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Subgame-perfect equilibria in stochastic timing games
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Cited by:
- Mariotti, Thomas & Décamps, Jean-Paul & Gensbittel, Fabien, 2021.
"Investment Timing and Technological Breakthrough,"
CEPR Discussion Papers
16246, C.E.P.R. Discussion Papers.
- Décamps, Jean-Paul & Gensbittel, Fabien & Mariotti, Thomas, 2021. "Investment Timing and Technological Breakthroughs," TSE Working Papers 21-1222, Toulouse School of Economics (TSE), revised Dec 2024.
- 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.
- Jan-Henrik Steg & Jacco Thijssen, 2015. "Quick or Persistent? Strategic Investment Demanding Versatility," Papers 1506.04698, arXiv.org.
- 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).
- 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).
- Dimitrios Zormpas & Richard Ruble, 2021. "The dynamics of preemptive and follower investments with overlapping ownership," Post-Print halshs-03456433, HAL.
- Steg, Jan-Henrik, 2018.
"Preemptive investment under uncertainty,"
Games and Economic Behavior, Elsevier, vol. 110(C), pages 90-119.
- Jan-Henrik Steg, 2015. "Preemptive Investment under Uncertainty," Papers 1511.03863, arXiv.org, revised May 2016.
- Steg, Jan-Henrik, 2015. "Preemptive Investment under Uncertainty," Center for Mathematical Economics Working Papers 549, Center for Mathematical Economics, Bielefeld University.
- Liangchen Li & Michael Ludkovski, 2018. "Stochastic Switching Games," Papers 1807.03893, arXiv.org.
- Margaria, Chiara, 2020. "Learning and payoff externalities in an investment game," Games and Economic Behavior, Elsevier, vol. 119(C), pages 234-250.
- Jan-Henrik Steg, 2018.
"On Preemption in Discrete and Continuous Time,"
Dynamic Games and Applications, Springer, vol. 8(4), pages 918-938, December.
- Steg, Jan-Henrik, 2016. "On preemption in discrete and continuous time," Center for Mathematical Economics Working Papers 556, Center for Mathematical Economics, Bielefeld University.
- 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.
- 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.
- Christoph Kuhn & Christopher Lorenz, 2023. "Insider trading in discrete time Kyle games," Papers 2312.00904, arXiv.org, revised Jul 2024.
- 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.
- Yu, Wencheng & Wen, Xingang & Huberts, Nick F. D. & Kort, Peter M., 2024. "Strategic investment under uncertainty : Why multi-option firms lose the preemption run," Other publications TiSEM 41ac07cd-91cb-4f3c-9401-d, Tilburg University, School of Economics and Management.
- E. Emanuel Rapsch, 2024. "Decision making in stochastic extensive form II: Stochastic extensive forms and games," Papers 2411.17587, arXiv.org.
- 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.
- Steg, Jan-Henrik, 2015.
"Symmetric equilibria in stochastic timing games,"
Center for Mathematical Economics Working Papers
543, Center for Mathematical Economics, Bielefeld University.
- Jan-Henrik Steg, 2015. "Symmetric Equilibria in Stochastic Timing Games," Papers 1507.04797, arXiv.org, revised May 2018.
- Delaney, Laura, 2019. "Symmetric equilibrium strategies in game theoretic real option models with incomplete information," Economics Letters, Elsevier, vol. 174(C), pages 42-47.
- H. Dharma Kwon & Jan Palczewski, 2022. "Exit game with private information," Papers 2210.01610, arXiv.org, revised Oct 2023.
- 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.
- Ebina, Takeshi & Kumakura, Yuya & Nishide, Katsumasa, 2022. "Hostile takeovers or friendly mergers? Real options analysis," Journal of Corporate Finance, Elsevier, vol. 77(C).
- Steg, Jan-Henrik & Thijssen, Jacco J.J., 2023. "Strategic investment with positive externalities," Games and Economic Behavior, Elsevier, vol. 138(C), pages 1-21.
- 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.
- E. Emanuel Rapsch, 2024. "Decision making in stochastic extensive form I: Stochastic decision forests," Papers 2404.12332, arXiv.org, revised Nov 2024.
- 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.
- 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.
- 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.
- Joffrey Derchu & Philippe Guillot & Thibaut Mastrolia & Mathieu Rosenbaum, 2020. "AHEAD : Ad-Hoc Electronic Auction Design," Papers 2010.02827, arXiv.org.
- Sendstad, Lars Hegnes & Chronopoulos, Michail, 2021. "Strategic technology switching under risk aversion and uncertainty," Journal of Economic Dynamics and Control, Elsevier, vol. 126(C).