1 citations · 1 across the 5 of their papers we have counts for
5 papers · 1 filter
A continuous-time dynamic contracting problem with limited liability and finite horizon
Andrea Bovo, Tiziano De Angelis, Stéphane Villeneuve
We perform a detailed study of a principal--agent problem in a continuous time version of the celebrated Holmström--Milgrom model (Econometrica 55 (2), 1987) where we add limited l…
On the saddle point of a zero-sum stopper vs. singular-controller game
Andrea Bovo, Tiziano De Angelis
We construct a saddle point in a class of zero-sum games between a stopper and a singular-controller. The underlying dynamics is a one-dimensional, time-homogeneous, singularly con…
Nash equilibria for dividend distribution with competition
Tiziano De Angelis, Fabien Gensbittel, Stéphane Villeneuve
We construct Nash equilibria in feedback form for a class of two-person stochastic games of singular control with absorption, arising from a stylized model for corporate finance. M…
Stopper vs. singular-controller games with degenerate diffusions
Andrea Bovo, Tiziano De Angelis, Jan Palczewski
We study zero-sum stochastic games between a singular controller and a stopper when the (state-dependent) diffusion matrix of the underlying controlled diffusion process is degener…
Zero-sum stopper vs. singular-controller games with constrained control directions
Andrea Bovo, Tiziano De Angelis, Jan Palczewski
We consider a class of zero-sum stopper vs. singular-controller games in which the controller can only act on a subset of the coordinates of a controlled diffusion. Due…