology, Dalian, Liaoning, 116024, China |
References:
[1] |
J. A. Mirrlees, The theory of moral hazard and unobservable behavior: Part I, Mimeo, 1975, Nuffild College, Oxford. Reprinted in Rev. Econ. Stud., 66 (1999), 3-21. |
[2] |
J. A. Mirrlees, The Implication of Moral Hazard for Optimal Insurance, Seminar Given at Conference Held in Honor of Karl Borch. Mimeo, 1979, Bergen, Norway. |
[3] |
W. P. Rogerson, The first-order approach to principal-agent problems, Economica, 53 (1985), 1357-1367.
doi: 10.2307/1913212. |
[4] |
M. LiCalzi and S. Spaeter, Distributions for the first-order approach to principal-agent problems, Economic Theory, 21 (2003), 167-173.
doi: 10.1007/s00199-001-0250-y. |
[5] |
S. Shao and Q. Xu, Distributions for the validity of the first-order approach to principal-agent problems, Journal of Fudan University, 48 (2009), 277-280. |
[6] |
S. J. Grossman and O. D. Hart, An Analysis of the principal-agent problem, Econometrica, 51 (1983), 7-45.
doi: 10.2307/1912246. |
[7] |
I. Jewitt, Justifying the first-order approach to principal-agent problems, Economica, 56 (1988), 1177-1190.
doi: 10.2307/1911363. |
[8] |
B. Sinclair-Desgagné, The first-order approach to multi-signal principal-agent problems, Econometrica, 62 (1994), 459-465.
doi: 10.2307/2951619. |
[9] |
E. Alvi, First-order approach to principal-agent problems: A generalization, The Geneva Risk and Insurance Review, 22 (1997), 59-65.
doi: 10.1023/A:1008663531322. |
[10] |
John R. Conlon, Two new conditions supporting the first-order approach to multisignal principal-agent problems, Econometrica, 77 (2009), 249-278.
doi: 10.3982/ECTA6688. |
[11] |
S. Koehne, The first-order approach to moral hazard problems with hidden saving, Working Paper, (2010), University of Mannheim, Mannheim, Germany.
doi: 10.2139/ssrn.1444780. |
[12] |
R. B. Myerson, Optimal coordination mechanisms in generalized principal-agent problems, J. Math. Econ., 10 (1982), 67-81.
doi: 10.1016/0304-4068(82)90006-4. |
[13] |
E. S. Prescott, A primer on Moral-Hazard models, Federal Reserve Bank of Richmond Quanterly Review, 85 (1999), 47-77. |
[14] |
E. S. Prescott, Computing solutions to moral-hazard programs using the Dantzig-Wolfe decomposition algorithm, J. Econ. Dynam. Control, 28 (2004), 777-800.
doi: 10.1016/S0165-1889(03)00053-8. |
[15] |
C. L. Su and K. L. Judd, Computation of moral-hazard problems, Working Paper, (2007), CMS-EMS, Kellogg School of Management, Northwestern University, Evanston, llinois, USA. |
[16] |
R. B. Kellogg, T. Y. Li and J. A. Yorke, A constructive proof of the Brouwer fixed-point theorem and computational results, SIAM J. Num. Anal., 13 (1976), 473-483.
doi: 10.1137/0713041. |
[17] |
S. Smale, A convergent process of price adjustment and global newton methods, J. Math. Econom., 3 (1976), 107-120.
doi: 10.1016/0304-4068(76)90019-7. |
[18] |
S. N. Chow, J. Mallet-Paret and J. A. Yorke, Finding zeros of maps: Homotopy methods that are constructive with probability one, Math. Comput., 32 (1978), 887-899.
doi: 10.1090/S0025-5718-1978-0492046-9. |
[19] |
G. C. Feng and B. Yu, Combined homotopy interior point method for nonlinear programming problems, Advances in Numerical Mathematics; Proceeding of the second Japan-China Seminar on Numerical Mathematics (Eds. H. Fujita and M. Yamaguti), Tokyo, 1994, 9-16, Lecture Notes in Numerical and Applied Analysis, 14, Kinokuniya, Tokyo, Japan, 1995. |
[20] |
G. C. Feng, Z. H. Lin and B. Yu, Existence of an interior pathway to a Karush-Kuhn-Tucker point of a nonconvex programming problem, Nonlinear Anal., 32 (1998), 761-768.
doi: 10.1016/S0362-546X(97)00516-6. |
[21] |
Y. F. Shang and B. Yu, Boundary moving combined homotopy method for nonconvex nonlinear programming and its convergence, (Chinese), J. Jilin Univ. Sci., 44 (2006), 357-361. |
[22] |
Z. H. Lin, Y. Li and B. Yu, A combined homotopy interior point method for general nonlinear programming problems, Appl. Math. Comput., 80 (1996), 209-224.
doi: 10.1016/0096-3003(95)00295-2. |
[23] |
L. Yang, B. Yu and Q. Xu, A constraint shifting homotopy method for general nonlinear programming, Optim., 2012.
doi: 10.1080/02331934.2012.668189. |
[24] |
L. Qi and Z. Wei, On the constant positive linear dependence condition and its application to SQP methods, SIAM J. Optim., 10 (2000), 963-981. |
[25] |
L. T. Watson, S. C. Billups and A. P. Morgan, Algorithm 652 hompack: A suite of codes for globally convergent homotopy algorithms, ACM Trans. Math. Softw., 13 (1987), 281-310.
doi: 10.1145/29380.214343. |
[26] |
E. L. Allgower and K. Georg, Introduction to Numerical Continuation Methods, 2nd edition, SIAM Society for Industrial and Applied Mathematics, Philadelphia, America, 2003.
