Capacity investments in a stochastic dynamic game: equilibrium characterization

DOI10.1016/j.orl.2013.05.012zbMath1286.91027OpenAlexW2054791567MaRDI QIDQ2450695

Talat S. Genc, Georges Zaccour

Publication date: 15 May 2014

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.orl.2013.05.012

zbMATH Keywords

Markov perfect equilibriumdynamic gameopen-loop equilibriumclosed-loop equilibriumproduction capacity investment

Mathematics Subject Classification ID

Noncooperative games (91A10) Discrete-time games (91A50) Stochastic games, stochastic differential games (91A15) Dynamic games (91A25)

Related Items (4)

On the feedback solutions of differential oligopoly games with hyperbolic demand curve and capacity accumulation ⋮ The impact of lead time on capital investments ⋮ Optimal return and rebate mechanism in a closed-loop supply chain game ⋮ Price competition and technology licensing in a dynamic duopoly

Cites Work

• Strategic investment under uncertainty: a synthesis
• Dynamic oligopolistic games under uncertainty: A stochastic programming approach
• Outsourcing and capacity planning in an uncertain global environment
• Markov interactions in a class of dynamic games
• Dynamic duopoly with adjustment costs: A differential game approach
• Capacity Investment, Preemption and Commitment in an Infinite Horizon Model
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