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Section: New Results

Principal Agent Problem

J-D. Benamou, Xavier Dupuis, G. Carlier An alternated projection numerical scheme for the more general $c$-concavity constraint using Dykstra's algorithm has been recently developed in [33] but being able to handle realistic principal-agent problems remains a challenging issue. Investigating the structure of equilibria in matching problems with non-transferable utilities is also one of our objectives, together with numerical methods in the spirit of the IPFP algorithm.

A semi-discrete approach to the PA problem is investigated. The range of products is discrete and leads to a non convex problem. Non-linear optimization methods are tested. See https://mathmarx.paris.inria.fr:8080 .