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Jan-Henrik Steg

Personal Details

First Name:Jan-Henrik
Middle Name:
Last Name:Steg
Suffix:
RePEc Short-ID:pst474
http://www.imw.uni-bielefeld.de/members/jhsteg.php

Affiliation

Institut für Mathematische Wirtschaftsforschung
Universität Bielefeld

Bielefeld, Germany
http://www.imw.uni-bielefeld.de/

: +49(0)521-106-4907

Postfach 10 01 31, 33501 Bielefeld
RePEc:edi:imbiede (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Christoph Kuzmics & Jan-Henrik Steg, 2016. "On public good provision mechanisms with dominant strategies and balanced budget," Graz Economics Papers 2016-03, University of Graz, Department of Economics.
  2. Steg, Jan-Henrik, 2016. "On preemption in discrete and continuous time," Center for Mathematical Economics Working Papers 556, Center for Mathematical Economics, Bielefeld University.
  3. Ferrari, Giorgio & Riedel, Frank & Steg, Jan-Henrik, 2016. "Continuous-Time Public Good Contribution under Uncertainty," Center for Mathematical Economics Working Papers 485, Center for Mathematical Economics, Bielefeld University.
  4. Jan-Henrik Steg, 2015. "Symmetric Equilibria in Stochastic Timing Games," Papers 1507.04797, arXiv.org.
  5. Jan-Henrik Steg, 2015. "Preemptive Investment under Uncertainty," Papers 1511.03863, arXiv.org, revised May 2016.
  6. 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.
  7. Staudigl, Mathias & Steg, Jan-Henrik, 2014. "On Repeated Games with Imperfect Public Monitoring: From Discrete to Continuous Time," Center for Mathematical Economics Working Papers 525, Center for Mathematical Economics, Bielefeld University.
  8. Riedel, Frank & Steg, Jan-Henrik, 2014. "Subgame-Perfect Equilibria in Stochastic Timing Games," Center for Mathematical Economics Working Papers 524, Center for Mathematical Economics, Bielefeld University.
  9. Steg, Jan-Henrik, 2013. "Strategic Capital Accumulation with Singular Control," Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79948, Verein für Socialpolitik / German Economic Association.
  10. Giorgio Ferrari & Frank Riedel & Jan-Henrik Steg, 2013. "Continuous-Time Public Good Contribution under Uncertainty: A Stochastic Control Approach," Papers 1307.2849, arXiv.org, revised Oct 2015.
  11. Steg, Jan-Henrik, 2011. "Irreversible investment in oligopoly," Center for Mathematical Economics Working Papers 415, Center for Mathematical Economics, Bielefeld University.

Articles

  1. Riedel, Frank & Steg, Jan-Henrik, 2017. "Subgame-perfect equilibria in stochastic timing games," Journal of Mathematical Economics, Elsevier, vol. 72(C), pages 36-50.
  2. Jan-Henrik Steg, 2012. "Irreversible investment in oligopoly," Finance and Stochastics, Springer, vol. 16(2), pages 207-224, April.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Steg, Jan-Henrik, 2016. "On preemption in discrete and continuous time," Center for Mathematical Economics Working Papers 556, Center for Mathematical Economics, Bielefeld University.

    Cited by:

    1. Riedel, Frank & Steg, Jan-Henrik, 2014. "Subgame-Perfect Equilibria in Stochastic Timing Games," Center for Mathematical Economics Working Papers 524, Center for Mathematical Economics, Bielefeld University.

  2. Jan-Henrik Steg, 2015. "Symmetric Equilibria in Stochastic Timing Games," Papers 1507.04797, arXiv.org.

    Cited by:

    1. Riedel, Frank & Steg, Jan-Henrik, 2014. "Subgame-Perfect Equilibria in Stochastic Timing Games," Center for Mathematical Economics Working Papers 524, Center for Mathematical Economics, Bielefeld University.
    2. Billette de Villemeur, Etienne & Ruble, Richard & Versaevel, Bruno, 2015. "On the timing of innovation and imitation," MPRA Paper 69161, University Library of Munich, Germany.
    3. Billette de Villemeur, Etienne & Ruble, Richard & Versaevel, Bruno, 2016. "When should a winner take all, or pay some? Innovation and imitation incentives in a dynamic duopoly," MPRA Paper 75465, University Library of Munich, Germany.

  3. Jan-Henrik Steg, 2015. "Preemptive Investment under Uncertainty," Papers 1511.03863, arXiv.org, revised May 2016.

    Cited by:

    1. Riedel, Frank & Steg, Jan-Henrik, 2014. "Subgame-Perfect Equilibria in Stochastic Timing Games," Center for Mathematical Economics Working Papers 524, Center for Mathematical Economics, Bielefeld University.

  4. 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.

    Cited by:

    1. Steg, Jan-Henrik, 2015. "Preemptive Investment under Uncertainty," Center for Mathematical Economics Working Papers 549, Center for Mathematical Economics, Bielefeld University.
    2. Lavrutich, Maria, 2016. "Strategic real options : Entry deterrence and exit inducement," Other publications TiSEM a83e0597-6450-4df7-a1e6-7, Tilburg University, School of Economics and Management.
    3. Steg, Jan-Henrik, 2015. "Symmetric equilibria in stochastic timing games," Center for Mathematical Economics Working Papers 543, Center for Mathematical Economics, Bielefeld University.
    4. Lavrutich, Maria N., 2017. "Capacity choice under uncertainty in a duopoly with endogenous exit," European Journal of Operational Research, Elsevier, vol. 258(3), pages 1033-1053.

  5. Staudigl, Mathias & Steg, Jan-Henrik, 2014. "On Repeated Games with Imperfect Public Monitoring: From Discrete to Continuous Time," Center for Mathematical Economics Working Papers 525, Center for Mathematical Economics, Bielefeld University.

