Investment timing and predatory behavior in a duopoly with endogenous exit

DOI10.1016/J.JEDC.2006.10.006MaRDI QIDQ1027409zbMATH OpenOpenAlexFDO

Authors Christian Bayer

Publication date 1 July 2009

Published in Journal of Economic Dynamics and Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jedc.2006.10.006

zbMATH Keywords

real optionsduopolytiming gamepredatory behavior

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Games of timing (91A55) Economic growth models (91B62)

Recommendations

• Capacity choice under uncertainty in a duopoly with endogenous exit
• Investment timing decisions in a stochastic duopoly model
• Capacity Investment, Preemption and Commitment in an Infinite Horizon Model
• Irreversible investment under uncertainty in oligopoly
• A duopoly preemption game with two alternative stochastic investment choices

Cites work

• Predation, reputation, and entry deterrence
• Preemption and Rent Equalization in the Adoption of New Technology
• Reputation and imperfect information
• The Learning Curve, Market Dominance, and Predatory Pricing
• The chain store paradox
• The strategic effects of long-term debt in imperfect competition

Cited in

(2)

• Capacity choice under uncertainty in a duopoly with endogenous exit
• Multidimensional auctions for long-term procurement contracts with early-exit options: the case of conservation contracts

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