Optimal Monitoring Schedule in Dynamic Contracts

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2017-09-16

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Dynamic Contract, Moral Hazard, Principal-agent Model, Optimal Control, Continuous Time, Costly State Verification

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https://hdl.handle.net/10161/17384

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Sun

Peng Sun

J.B. Fuqua Distinguished Professor of Business Administration

Peng Sun is a JB Fuqua Professor in the Decision Sciences area at the Fuqua School of Business, Duke University. He researches mathematical theories and models for resource allocation decisions under uncertainty, and incentive issues in dynamic environments. His work spans a range of applications areas, from operations management, economics, finance, marketing, to health care and sustainability. He serves a Department Editor at Management Science and an Associate Editor at Operations Research, two leading academic journals of the profession of Operations Research and Management Science. At the Fuqua School, Professor Sun has taught MBA core course Decision Models and elective course Strategic Modeling and Business Dynamics, and PhD course Dynamic Programming and Optimal Control.

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