    Cited by:

    1. Frei, Christoph & Bernard, Benjamin, 2016. "The folk theorem with imperfect public information in continuous time," Theoretical Economics, Econometric Society, vol. 11(2), May.
    2. Staudigl, Mathias, 2016. "On Repeated games with imperfect public monitoring: Characterization of Continuation payoff processes," Center for Mathematical Economics Working Papers 526, Center for Mathematical Economics, Bielefeld University.

  6. Riedel, Frank & Steg, Jan-Henrik, 2014. "Subgame-Perfect Equilibria in Stochastic Timing Games," Center for Mathematical Economics Working Papers 524, Center for Mathematical Economics, Bielefeld University.

    Cited by:

    1. 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.
    2. 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.
    3. Steg, Jan-Henrik, 2015. "Preemptive Investment under Uncertainty," Center for Mathematical Economics Working Papers 549, Center for Mathematical Economics, Bielefeld University.
    4. Steg, Jan-Henrik, 2015. "Symmetric equilibria in stochastic timing games," Center for Mathematical Economics Working Papers 543, Center for Mathematical Economics, Bielefeld University.
    5. 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.

  7. Steg, Jan-Henrik, 2011. "Irreversible investment in oligopoly," Center for Mathematical Economics Working Papers 415, Center for Mathematical Economics, Bielefeld University.

    Cited by:

    1. Ferrari, Giorgio & Salminen, Paavo, 2016. "Irreversible Investment under Lévy Uncertainty: an Equation for the Optimal Boundary," Center for Mathematical Economics Working Papers 530, Center for Mathematical Economics, Bielefeld University.
    2. Kuno J.M. Huisman & Peter M. Kort, 2015. "Strategic capacity investment under uncertainty," RAND Journal of Economics, RAND Corporation, vol. 46(2), pages 376-408, June.
    3. Ferrari, Giorgio, 2014. "On an integral equation for the free boundary of stochastic, irreversible investment problems," Center for Mathematical Economics Working Papers 471, Center for Mathematical Economics, Bielefeld University.
    4. Giorgio Ferrari & Paavo Salminen, 2014. "Irreversible Investment under L\'evy Uncertainty: an Equation for the Optimal Boundary," Papers 1411.2395, arXiv.org.
    5. Thijssen, Jacco J.J. & Huisman, Kuno J.M. & Kort, Peter M., 2012. "Symmetric equilibrium strategies in game theoretic real option models," Journal of Mathematical Economics, Elsevier, vol. 48(4), pages 219-225.
    6. Chiarolla, Maria B. & Ferrari, Giorgio & Stabile, Gabriele, 2015. "Optimal dynamic procurement policies for a storable commodity with Lévy prices and convex holding costs," European Journal of Operational Research, Elsevier, vol. 247(3), pages 847-858.
    7. Aïd, René & Li, Liangchen & Ludkovski, Michael, 2017. "Capacity expansion games with application to competition in power generation investments," Journal of Economic Dynamics and Control, Elsevier, vol. 84(C), pages 1-31.
    8. Steg, Jan-Henrik, 2013. "Strategic Capital Accumulation with Singular Control," Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79948, Verein für Socialpolitik / German Economic Association.
    9. Giorgio Ferrari & Frank Riedel & Jan-Henrik Steg, 2013. "Continuous-Time Public Good Contribution under Uncertainty: A Stochastic Control Approach," Papers 1307.2849, arXiv.org, revised Oct 2015.
    10. Svetlana Boyarchenko & Sergei Levendorskii, 2011. "Preemption Games under Levy Uncertainty," Department of Economics Working Papers 131101, The University of Texas at Austin, Department of Economics, revised Oct 2014.
    11. Maria B. Chiarolla & Giorgio Ferrari & Gabriele Stabile, 2014. "Optimal Dynamic Procurement Policies for a Storable Commodity with L\'evy Prices and Convex Holding Costs," Papers 1409.0665, arXiv.org, revised Jun 2015.
    12. Ferrari, Giorgio & Riedel, Frank & Steg, Jan-Henrik, 2016. "Continuous-Time Public Good Contribution under Uncertainty," Center for Mathematical Economics Working Papers 485, Center for Mathematical Economics, Bielefeld University.

Articles

  1. Riedel, Frank & Steg, Jan-Henrik, 2017. "Subgame-perfect equilibria in stochastic timing games," Journal of Mathematical Economics, Elsevier, vol. 72(C), pages 36-50.
    See citations under working paper version above.
  2. Jan-Henrik Steg, 2012. "Irreversible investment in oligopoly," Finance and Stochastics, Springer, vol. 16(2), pages 207-224, April.
    See citations under working paper version above.Sorry, no citations of articles recorded.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 14 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MIC: Microeconomics (9) 2013-07-15 2014-10-22 2014-11-01 2015-06-20 2015-07-25 2015-11-21 2016-03-17 2017-02-05 2017-02-05. Author is listed
  2. NEP-GTH: Game Theory (5) 2014-10-22 2014-11-01 2015-07-25 2015-07-25 2016-03-17. Author is listed
  3. NEP-COM: Industrial Competition (3) 2014-02-02 2015-06-27 2015-11-21
  4. NEP-HPE: History & Philosophy of Economics (3) 2014-11-01 2015-07-25 2017-02-05
  5. NEP-ORE: Operations Research (3) 2014-10-22 2015-06-27 2015-07-25
  6. NEP-CTA: Contract Theory & Applications (1) 2016-03-17
  7. NEP-PUB: Public Finance (1) 2013-07-15
  8. NEP-UPT: Utility Models & Prospect Theory (1) 2017-02-05

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