摘要
考虑不对称信息条件下的委托代理问题,结合不适定二层规划的理论.给出了不适定委托代理问题的定义.针对后者的乐观模型,利用一种模糊交互式协调算法进行求解,最终获得了一个委托人与代理人均可以接受的满意契约,从而达到了双方共赢的目的.最后通过一个算例说明了所没计算法的合理性与可操作性.
A principal-agent problem with asymmetric information is considered in this paper, Basea on theories of ill-posed bilevel programming, the definition of ill-posed principal-agent problem is proposed. Then, a fuzzy interactive coordinating algorithm is presented for its optimistic formulation. Furthermore, a satisfactory contract is eventually derived for both principal and agent so that both are winners. Finally, an example is given to illustrate the rationality and the operability of the proposed algorithm.
出处
《系统工程理论与实践》
EI
CSSCI
CSCD
北大核心
2014年第1期77-83,共7页
Systems Engineering-Theory & Practice
基金
国家自然科学基金(71171150)
数学天元基金(11226226)
黄冈师范学院博士基金(2012029603)
关键词
委托代理
二层规划
乐观模型
模糊交互式方法
principal-agent
bilevel programming
optimistic formulation
fuzzy interactive method
