Capacity choice under uncertainty in a duopoly with endogenous exit
From MaRDI portal
Publication:1751744
DOI10.1016/j.ejor.2016.09.048zbMath1395.91487OpenAlexW2529395451MaRDI QIDQ1751744
Publication date: 25 May 2018
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2016.09.048
Special types of economic markets (including Cournot, Bertrand) (91B54) Corporate finance (dividends, real options, etc.) (91G50)
Related Items
Investment timing and capacity choice in duopolistic competition under a jump-diffusion model, Investment flexibility as a barrier to entry, Investment strategies of duopoly firms with asymmetric time-to-build under a jump-diffusion model, Rescaling-contraction with a lower cost technology when revenue declines, Strategic technology switching under risk aversion and uncertainty, New insights in capacity investment under uncertainty
Cites Work
- Developing real option game models
- Dedicated vs product flexible production technology: strategic capacity investment choice
- Optimal investment under operational flexibility, risk aversion, and uncertainty
- Investment timing and predatory behavior in a duopoly with endogenous exit
- Optimal exit and valuation under demand uncertainty: a real options approach
- Exit strategies and price uncertainty: A Greenian approach
- Investment and capacity choice under uncertain demand
- Fixed versus flexible production systems: A real options analysis
- Irreversible investment in alternative projects
- Invest or Exit? Optimal Decisions in the Face of a Declining Profit Stream
- Strategic Technology Choice and Capacity Investment Under Demand Uncertainty
- Game of Singular Stochastic Control and Strategic Exit
- Investment and the Valuation of Firms When There is an Option to Shut Down
- A Theory of Exit in Duopoly