C1,1 regularity for principal-agent problems

被引：0

作者：

McCann, Robert J. ^{[1
]}

Rankin, Cale ^{[1
,2
]}

Zhang, Kelvin Shuangjian ^{[3
,4
]}

机构：

[1] Univ Toronto, Dept Math, Toronto, ON M5S 2E4, Canada

[2] Monash Univ, Sch Math, 9 Rainforest Walk, Melbourne 3800, Australia

[3] Fudan Univ, Sch Math Sci, Shanghai 200433, Peoples R China

[4] Fudan Univ, Ctr Appl Math, Shanghai 200433, Peoples R China

来源：

ADVANCES IN MATHEMATICS | 2025年 / 478卷

关键词：

Principal-agent problem; Regularity theory; Elliptic PDE; VARIATIONAL-PROBLEMS SUBJECT; OPTIMAL TRANSPORTATION; POTENTIAL FUNCTIONS; REGULARITY; CONVEXITY;

D O I：

暂无

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

We prove the interior C1,1 regularity of the indirect utilities which solve a subclass of principal-agent problems originally considered by Figalli, Kim, and McCann. Our approach is based on construction of a suitable comparison function which, essentially, allows one to pinch the solution between parabolas. The original ideas for this proof arise from an earlier, unpublished, result of Caffarelli and Lions for bilinear preferences which we extend here to general quasilinear benefit functions. We give a simple example which shows the C1,1 regularity is optimal. (c) 2025 The Author(s). Published by Elsevier Inc. This is an open access article under the CC BY license (http:// creativecommons.org/licenses/by/4.0/).

引用

页数：22

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