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Developing real option game models

Citations

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Cited by:

  1. 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.
  2. Jou, Jyh-Bang, 2018. "R&D investment and patent renewal decisions," The Quarterly Review of Economics and Finance, Elsevier, vol. 69(C), pages 144-154.
  3. Powell, Warren B., 2019. "A unified framework for stochastic optimization," European Journal of Operational Research, Elsevier, vol. 275(3), pages 795-821.
  4. Bruno Versaevel, 2015. "Alertness, Leadership, and Nascent Market Dynamics," Dynamic Games and Applications, Springer, vol. 5(4), pages 440-466, December.
  5. Ali Naef Mohammad, 2016. "Valuation Tools for Determining the Value of Assets: A Literature Review," International Journal of Academic Research in Accounting, Finance and Management Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Accounting, Finance and Management Sciences, vol. 6(4), pages 63-72, October.
  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. Lukas, Elmar & Thiergart, Sascha, 2019. "The interaction of debt financing, cash grants and the optimal investment policy under uncertainty," European Journal of Operational Research, Elsevier, vol. 276(1), pages 284-299.
  8. Bouveret, Géraldine & Dumitrescu, Roxana & Tankov, Peter, 2022. "Technological change in water use: A mean-field game approach to optimal investment timing," Operations Research Perspectives, Elsevier, vol. 9(C).
  9. Billette de Villemeur, Etienne & Ruble, Richard & Versaevel, Bruno, 2015. "On the timing of innovation and imitation," MPRA Paper 69161, University Library of Munich, Germany.
  10. 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).
  11. Michi NISHIHARA, 2020. "Preemptive competition between two firms with different discount rates," Discussion Papers in Economics and Business 20-04, Osaka University, Graduate School of Economics.
  12. 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).
  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. Steg, Jan-Henrik, 2018. "Preemptive investment under uncertainty," Games and Economic Behavior, Elsevier, vol. 110(C), pages 90-119.
  15. Ebina, Takeshi & Matsushima, Noriaki & Shimizu, Daisuke, 2015. "Product differentiation and entry timing in a continuous time spatial competition model," European Journal of Operational Research, Elsevier, vol. 247(3), pages 904-913.
  16. Yu Zeng & Weidong Chen, 2019. "The Determination of Concession Period for Build-Operate-Transfer Solar Photovoltaic Power Project under Policy Incentives: A Case Study of China," Energies, MDPI, vol. 12(18), pages 1-23, September.
  17. Barbosa, Diogo & Carvalho, Vitor M. & Pereira, Paulo J., 2016. "Public stimulus for private investment: An extended real options model," Economic Modelling, Elsevier, vol. 52(PB), pages 742-748.
  18. Billette de Villemeur, Etienne & Ruble, Richard & Versaevel, Bruno, 2014. "Innovation and imitation incentives in dynamic duopoly," MPRA Paper 59453, University Library of Munich, Germany.
  19. Chen, Weidong & Zeng, Yu & Xu, Chongqing, 2019. "Energy storage subsidy estimation for microgrid: A real option game-theoretic approach," Applied Energy, Elsevier, vol. 239(C), pages 373-382.
  20. Chang, Shuhua & Li, Yue & Gao, Fanglu, 2016. "The impact of delaying an investment decision on R&D projects in real option game," Chaos, Solitons & Fractals, Elsevier, vol. 87(C), pages 182-189.
  21. Shibata, Takashi, 2016. "Strategic entry in a triopoly market of firms with asymmetric cost structures," European Journal of Operational Research, Elsevier, vol. 249(2), pages 728-739.
  22. 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.
  23. Morreale, Azzurra & Mittone, Luigi & Lo Nigro, Giovanna, 2019. "Risky choices in strategic environments: An experimental investigation of a real options game," European Journal of Operational Research, Elsevier, vol. 279(1), pages 143-158.
  24. Alcino Azevedo & Dean Paxson, 2018. "Rivalry and uncertainty in complementary investments with dynamic market sharing," Annals of Operations Research, Springer, vol. 271(2), pages 319-355, December.
