Optimal entry timing
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Publication:894062
DOI10.1016/J.JET.2015.03.002zbMATH Open1330.91037OpenAlexW3125668768MaRDI QIDQ894062FDOQ894062
Authors: Aaron M. Kolb 
Publication date: 23 November 2015
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jet.2015.03.002
Recommendations
2-person games (91A05) Stopping times; optimal stopping problems; gambling theory (60G40) Dynamic games (91A25)
Cites Work
- Continuous-Time Dynkin Games with Mixed Strategies
- Title not available (Why is that?)
- Repeated games with incomplete information. With the collaboration of Richard E. Stearns
- Market Structure and Innovation
- Signaling Games and Stable Equilibria
- Waiting for news in the market for lemons
- Equilibrium Selection in Signaling Games
- Time-on-the-Market as a Sign of Quality
- The War of Information
- Good signals gone bad: dynamic signalling with switched effort levels
- Reputation in continuous-time games
- On a Markov game with one-sided information
- Entry and vertical differentiation
- Learning and information aggregation in an exit game
- Durable goods monopoly with stochastic costs
- Competitive experimentation with private information: the survivor's curse
Cited In (8)
- Strategic real options
- Try before you buy: a theory of dynamic information acquisition
- Overconfidence and timing of entry
- Dynamic quality signaling with hidden actions
- Timing of entry under externalities
- Hiding and herding in market entry
- Entry and vertical differentiation
- Optimal entry timing in markets with social influence
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