Preemption games under Lévy uncertainty
From MaRDI portal
Publication:2345229
DOI10.1016/j.geb.2014.10.010zbMath1311.91061MaRDI QIDQ2345229
Svetlana Boyarchenko, Sergei Levendorskii
Publication date: 19 May 2015
Published in: Games and Economic Behavior (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.geb.2014.10.010
91B24: Microeconomic theory (price theory and economic markets)
91A15: Stochastic games, stochastic differential games
91A55: Games of timing
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The effects of rivalry on scientific progress under public vs private learning, Alertness, leadership, and nascent market dynamics, Preemptive investment under uncertainty, Preemption with a second-mover advantage, A competitive optimal stopping game, Strategic investment under incomplete information, Super- and submodularity of stopping games with random observations, (Not) delegating decisions to experts: the effect of uncertainty, Stopping with congestion and private payoffs, Optimal stopping problems in Lévy models with random observations, Subgame-perfect equilibria in stochastic timing games
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