  25. Hernandez-Perdomo, Elvis A. & Mun, Johnathan & Rocco S., Claudio M., 2017. "Active management in state-owned energy companies: Integrating a real options approach into multicriteria analysis to make companies sustainable," Applied Energy, Elsevier, vol. 195(C), pages 487-502.
  26. Jan-Henrik Steg, 2018. "On Preemption in Discrete and Continuous Time," Dynamic Games and Applications, Springer, vol. 8(4), pages 918-938, December.
  27. Zheng, Shiyuan & Jiang, Changmin & Fu, Xiaowen & Ge, Ying-En & Shu, Jia, 2022. "Subsidies for green technology adoption under uncertain demand and incomplete information," Omega, Elsevier, vol. 112(C).
  28. Deng, Zhenghong & Ma, Chunmiao & Mao, Xudong & Wang, Shenglan & Niu, Zhenxi & Gao, Li, 2017. "Historical payoff promotes cooperation in the prisoner's dilemma game," Chaos, Solitons & Fractals, Elsevier, vol. 104(C), pages 1-5.
  29. Pereira, Paulo J. & Rodrigues, Artur, 2014. "Investment decisions in finite-lived monopolies," Journal of Economic Dynamics and Control, Elsevier, vol. 46(C), pages 219-236.
  30. Dimitrios Zormpas, 2017. "How vertical relationships and external funding affect investment efficiency and timing?," 2017 Papers pzo81, Job Market Papers.
  31. Balliauw, Matteo & Kort, Peter M. & Zhang, Anming, 2019. "Capacity investment decisions of two competing ports under uncertainty: A strategic real options approach," Transportation Research Part B: Methodological, Elsevier, vol. 122(C), pages 249-264.
  32. Thomas Fagart, 2014. "Markovian Equilibrium in a Model of Investment Under Imperfect Competition," Post-Print halshs-01020398, HAL.
  33. 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.
  34. Qing He & Yaqin Liu & Qian Yu & Chao Wei, 2022. "Risk Dominance Analysis of R&D Investment Cooperation in Dynamic Option Game," Sustainability, MDPI, vol. 15(1), pages 1-21, December.
  35. Ferreira, Ricardo M. & Pereira, Paulo J., 2021. "A dynamic model for venture capitalists’ entry–exit investment decisions," European Journal of Operational Research, Elsevier, vol. 290(2), pages 779-789.
  36. Zheng, Shiyuan & Jiang, Changmin & Fu, Xiaowen, 2021. "Investment competition on dedicated terminals under demand ambiguity," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 150(C).
  37. Zhang, Xinhua & Yang, Hongming & Yu, Qian & Qiu, Jing & Zhang, Yongxi, 2018. "Analysis of carbon-abatement investment for thermal power market in carbon-dispatching mode and policy recommendations," Energy, Elsevier, vol. 149(C), pages 954-966.
  38. Sendstad, Lars Hegnes & Chronopoulos, Michail, 2017. "Strategic Technology Switching under Risk Aversion and Uncertainty," Discussion Papers 2017/10, Norwegian School of Economics, Department of Business and Management Science.
  39. Steg, Jan-Henrik & Thijssen, Jacco J.J., 2023. "Strategic investment with positive externalities," Games and Economic Behavior, Elsevier, vol. 138(C), pages 1-21.
  40. Randrianarisoa, Laingo M. & Zhang, Anming, 2019. "Adaptation to climate change effects and competition between ports: Invest now or later?," Transportation Research Part B: Methodological, Elsevier, vol. 123(C), pages 279-322.
  41. Rau, Philipp & Spinler, Stefan, 2016. "Investment into container shipping capacity: A real options approach in oligopolistic competition," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 93(C), pages 130-147.
  42. Faninam, Farzan & Huisman, Kuno J．M. & Kort, Peter M., 2023. "Strategic investment under uncertainty in a triopoly market: Timing and capacity choice," European Journal of Operational Research, Elsevier, vol. 308(2), pages 897-911.
