Optimal entry timing

DOI10.1016/j.jet.2015.03.002zbMath1330.91037OpenAlexW3125668768MaRDI QIDQ894062

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

zbMATH Keywords

optimal stoppingBayesian learningdynamic gamescontinuous timeinformation economicsmarket entry

Mathematics Subject Classification ID

2-person games (91A05) Stopping times; optimal stopping problems; gambling theory (60G40) Dynamic games (91A25)

Related Items (4)

Hiding and herding in market entry ⋮ Dynamic quality signaling with hidden actions ⋮ Strategic real options ⋮ Try before you buy: a theory of dynamic information acquisition

Cites Work

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• Market Structure and Innovation
• Equilibrium Selection in Signaling Games
• Time-on-the-Market as a Sign of Quality
• The War of Information
• Durable goods monopoly with stochastic costs
• Continuous-Time Dynkin Games with Mixed Strategies

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