| 一阶条件方法的有效性及其求解分析 |
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| 引用本文： | 王春华,李善良. 一阶条件方法的有效性及其求解分析[J]. 运筹学学报, 2006, 10(2): 103-110 |
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| 作者姓名： | 王春华 李善良 |
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| 作者单位： | 1. 上海水产大学信息学院,上海,200090
2. 苏州大学管理学院,苏州,215012 |
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| 基金项目： | 本项目由国家自然科学(70171010)资助． |
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| 摘 要： | 委托代理问题的一阶条件方法,是将代理人激励相容约束进行松弛处理,利用代理人效用函数的稳定点来代替最大化效用约束．这对于问题带来了数学处理上的方便, 但是一般情况下,这种方法是无效的．本文对于求解委托代理问题的一阶条件方法的背景,一阶条件方法的有效性,实用性进行了分析,并给出了其中一类问题的解决方法．
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| 关 键 词： | 运筹学 委托代理 一阶条件方法 Mirrlees-Rogerson条件 二层规划 |
| 收稿时间： | 2003-12-30 |
| 修稿时间： | 2003-12-30 |
The Analysis to the Validity and Solution of the First-order Approach |
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| Wang Chunhua,Li Shanliang. The Analysis to the Validity and Solution of the First-order Approach[J]. OR Transactions, 2006, 10(2): 103-110 |
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| Authors: | Wang Chunhua Li Shanliang |
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| Affiliation: | 1.Informaition School, Shanghai Fisheries University, Shanghai 200090, China;2.Politics and Public Administration School, Soochow University, Suzhou 215012, China |
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| Abstract: | The first-order approach to principal-agent problems involves relaxing the constraint that the agent choose an action which is utility maximizing to require instead only that the agent choose an action at which his utility is at a stationary point.Although more mathematically tractable, this approach is generally invalid. In this paper we analyze the validity of the first-order approach and considering the corner solution,we rewrite the origin principal-agent problem as a bi-level programming problem in the infinite space.At last ,we direct the research goal at the future work. |
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| Keywords: | Operation research principal-agent first-order condition Mirrlees-Rogerson condition bi-level programming |
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