IDEAS home Printed from https://ideas.repec.org/r/eee/mateco/v72y2017icp36-50.html
   My bibliography  Save this item

Subgame-perfect equilibria in stochastic timing games

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. Mariotti, Thomas & Décamps, Jean-Paul & Gensbittel, Fabien, 2021. "Investment Timing and Technological Breakthrough," CEPR Discussion Papers 16246, C.E.P.R. Discussion Papers.
  2. Steg, Jan-Henrik & Thijssen, Jacco, 2015. "Quick or Persistent? Strategic Investment Demanding Versatility," Center for Mathematical Economics Working Papers 541, Center for Mathematical Economics, Bielefeld University.
  3. Balter, Anne G. & Huisman, Kuno J.M. & Kort, Peter M., 2022. "Effects of creative destruction on the size and timing of an investment," International Journal of Production Economics, Elsevier, vol. 252(C).
  4. Zormpas, Dimitrios & Ruble, Richard, 2021. "The dynamics of preemptive and follower investments with overlapping ownership," Journal of Economic Dynamics and Control, Elsevier, vol. 129(C).
  5. Steg, Jan-Henrik, 2018. "Preemptive investment under uncertainty," Games and Economic Behavior, Elsevier, vol. 110(C), pages 90-119.
  6. Liangchen Li & Michael Ludkovski, 2018. "Stochastic Switching Games," Papers 1807.03893, arXiv.org.
  7. Margaria, Chiara, 2020. "Learning and payoff externalities in an investment game," Games and Economic Behavior, Elsevier, vol. 119(C), pages 234-250.
  8. Jan-Henrik Steg, 2018. "On Preemption in Discrete and Continuous Time," Dynamic Games and Applications, Springer, vol. 8(4), pages 918-938, December.
  9. Huberts, N.F.D. & Dawid, H. & Huisman, K.J.M. & Kort, P.M., 2019. "Entry deterrence by timing rather than overinvestment in a strategic real options framework," European Journal of Operational Research, Elsevier, vol. 274(1), pages 165-185.
  10. Tiziano De Angelis & Nikita Merkulov & Jan Palczewski, 2020. "On the value of non-Markovian Dynkin games with partial and asymmetric information," Papers 2007.10643, arXiv.org, revised Feb 2021.
  11. Christoph Kuhn & Christopher Lorenz, 2023. "Insider trading in discrete time Kyle games," Papers 2312.00904, arXiv.org, revised Jul 2024.
  12. Wencheng Yu & Xingang Wen & Nick F. D. Huberts & Peter M. Kort, 2024. "Strategic investment under uncertainty: why multi-option firms lose the preemption run," Journal of the Operational Research Society, Taylor & Francis Journals, vol. 75(9), pages 1855-1872, September.
  13. E. Emanuel Rapsch, 2024. "Decision making in stochastic extensive form II: Stochastic extensive forms and games," Papers 2411.17587, arXiv.org.
  14. Hellmann, Tobias & Thijssen, Jacco J.J., 2016. "Fear of the market or fear of the competitor? Ambiguity in a real options game," Center for Mathematical Economics Working Papers 533, Center for Mathematical Economics, Bielefeld University.
  15. Steg, Jan-Henrik, 2015. "Symmetric equilibria in stochastic timing games," Center for Mathematical Economics Working Papers 543, Center for Mathematical Economics, Bielefeld University.
  16. Delaney, Laura, 2019. "Symmetric equilibrium strategies in game theoretic real option models with incomplete information," Economics Letters, Elsevier, vol. 174(C), pages 42-47.
  17. H. Dharma Kwon & Jan Palczewski, 2022. "Exit game with private information," Papers 2210.01610, arXiv.org, revised Oct 2023.
  18. Svetlana Boyarchenko, 2020. "Super- and submodularity of stopping games with random observations," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 70(4), pages 983-1022, November.
  19. Ebina, Takeshi & Kumakura, Yuya & Nishide, Katsumasa, 2022. "Hostile takeovers or friendly mergers? Real options analysis," Journal of Corporate Finance, Elsevier, vol. 77(C).
  20. Steg, Jan-Henrik & Thijssen, Jacco J.J., 2023. "Strategic investment with positive externalities," Games and Economic Behavior, Elsevier, vol. 138(C), pages 1-21.
  21. de Angelis, Tiziano & Ferrari, Giorgio & Moriarty, John, 2016. "Nash equilibria of threshold type for two-player nonzero-sum games of stopping," Center for Mathematical Economics Working Papers 563, Center for Mathematical Economics, Bielefeld University.
  22. E. Emanuel Rapsch, 2024. "Decision making in stochastic extensive form I: Stochastic decision forests," Papers 2404.12332, arXiv.org, revised Nov 2024.
  23. Georgiadis, George & Kim, Youngsoo & Kwon, H. Dharma, 2022. "The absence of attrition in a war of attrition under complete information," Games and Economic Behavior, Elsevier, vol. 131(C), pages 171-185.
  24. Diana Terrazas‐Santamaria, 2021. "Strategic introduction of a new product under uncertainty: A duopoly case," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 42(4), pages 796-807, June.
  25. George Georgiadis & Youngsoo Kim & H. Dharma Kwon, 2021. "The Absence of Attrition in a War of Attrition under Complete Information," Papers 2110.12013, arXiv.org, revised Nov 2021.
  26. Joffrey Derchu & Philippe Guillot & Thibaut Mastrolia & Mathieu Rosenbaum, 2020. "AHEAD : Ad-Hoc Electronic Auction Design," Papers 2010.02827, arXiv.org.
  27. Sendstad, Lars Hegnes & Chronopoulos, Michail, 2021. "Strategic technology switching under risk aversion and uncertainty," Journal of Economic Dynamics and Control, Elsevier, vol. 126(C).
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.