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Irreversible investment in oligopoly

Citations

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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. 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.
  4. Giorgio Ferrari, 2012. "On an integral equation for the free-boundary of stochastic, irreversible investment problems," Papers 1211.0412, arXiv.org, revised Jan 2015.
  5. 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.
  6. Giorgio Ferrari & Paavo Salminen, 2014. "Irreversible Investment under L\'evy Uncertainty: an Equation for the Optimal Boundary," Papers 1411.2395, arXiv.org.
  7. 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.
  8. Torben Koch & Tiziano Vargiolu, 2019. "Optimal Installation of Solar Panels with Price Impact: a Solvable Singular Stochastic Control Problem," Papers 1911.04223, arXiv.org.
  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. 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.
  11. 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.
  12. Tiziano De Angelis & Fabien Gensbittel & St'ephane Villeneuve, 2023. "Nash equilibria for dividend distribution with competition," Papers 2312.07703, arXiv.org, revised Jul 2025.
  13. 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.
  14. Cao, Haoyang & Guo, Xin, 2022. "MFGs for partially reversible investment," Stochastic Processes and their Applications, Elsevier, vol. 150(C), pages 995-1014.
  15. 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.
  16. Dianetti, Jodi, 2023. "Linear-Quadratic-Singular Stochastic Differential Games and Applications," Center for Mathematical Economics Working Papers 678, Center for Mathematical Economics, Bielefeld University.
  17. 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.
  18. Steg, Jan-Henrik, 2025. "Strategic Irreversible Investment," Center for Mathematical Economics Working Papers 741, Center for Mathematical Economics, Bielefeld University.
  19. 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.
  20. Jan-Henrik Steg, 2024. "Strategic Irreversible Investment," Papers 2410.17673, arXiv.org.
  21. H. Dharma Kwon, 2022. "Game of Variable Contributions to the Common Good Under Uncertainty," Operations Research, INFORMS, vol. 70(3), pages 1359-1370, May.
  22. Boyarchenko, Svetlana & Levendorskiĭ, Sergei, 2014. "Preemption games under Lévy uncertainty," Games and Economic Behavior, Elsevier, vol. 88(C), pages 354-380.
  23. H. Dharma Kwon, 2019. "Game of Variable Contributions to the Common Good under Uncertainty," Papers 1904.00500, arXiv.org.
  24. 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.
  25. 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.
  26. 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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