供应链委托代理问题的一阶有效性研究

供应链的最优契约设计经常可以归结为一个委托代理问题．该问题所涉及的模型是一个特殊形式的二层优化问题。目前对该问题的研究非常困难。在经济学领域，解决委托代理模型常用的方法是一阶条件方法，但该方法通常是无效的。文章的主要创新点在于给出了两类满足单调似然率（MLRP）和凸性条件（CDFC）概率分布函数，这两类函数是满足一阶条件的。文章的研究拓广了一阶条件方法有效性的应用范围。

The Validity of First Order Approach in Supply Chain Contract Design

The supply chain optimal contract design problem can be attributed to a principal-agent problem. In the economic field, the first-order approach is a technical shortcut widely used to solve this problem. The best known set of sufficient conditions for its validity is Mirrlees Rogerson conditions. This paper provides two rich families of examples displaying both properties CDFC and MLRP. Our research enlarges the first order approach's application scope.