Equilibrium Limit Pricing: The Effects of Private Information and Stochastic Demand

DOI10.2307/1912047MaRDI QIDQ3662939zbMATH OpenOpenAlexFDO

Authors Steven A. Matthews, Leonard J. Mirman

Publication date 1983

Published in Econometrica (Search for Journal in Brave)

Full work available at URL http://www.kellogg.northwestern.edu/research/math/papers/494.pdf

zbMATH Keywords

private informationmonopolistic competitionstochastic demandpricing decisionsentry decisionssignalling equilibrialimit pricing equilibriumone- industry two-firm two-period model

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) General equilibrium theory (91B50)

Cited in

(18)

• Delaying or deterring entry. A game-theoretic analysis
• Market signaling with grades
• Good signals gone bad: dynamic signalling with switched effort levels
• Dynamic limit pricing and internal finance
• Signaling covertly acquired information
• Dynamic quality signaling with hidden actions
• Duopoly signal jamming
• Noise-proof equilibria in two-action signaling games
• Competition and confidentiality: signaling quality in a duopoly when there is universal private information
• Entry with two correlated signals: the case of industrial espionage and its positive competitive effects
• Eliciting private information with noise: the case of randomized response
• The analogical foundations of cooperation
• Pecuniary emulation and invidious distinction: signaling under behavioral diversity
• Type composition, career concerns, and signaling efforts
• Noisy signaling: theory and experiment
• Actions and signals
• Commitment and observability in games
• Noisy signaling in discrete time

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