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News/DeepPAAC: A New Deep Galerkin Method for Principal-Agent Problems
arxiv
PublishedJuly 22, 2026 at 4:00 AM
—neutral

DeepPAAC: A New Deep Galerkin Method for Principal-Agent Problems

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Publisher summary· verbatim

arXiv:2511.04309v3 Announce Type: replace-cross Abstract: We consider numerical resolution of principal-agent (PA) problems in continuous time. We formulate a generic PA model with continuous and lump payments and a multi-dimensional strategy of the agent. To tackle the resulting Hamilton-Jacobi-Bel

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