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Моделирование И Оптимизация Инновационно-Инвестиционных Стратегий В Стохастических Условиях

Author

Listed:
  • Матвеев Роман Иванович

    (Кисловодский институт экономики и права)

Abstract

Для исследования стратегических взаимодействий между фирмами в условиях конкуренции и неопределенности предложена модель товарного рынка как дуополии со стохастическим параметром спроса. Выведены стоимости опционов инвестирования, оптимальные инвестиционные пороги и оптимальные моменты инвестирования для фирмы-лидера и фирмы-последователя.In order to capture the effect of strategic interactions among the firms operating in an imperfectly competitive and uncertain environment we model the product market as a duopoly with a stochastic demand parameter. The values of investment options, optimal investment thresholds and optimal timing of investment for the leader and the follower are derived.

Suggested Citation

  • Матвеев Роман Иванович, 2010. "Моделирование И Оптимизация Инновационно-Инвестиционных Стратегий В Стохастических Условиях," Управление экономическими системами: электроннный научный журнал, CyberLeninka;Негосударственное образовательное учреждение высшего профессионального образования Кисловодский институт экономики и права, issue 22, pages 55-62.
    • Handle: RePEc:scn:007255:14978647
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