Dr Philipp Renner

Senior Lecturer

Research Overview

My research interests lie in computational economics and game theory. I am particularly trying to understand the nature of incentive problems in a dynamic context. These kind of problems occur e.g. in taxation, manager remuneration and insurance. They pose a significant mathematical challenge for two reasons. On the one hand they are bilevel optimization problems. And on the other hand it is necessary to solve complicated dynamic programs.

Dynamic Principal–Agent Models
Renner, P., Schmedders, K. 11/2017 Lancaster : Lancaster University, Department of Economics
Working paper

Machine learning for dynamic incentive problems
Renner, P., Scheidegger, S. 11/2017 Lancaster : Lancaster University, Department of Economics
Working paper

A Polynomial Optimization Approach to Principal-Agent Problems
Renner, P., Schmedders, K. 03/2015 In: Econometrica. 83, 2, p. 729-769. 41 p.
Journal article

Computing All Solutions to Polynomial Equations in Economics
Kubler, F., Schmedders, K., Renner, P. 2014 In: Handbook of Computational Economics. Elsevier p. 599-652. 54 p.

Computing generalized Nash equilibria by polynomial programming
Couzoudis, E., Renner, P. 06/2013 In: Mathematical Methods of Operational Research. 77, 3, p. 459-472. 14 p.
Journal article

Finding all pure-strategy equilibria in games with continuous strategies
Judd, K., Renner, P., Schmedders, K. 07/2012 In: Quantitative Economics. 3, 2, p. 289-331. 43 p.
Journal article

Platform for Advanced Scientific Computing 2018
Participation in conference

EEA-ESEM Lisbon 2017
Participation in conference

An augmented first order approach
Invited talk

  • Economics Research Group
  • Industrial Organisation and Economic Theory
  • Macroeconomics and Financial Markets


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