LINEAR INCENTIVE SCHEMES AND POISSON PROCESSES IN ECONOMIC AGENCY MODELS

被引：0
|
作者：
BREUER, W [1 ]
机构：
[1] UNIV COLOGNE,LEHRSTUHL ALLGEMEINE BETRIEBSWIRTSCHAFTSLEHRE & B,D-50923 COLOGNE,GERMANY
来源：
OR SPEKTRUM | 1995年 / 17卷 / 04期
关键词：
AGENCY THEORY; LINEAR INCENTIVE SCHEMES; POISSON PROCESSES; THEORY OF QUEUES;
D O I：
暂无
中图分类号：
C93 [管理学]; O22 [运筹学];
学科分类号：
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要：
The goal of this paper is to show the potential optimality of linear incentive schemes under certain stationarity conditions when the agent (exactly or ''approximately'') controls the rate of jump in a Poisson process over time. To do so earlier work by Holmstrom and Milgrom (1987) is used. An example from the theory of queues is taken to illustrate the derived linearity results.
引用
收藏
页码：245 / 251
页数：7
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