IDEAS home Printed from https://ideas.repec.org/r/bie/wpaper/415.html

Irreversible investment in oligopoly

Citations

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


Cited by:

  1. is not listed on IDEAS
  2. 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.
  3. 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.
  4. 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.
  5. Steg, Jan-Henrik, 2025. "Strategic Irreversible Investment," Center for Mathematical Economics Working Papers 741, Center for Mathematical Economics, Bielefeld University.
  6. Torben Koch & Tiziano Vargiolu, 2019. "Optimal Installation of Solar Panels with Price Impact: a Solvable Singular Stochastic Control Problem," Papers 1911.04223, arXiv.org.
  7. Giorgio Ferrari, 2012. "On an integral equation for the free-boundary of stochastic, irreversible investment problems," Papers 1211.0412, arXiv.org, revised Jan 2015.
  8. 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.
  9. 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.
  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. Jan-Henrik Steg, 2024. "Strategic Irreversible Investment," Papers 2410.17673, arXiv.org.
  12. 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.
  13. 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.
  14. 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.
  15. H. Dharma Kwon, 2022. "Game of Variable Contributions to the Common Good Under Uncertainty," Operations Research, INFORMS, vol. 70(3), pages 1359-1370, May.
  16. 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.
  17. Giorgio Ferrari & Paavo Salminen, 2014. "Irreversible Investment under L\'evy Uncertainty: an Equation for the Optimal Boundary," Papers 1411.2395, arXiv.org.
  18. Tiziano De Angelis & Fabien Gensbittel & St'ephane Villeneuve, 2023. "Nash equilibria for dividend distribution with competition," Papers 2312.07703, arXiv.org, revised Jul 2025.
  19. Boyarchenko, Svetlana & Levendorskiĭ, Sergei, 2014. "Preemption games under Lévy uncertainty," Games and Economic Behavior, Elsevier, vol. 88(C), pages 354-380.
  20. 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.
  21. H. Dharma Kwon, 2019. "Game of Variable Contributions to the Common Good under Uncertainty," Papers 1904.00500, arXiv.org.
  22. Cao, Haoyang & Guo, Xin, 2022. "MFGs for partially reversible investment," Stochastic Processes and their Applications, Elsevier, vol. 150(C), pages 995-1014.
  23. 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.
  24. 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.
  25. 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.
  26. Dianetti, Jodi, 2023. "Linear-Quadratic-Singular Stochastic Differential Games and Applications," Center for Mathematical Economics Working Papers 678, Center for Mathematical Economics, Bielefeld University.
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.