doi: 10.1137/1.9780898719154. |
show all references
References:
[1] |
J. A. Mirrlees, The theory of moral hazard and unobservable behavior: Part I, Mimeo, 1975, Nuffild College, Oxford. Reprinted in Rev. Econ. Stud., 66 (1999), 3-21. |
[2] |
J. A. Mirrlees, The Implication of Moral Hazard for Optimal Insurance, Seminar Given at Conference Held in Honor of Karl Borch. Mimeo, 1979, Bergen, Norway. |
[3] |
W. P. Rogerson, The first-order approach to principal-agent problems, Economica, 53 (1985), 1357-1367.
doi: 10.2307/1913212. |
[4] |
M. LiCalzi and S. Spaeter, Distributions for the first-order approach to principal-agent problems, Economic Theory, 21 (2003), 167-173.
doi: 10.1007/s00199-001-0250-y. |
[5] |
S. Shao and Q. Xu, Distributions for the validity of the first-order approach to principal-agent problems, Journal of Fudan University, 48 (2009), 277-280. |
[6] |
S. J. Grossman and O. D. Hart, An Analysis of the principal-agent problem, Econometrica, 51 (1983), 7-45.
doi: 10.2307/1912246. |
[7] |
I. Jewitt, Justifying the first-order approach to principal-agent problems, Economica, 56 (1988), 1177-1190.
doi: 10.2307/1911363. |
[8] |
B. Sinclair-Desgagné, The first-order approach to multi-signal principal-agent problems, Econometrica, 62 (1994), 459-465.
doi: 10.2307/2951619. |
[9] |
E. Alvi, First-order approach to principal-agent problems: A generalization, The Geneva Risk and Insurance Review, 22 (1997), 59-65.
doi: 10.1023/A:1008663531322. |
[10] |
John R. Conlon, Two new conditions supporting the first-order approach to multisignal principal-agent problems, Econometrica, 77 (2009), 249-278.
doi: 10.3982/ECTA6688. |
[11] |
S. Koehne, The first-order approach to moral hazard problems with hidden saving, Working Paper, (2010), University of Mannheim, Mannheim, Germany.
doi: 10.2139/ssrn.1444780. |
[12] |
R. B. Myerson, Optimal coordination mechanisms in generalized principal-agent problems, J. Math. Econ., 10 (1982), 67-81.
doi: 10.1016/0304-4068(82)90006-4. |
[13] |
E. S. Prescott, A primer on Moral-Hazard models, Federal Reserve Bank of Richmond Quanterly Review, 85 (1999), 47-77. |
[14] |
E. S. Prescott, Computing solutions to moral-hazard programs using the Dantzig-Wolfe decomposition algorithm, J. Econ. Dynam. Control, 28 (2004), 777-800.
doi: 10.1016/S0165-1889(03)00053-8. |
[15] |
C. L. Su and K. L. Judd, Computation of moral-hazard problems, Working Paper, (2007), CMS-EMS, Kellogg School of Management, Northwestern University, Evanston, llinois, USA. |
[16] |
R. B. Kellogg, T. Y. Li and J. A. Yorke, A constructive proof of the Brouwer fixed-point theorem and computational results, SIAM J. Num. Anal., 13 (1976), 473-483.
doi: 10.1137/0713041. |
[17] |
S. Smale, A convergent process of price adjustment and global newton methods, J. Math. Econom., 3 (1976), 107-120.
doi: 10.1016/0304-4068(76)90019-7. |
[18] |
S. N. Chow, J. Mallet-Paret and J. A. Yorke, Finding zeros of maps: Homotopy methods that are constructive with probability one, Math. Comput., 32 (1978), 887-899.
doi: 10.1090/S0025-5718-1978-0492046-9. |
[19] |
G. C. Feng and B. Yu, Combined homotopy interior point method for nonlinear programming problems, Advances in Numerical Mathematics; Proceeding of the second Japan-China Seminar on Numerical Mathematics (Eds. H. Fujita and M. Yamaguti), Tokyo, 1994, 9-16, Lecture Notes in Numerical and Applied Analysis, 14, Kinokuniya, Tokyo, Japan, 1995. |
[20] |
G. C. Feng, Z. H. Lin and B. Yu, Existence of an interior pathway to a Karush-Kuhn-Tucker point of a nonconvex programming problem, Nonlinear Anal., 32 (1998), 761-768.
doi: 10.1016/S0362-546X(97)00516-6. |
[21] |
Y. F. Shang and B. Yu, Boundary moving combined homotopy method for nonconvex nonlinear programming and its convergence, (Chinese), J. Jilin Univ. Sci., 44 (2006), 357-361. |
[22] |
Z. H. Lin, Y. Li and B. Yu, A combined homotopy interior point method for general nonlinear programming problems, Appl. Math. Comput., 80 (1996), 209-224.
doi: 10.1016/0096-3003(95)00295-2. |
[23] |
L. Yang, B. Yu and Q. Xu, A constraint shifting homotopy method for general nonlinear programming, Optim., 2012.
doi: 10.1080/02331934.2012.668189. |
[24] |
L. Qi and Z. Wei, On the constant positive linear dependence condition and its application to SQP methods, SIAM J. Optim., 10 (2000), 963-981. |
[25] |
L. T. Watson, S. C. Billups and A. P. Morgan, Algorithm 652 hompack: A suite of codes for globally convergent homotopy algorithms, ACM Trans. Math. Softw., 13 (1987), 281-310.
doi: 10.1145/29380.214343. |
[26] |
E. L. Allgower and K. Georg, Introduction to Numerical Continuation Methods, 2nd edition, SIAM Society for Industrial and Applied Mathematics, Philadelphia, America, 2003.
doi: 10.1137/1.9780898719154. |
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