A strategic market game with price and quantity strategies
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Publication:3901258
DOI10.1007/BF01282507zbMATH Open0453.90019OpenAlexW3122169863MaRDI QIDQ3901258FDOQ3901258
Authors: Pradeep Dubey, Martin Shubik 
Publication date: 1980
Published in: Zeitschrift für Nationalökonomie (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf01282507
tradingstrategic market gamecompetitive equilibriamarket mechanismquantity strategiesprice strategiesstrong non-cooperative equilibria
Cites Work
- A theory of money and financial institutions. 28. The noncooperative equilibria of a closed trading economy with market supply and bidding strategles
- Price-Quantity Strategic Market Games
- Efficiency properties of strategic market games: An axiomatic approach
- Title not available (Why is that?)
- Competitive Exchange
- Nash equilibria of market games: Finiteness and inefficiency
Cited In (17)
- Multinational plant location as a game of timing
- Noncooperative exchange using money and broker-dealers
- An open problem on inverse matrices from industrial organization, and a partial solution
- On the tradeoff between the law of large numbers and oligopoly in insurance
- Effects of competition on insurance contract formation
- Disadvantageous syndicates and stable cartels: The case of the nucleolus
- An asymmetric oligopoly model and a method for its empirical application
- Why are firms sometimes unwilling to reduce costs?
- Three minimal market institutions with human and algorithmic agents: theory and experimental evidence
- The value of information in a simple duopoly model
- Repeated trade and the velocity of money
- Cournot and Bertrand equilibria under imperfect information
- The unique minimal cash flow competitive equilibrium
- Nash equilibria of market games: Finiteness and inefficiency
- Inverting systems of demand functions
- Research joint ventures: A cooperative game for competitors
- The revelation of information in strategic market games. A critique of rational expectations equilibrium
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