A Penalty Function Method for the Principal-Agent Problem with an Infinite Number of Incentive-Compatibility Constraints under Moral Hazard

Acta Mathematica Scientia ◽

10.1007/s10473-021-0521-6 ◽

2021 ◽

Vol 41 (5) ◽

pp. 1749-1763

Author(s):

Jia Liu ◽

Xianjia Wang

Keyword(s):

Moral Hazard ◽

Infinite Number ◽

Penalty Function ◽

Function Method ◽

Incentive Compatibility ◽

Principal Agent ◽

Penalty Function Method ◽

Principal Agent Problem

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The Continuous-Time Principal-Agent Problem with Moral Hazard and Recursive Preferences

SSRN Electronic Journal ◽

10.2139/ssrn.1573246 ◽

2010 ◽

Author(s):

Mark D. Schroder ◽

Sumit Sinha ◽

Shlomo Levental

Keyword(s):

Moral Hazard ◽

Continuous Time ◽

Principal Agent ◽

Recursive Preferences ◽

Principal Agent Problem

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An exact penalty function method for optimising QAP formulation in facility layout problem

International Journal of Production Research ◽

10.1080/00207543.2016.1229068 ◽

2016 ◽

Vol 55 (10) ◽

pp. 2913-2929 ◽

Author(s):

Jingyang Zhou ◽

Peter E.D. Love ◽

Kok Lay Teo ◽

Hanbin Luo

Keyword(s):

Penalty Function ◽

Function Method ◽

Facility Layout ◽

Exact Penalty Function ◽

Penalty Function Method ◽

Exact Penalty ◽

Layout Problem ◽

Facility Layout Problem

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Penalty Function Method for Peer Selection over Wireless Mesh Network

2010 IEEE 72nd Vehicular Technology Conference - Fall ◽

10.1109/vetecf.2010.5594219 ◽

2010 ◽

Author(s):

Mohammad Zulhasnine ◽

Changcheng Huang ◽

Anand Srinivasan

Keyword(s):

Penalty Function ◽

Function Method ◽

Wireless Mesh Network ◽

Mesh Network ◽

Penalty Function Method ◽

Peer Selection ◽

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Robust optimum design of SAW filters by using penalty function method

2004 IEEE International Conference on Industrial Technology, 2004. IEEE ICIT '04. ◽

10.1109/icit.2004.1490169 ◽

2005 ◽

Author(s):

K. Tagawa ◽

T. Ohtani ◽

T. Igaki ◽

S. Seki

Keyword(s):

Optimum Design ◽

Penalty Function ◽

Function Method ◽

Penalty Function Method ◽

Robust Optimum Design

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Nonlinear model predictive control for systems with autonomous state jumps using a penalty function method

2017 11th Asian Control Conference (ASCC) ◽

10.1109/ascc.2017.8287503 ◽

2017 ◽

Author(s):

Sotaro Katayama ◽

Yasuyuki Satoh ◽

Masahiro Doi ◽

Toshiyuki Ohtsuka

Keyword(s):

Model Predictive Control ◽

Predictive Control ◽

Nonlinear Model ◽

Penalty Function ◽

Function Method ◽

Nonlinear Model Predictive Control ◽

Penalty Function Method ◽

Autonomous State

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An objective penalty function method for biconvex programming

Journal of Global Optimization ◽

10.1007/s10898-021-01064-5 ◽

2021 ◽

Author(s):

Zhiqing Meng ◽

Min Jiang ◽

Rui Shen ◽

Leiyan Xu ◽

Chuangyin Dang

Keyword(s):

Penalty Function ◽

Function Method ◽

Penalty Function Method ◽

Objective Penalty Function

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Solving some optimal control problems using the barrier penalty function method

System Modelling and Optimization - Lecture Notes in Control and Information Sciences ◽

10.1007/bfb0008387 ◽

2005 ◽

pp. 358-367 ◽

Author(s):

Pekka Neittaanmäki ◽

Andrzej Stachurski

Keyword(s):

Optimal Control ◽

Penalty Function ◽

Function Method ◽

Optimal Control Problems ◽

Control Problems ◽

Penalty Function Method

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Nonlinear Model Predictive Control for Systems with State-Dependent Switches and State Jumps Using a Penalty Function Method

2018 IEEE Conference on Control Technology and Applications (CCTA) ◽

10.1109/ccta.2018.8511448 ◽

2018 ◽

Author(s):

Sotaro Katayama ◽

Yasuyuki Satoh ◽

Masahiro Doi ◽

Toshiyuki Ohtsuka

Keyword(s):

Model Predictive Control ◽

Predictive Control ◽

Nonlinear Model ◽

Penalty Function ◽

Function Method ◽

Nonlinear Model Predictive Control ◽

Penalty Function Method ◽

State Dependent

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Application of penalty function method to computation of reachable sets for control systems with state constraints

10.1063/1.4964973 ◽

2016 ◽

Author(s):

M. I. Gusev

Keyword(s):

Control Systems ◽

Penalty Function ◽

Function Method ◽

State Constraints ◽

Reachable Sets ◽

Penalty Function Method

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Convergence rate results for a penalty function method

Optimization Techniques - Lecture Notes in Control and Information Sciences ◽

10.1007/bfb0006514 ◽

2005 ◽

pp. 101-106

Author(s):

V. Hien Nguyen ◽

J.-J. Strodiot

Keyword(s):

Convergence Rate ◽

Penalty Function ◽

Function Method ◽

Penalty Function Method

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