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Optimal contract design via relaxation: application to the problem of brokerage fee for a client with private signal

Published Online: 2025-09-16

Authors

Alvarez, Guillermo A.

Nadtochiy, Sergey
Funding

Funding for this research was provided by:

Carnegie Mellon University
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Text and Data Mining valid from 2025-09-16

Version of Record valid from 2025-09-16
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Article History

Received: 13 July 2023

Accepted: 10 November 2024

First Online: 16 September 2025

Declarations

:

: The authors declare no competing interests.

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