Section: New Results

Principal Agent

Carlier, Guillaume, Benamou, Jean-David and Dupuis Xavier

The numerical resolution of principal Agent for a bilinear utility has been attacked and solved successfully in a series of recent papers see [70] and references therein.

A Bregman approach inspired by [6] has been developed for more general functions the paper is currently being written. It would be extremely useful as a complement to the theoretical analysis. A new semi-Discrete Geometric approach is also investigated where the method reduces to non-convex polynomial optimization.