Irreversible investment in oligopoly
Citations
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- 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.
- Dianetti, Jodi & Ferrari, Giorgio, 2019. "Nonzero-Sum Submodular Monotone-Follower Games. Existence and Approximation of Nash Equilibria," Center for Mathematical Economics Working Papers 605, Center for Mathematical Economics, Bielefeld University.
- Giorgio Ferrari, 2012.
"On an integral equation for the free-boundary of stochastic, irreversible investment problems,"
Papers
1211.0412, arXiv.org, revised Jan 2015.
- 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.
- Jodi Dianetti, 2025. "Linear-quadratic-singular stochastic differential games and applications," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 48(1), pages 381-413, June.
- Giorgio Ferrari & Paavo Salminen, 2014. "Irreversible Investment under L\'evy Uncertainty: an Equation for the Optimal Boundary," Papers 1411.2395, arXiv.org.
- 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.
- Thijssen, J.J.J. & Huisman, K.J.M. & Kort, P.M., 2002. "Symmetric Equilibrium Strategies in Game Theoretical Real Option Models," Other publications TiSEM 1836bd01-0eb5-4163-8929-c, Tilburg University, School of Economics and Management.
- Thijssen, J.J.J. & Huisman, K.J.M. & Kort, P.M., 2002. "Symmetric Equilibrium Strategies in Game Theoretical Real Option Models," Discussion Paper 2002-81, Tilburg University, Center for Economic Research.
- Torben Koch & Tiziano Vargiolu, 2019.
"Optimal Installation of Solar Panels with Price Impact: a Solvable Singular Stochastic Control Problem,"
Papers
1911.04223, arXiv.org.
- Koch, Torben & Vargiolu, Tiziano, 2019. "Optimal Installation of Solar Panels with Price Impact: a Solvable Singular Stochastic Control Problem," Center for Mathematical Economics Working Papers 627, Center for Mathematical Economics, Bielefeld University.
- 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.
- 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.
- Aïd, René & Basei, Matteo & Ferrari, Giorgio, 2023. "A Stationary Mean-Field Equilibrium Model of Irreversible Investment in a Two-Regime Economy," Center for Mathematical Economics Working Papers 679, Center for Mathematical Economics, Bielefeld University.
- 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.
- Tiziano De Angelis & Fabien Gensbittel & St'ephane Villeneuve, 2023.
"Nash equilibria for dividend distribution with competition,"
Papers
2312.07703, arXiv.org, revised Jul 2025.
- Tiziano de Angelis & Fabien Gensbittel & Stéphane Villeneuve, 2025. "Nash Equilibria for Dividend Distribution with Competition," Post-Print hal-05345639, HAL.
- De Angelis, Tiziano & Gensbittel, Fabien & Villeneuve, Stéphane, 2023. "Nash equilibria for dividend distribution with competition," TSE Working Papers 23-1495, Toulouse School of Economics (TSE), revised Jul 2025.
- Steg, Jan-Henrik, 2013. "Strategic Capital Accumulation with Singular Control," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79948, Verein für Socialpolitik / German Economic Association.
- Cao, Haoyang & Guo, Xin, 2022. "MFGs for partially reversible investment," Stochastic Processes and their Applications, Elsevier, vol. 150(C), pages 995-1014.
- 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.
- Huisman, K.J.M. & Kort, P.M., 2013. "Strategic Capacity Investment Under uncertainty," Discussion Paper 2013-003, Tilburg University, Center for Economic Research.
- Huisman, K.J.M. & Kort, P.M., 2013. "Strategic Capacity Investment Under uncertainty," Other publications TiSEM d8f47e8c-1550-4a51-b0fb-3, Tilburg University, School of Economics and Management.
- Dianetti, Jodi, 2023. "Linear-Quadratic-Singular Stochastic Differential Games and Applications," Center for Mathematical Economics Working Papers 678, Center for Mathematical Economics, Bielefeld University.
- 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.
- Steg, Jan-Henrik, 2025. "Strategic Irreversible Investment," Center for Mathematical Economics Working Papers 741, Center for Mathematical Economics, Bielefeld University.
- Maria B. Chiarolla, 2022. "A unifying view on the irreversible investment exercise boundary in a stochastic, time-inhomogeneous capacity expansion problem," Papers 2209.09878, arXiv.org, revised Apr 2025.
- Jan-Henrik Steg, 2024. "Strategic Irreversible Investment," Papers 2410.17673, arXiv.org.
- H. Dharma Kwon, 2022. "Game of Variable Contributions to the Common Good Under Uncertainty," Operations Research, INFORMS, vol. 70(3), pages 1359-1370, May.
- Boyarchenko, Svetlana & Levendorskiĭ, Sergei, 2014.
"Preemption games under Lévy uncertainty,"
Games and Economic Behavior, Elsevier, vol. 88(C), pages 354-380.
- 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.
- H. Dharma Kwon, 2019. "Game of Variable Contributions to the Common Good under Uncertainty," Papers 1904.00500, arXiv.org.
- René Aïd & Matteo Basei & Giorgio Ferrari, 2025. "A Stationary Mean-Field Equilibrium Model of Irreversible Investment in a Two-Regime Economy," Operations Research, INFORMS, vol. 73(5), pages 2351-2374, September.
- 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.
- Ren'e Aid & Matteo Basei & Giorgio Ferrari, 2023. "A Stationary Mean-Field Equilibrium Model of Irreversible Investment in a Two-Regime Economy," Papers 2305.00541, arXiv.org.
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