Philipp Renner

Lancaster University

Senior Lecturer

Managment School

Department of Economics

Lancaster LA1 4YX, Lancashire LA1 4YX

United Kingdom

SCHOLARLY PAPERS

7

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SSRN CITATIONS
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Top 45,832

in Total Papers Citations

8

CROSSREF CITATIONS

7

Scholarly Papers (7)

1.

A Polynomial Optimization Approach to Principal-Agent Problems

Econometrica, Forthcoming, Swiss Finance Institute Research Paper No. 12-35
Number of pages: 49 Posted: 03 Dec 2012 Last Revised: 15 Oct 2014
Philipp Renner and Karl Schmedders
Lancaster University and IMD Lausanne
Downloads 342 (114,911)
Citation 6

Abstract:

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Principal-agent model, moral hazard, first order approach, polynomials

2.

Machine Learning for Dynamic Incentive Problems

Number of pages: 43 Posted: 13 Nov 2018 Last Revised: 24 Feb 2020
Philipp Renner and Simon Scheidegger
Lancaster University and University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Downloads 336 (117,265)
Citation 8

Abstract:

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Dynamic Contracts, Principal-Agent Model, Dynamic Programming, Machine Learning, Gaussian Processes, High-Performance Computing

3.

Discrete Time Dynamic Principal--Agent Models: Contratction Mapping Theorem and Computational Treatment

Swiss Finance Institute Research Paper No. 16-26
Number of pages: 41 Posted: 14 Apr 2016 Last Revised: 08 Oct 2019
Philipp Renner and Karl Schmedders
Lancaster University and IMD Lausanne
Downloads 176 (220,509)
Citation 2

Abstract:

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Optimal unemployment tax, principal-agent model, repeated moral hazard

4.

Finding All Pure-Strategy Equilibria in Games with Continuous Strategies

Quantitative Economics 3 (2 2012), Swiss Finance Institute Research Paper No. 10-45
Number of pages: 52 Posted: 05 Nov 2010 Last Revised: 15 Oct 2014
Kenneth L. Judd, Philipp Renner and Karl Schmedders
Stanford University - The Hoover Institution on War, Revolution and Peace, Lancaster University and IMD Lausanne
Downloads 164 (234,114)
Citation 2

Abstract:

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Polynomial Equations, Multiple Equilibria, Static Games, Dynamic Games, Markovperfect Equilibria

5.

Computing Generalized Nash Equilibria by Polynomial Programming

Mathematical Methods of Operations Research, 77(3), 459–472
Number of pages: 12 Posted: 02 May 2012 Last Revised: 15 Oct 2014
Philipp Renner and Eleftherios Couzoudis
Lancaster University and University of Zurich - Department of Business Administration (IBW)
Downloads 124 (292,287)

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generalized nash equilibrium, parametrized optimization, real algebraic geometry, nonconvex optimization, electricity spot market, EPEC

6.

Quantity Precommitment and Bertrand Competition: A Dynamic Games Approach

Number of pages: 31 Posted: 06 Feb 2015 Last Revised: 25 Feb 2015
Philipp Renner
Lancaster University
Downloads 83 (381,024)

Abstract:

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Two stage game, dynamic game, Bertrand game, Cournot game, quantifier elimination, real algebraic geometry

7.

New and Revised Results for 'Building Reputation for Contract Renewal: Implications for Performance Dynamics and Contract Duration'

Swiss Finance Institute Research Paper No. 16-32
Number of pages: 15 Posted: 14 May 2016
University of Zurich, University of Zurich, Lancaster University and IMD Lausanne
Downloads 55 (472,510)

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Career concerns, dynamic agent model, multi-period contracts