Exploration and exhaustibility in dynamic Cournot games
From MaRDI portal
Publication:2888859
DOI10.1017/S0956792511000428zbMath1239.91121OpenAlexW3124787225MaRDI QIDQ2888859
Michael Ludkovski, Ronnie Sircar
Publication date: 4 June 2012
Published in: European Journal of Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0956792511000428
Differential games (aspects of game theory) (91A23) Stochastic games, stochastic differential games (91A15) Environmental economics (natural resource models, harvesting, pollution, etc.) (91B76)
Related Items (5)
Technology ladders and R\&D in dynamic Cournot markets ⋮ Fracking, Renewables, and Mean Field Games ⋮ Oligopoly games under asymmetric costs and an application to energy production ⋮ EFFORT EXPENDITURE FOR CASH FLOW IN A MEAN-FIELD EQUILIBRIUM ⋮ Optimal stopping problems in Lévy models with random observations
Cites Work
- Unnamed Item
- Dynamic Bertrand oligopoly
- Sequential tracking of a hidden Markov chain using point process observations
- Optimal control of a one-dimensional storage process
- Optimal consumption and exploration: A case study in piecewise-deterministic Markov modelling
- Optimal Consumption and Exploration of Nonrenewable Resources under Uncertainty
- Viscosity solutions associated with switching game for piecewise-deterministic processes
- Impulse and continuous control of piecewise deterministic Markov processes
- Optimal pricing, use and exploration of uncertain natural resources
- Games with Exhaustible Resources
This page was built for publication: Exploration and exhaustibility in dynamic Cournot games