Irreversible investment in oligopoly
From MaRDI portal
Publication:1761438
DOI10.1007/s00780-011-0168-6zbMath1261.91009OpenAlexW3121938774MaRDI QIDQ1761438
Publication date: 15 November 2012
Published in: Finance and Stochastics (Search for Journal in Brave)
Full work available at URL: https://pub.uni-bielefeld.de/record/2316269
Noncooperative games (91A10) Optimal stochastic control (93E20) Stochastic games, stochastic differential games (91A15) Rationality and learning in game theory (91A26)
Related Items
MFGs for partially reversible investment, Optimal dynamic procurement policies for a storable commodity with Lévy prices and convex holding costs, Capacity expansion games with application to competition in power generation investments, Game of Variable Contributions to the Common Good Under Uncertainty, Existence, Characterization, and Approximation in the Generalized Monotone-Follower Problem, Nonzero-Sum Submodular Monotone-Follower Games: Existence and Approximation of Nash Equilibria, Symmetric equilibrium strategies in game theoretic real option models, On an integral equation for the free-boundary of stochastic, irreversible investment problems, Continuous-time public good contribution under uncertainty: a stochastic control approach, Irreversible capital accumulation with economic impact, Irreversible investment under Lévy uncertainty: an equation for the optimal boundary, Preemption games under Lévy uncertainty
Cites Work
- Unnamed Item
- Unnamed Item
- On irreversible investment
- Irreversible investment and industry equilibrium
- Irreversible investment
- Optimal consumption choice with intertemporal substitution
- A stochastic representation theorem with applications to optimization and obstacle problems.
- On the Existence of Cournot Equilibrium
- Optimal Control under a Dynamic Fuel Constraint
- A new approach to the skorohod problem, and its applications
- First passage times of a jump diffusion process