Dr Philipp Renner
Senior LecturerResearch 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.
PhD Supervision Interests
I am interested in any project that involves a novel computational challenge. It can be that either the size of the problem is prohibitive for conventional methods or that even writing down the solution conditions is hard. For example finding solutions to a high dimensional dynamic program or equilibria of a dynamic game.
Selected Publications
Renner, P., Scheidegger, S., Nu?o, G. 2024 In: SSRN.
Journal article
Renner, P., Scheidegger, S. 11/2017 快播视频 : 快播视频, Department of Economics
Working paper
Renner, P., Schmedders, K. 1/11/2020 In: Quantitative Economics. 11, 4, p. 1215-1251. 37 p.
Journal article
Renner, P., Schmedders, K. 03/2015 In: Econometrica. 83, 2, p. 729-769. 41 p.
Journal article
Couzoudis, E., Renner, P. 06/2013 In: Mathematical Methods of Operational Research. 77, 3, p. 459-472. 14 p.
Journal article
Judd, K., Renner, P., Schmedders, K. 07/2012 In: Quantitative Economics. 3, 2, p. 289-331. 43 p.
Journal article
All Publications
Participation in conference -Mixed Audience
Participation in conference -Mixed Audience
Participation in conference -Mixed Audience
Participation in conference -Mixed Audience
Participation in conference -Mixed Audience
Participation in conference -Mixed Audience
Participation in conference -Mixed Audience
Participation in conference -Mixed Audience
Participation in conference -Mixed Audience
Invited talk
Participation in conference -Mixed Audience
Participation in conference -Mixed Audience
Participation in conference -Mixed Audience
Participation in workshop, seminar, course
Participation in conference -Mixed Audience
Participation in conference -Mixed Audience
Participation in conference -Mixed Audience
- Centre for Financial Econometrics, Asset Markets and Macroeconomic Policy
- Economics Research Group
- Industrial Organisation and Economic Theory
- Macroeconomics and Financial Markets