  43. Li, Xishu & Zuidwijk, Rob & de Koster, M.B.M, 2023. "Optimal competitive capacity strategies: Evidence from the container shipping market," Omega, Elsevier, vol. 115(C).
  44. Ketelaars, Martijn & Borm, Peter & Kort, Peter M., 2023. "Dynamic Stability of Cooperative Investment under Uncertainty," Discussion Paper 2023-023, Tilburg University, Center for Economic Research.
  45. Xiao, Yi-bin & Fu, Xiaowen & Oum, Tae H. & Yan, Jia, 2017. "Modeling airport capacity choice with real options," Transportation Research Part B: Methodological, Elsevier, vol. 100(C), pages 93-114.
  46. Morreale, Azzurra & Robba, Serena & Lo Nigro, Giovanna & Roma, Paolo, 2017. "A real options game of alliance timing decisions in biopharmaceutical research and development," European Journal of Operational Research, Elsevier, vol. 261(3), pages 1189-1202.
  47. Trigeorgis, Lenos & Tsekrekos, Andrianos E., 2018. "Real Options in Operations Research: A Review," European Journal of Operational Research, Elsevier, vol. 270(1), pages 1-24.
  48. Michi Nishihara, 2021. "Preemptive competition between two firms with different discount rates," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 42(3), pages 675-687, April.
  49. Chang, Shuhua & Wang, Xinyu & Wang, Zheng, 2016. "Modelling and computing the peaks of carbon emission with balanced growth," Chaos, Solitons & Fractals, Elsevier, vol. 91(C), pages 452-460.
  50. Nick Huberts & Kuno Huisman & Peter Kort & Maria Lavrutich, 2015. "Capacity Choice in (Strategic) Real Options Models: A Survey," Dynamic Games and Applications, Springer, vol. 5(4), pages 424-439, December.
  51. Zhu, Lei & Li, Li & Su, Bin, 2021. "The price-bidding strategy for investors in a renewable auction: An option games–based study," Energy Economics, Elsevier, vol. 100(C).
  52. 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.
  53. Amal Abdel Razzac & Linda Salahaldin & Salah Eddine Elayoubi & Yezekael Hayel & Tijani Chahed, 2017. "A Game Theoretical Real Options Framework for Investment Decisions in Mobile TV Infrastructure," Asia-Pacific Journal of Operational Research (APJOR), World Scientific Publishing Co. Pte. Ltd., vol. 34(04), pages 1-34, August.
  54. Goto, Makoto & Nishide, Katsumasa & Takashima, Ryuta, 2017. "Leaders, followers, and equity risk premiums in booms and busts," Journal of Banking & Finance, Elsevier, vol. 81(C), pages 207-220.
  55. Li, Shuai & Cai, Hubo, 2017. "Government incentive impacts on private investment behaviors under demand uncertainty," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 101(C), pages 115-129.
  56. Luo, Pengfei & Tian, Yuan & Yang, Zhaojun, 2020. "Real option duopolies with quasi-hyperbolic discounting," Journal of Economic Dynamics and Control, Elsevier, vol. 111(C).
  57. 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.
  58. Zheng, Shiyuan & Fu, Xiaowen & Jiang, Changmin & Ge, Ying-En, 2020. "Airline investments in exclusive airport facilities: Timing decisions under demand ambiguity," Transportation Research Part B: Methodological, Elsevier, vol. 139(C), pages 343-363.
  59. Song, Sangcheol, 2022. "Determining investment size and local embeddedness under host market uncertainty and growth rates," International Business Review, Elsevier, vol. 31(2).
  60. Delaney, Laura, 2022. "The impact of operational delay on irreversible investment under Knightian uncertainty," Economics Letters, Elsevier, vol. 215(C).
  61. Ludkovski, Michael & Sircar, Ronnie, 2016. "Technology ladders and R&D in dynamic Cournot markets," Journal of Economic Dynamics and Control, Elsevier, vol. 69(C), pages 127-151.
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