Pages that link to "Item:Q2402814"
From MaRDI portal
The following pages link to Subgame-perfect equilibria in stochastic timing games (Q2402814):
Displaying 13 items.
- Preemptive investment under uncertainty (Q1651227) (← links)
- On preemption in discrete and continuous time (Q1741206) (← links)
- Nash equilibria of threshold type for two-player nonzero-sum games of stopping (Q1751964) (← links)
- Entry deterrence by timing rather than overinvestment in a strategic real options framework (Q1755244) (← links)
- The absence of attrition in a war of attrition under complete information (Q2078041) (← links)
- On the value of non-Markovian Dynkin games with partial and asymmetric information (Q2170360) (← links)
- Super- and submodularity of stopping games with random observations (Q2218537) (← links)
- The dynamics of preemptive and follower investments with overlapping ownership (Q2246628) (← links)
- Strategic technology switching under risk aversion and uncertainty (Q2246660) (← links)
- Learning and payoff externalities in an investment game (Q2291173) (← links)
- Symmetric equilibrium strategies in game theoretic real option models with incomplete information (Q2328511) (← links)
- Strategic investment with positive externalities (Q2685820) (← links)
- Fear of the Market or Fear of the Competitor? Ambiguity in a Real Options Game (Q5131549) (← links)