Optimal Monitoring Schedule in Dynamic Contracts

Thumbnail Image
View / Download924.03 KB

Date

2017-09-16

Authors

Journal Title

Journal ISSN

Volume Title

Repository Usage Stats

140
views
307
downloads

Abstract

Type

Journal article

Department

Description

Provenance

Subjects

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

Citation

Permalink

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

Collections

Scholarly Articles
Full item page

Scholars@Duke

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.

Unless otherwise indicated, scholarly articles published by Duke faculty members are made available here with a CC-BY-NC (Creative Commons Attribution Non-Commercial) license, as enabled by the Duke Open Access Policy. If you wish to use the materials in ways not already permitted under CC-BY-NC, please consult the copyright owner. Other materials are made available here through the author’s grant of a non-exclusive license to make their work openly accessible.