Symmetric equilibrium strategies in game theoretic real option models
Citations
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Cited by:
- 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.
- Svetlana Boyarchenko, 2020. "Super- and submodularity of stopping games with random observations," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 70(4), pages 983-1022, November.
- Ebina, Takeshi & Kumakura, Yuya & Nishide, Katsumasa, 2022. "Hostile takeovers or friendly mergers? Real options analysis," Journal of Corporate Finance, Elsevier, vol. 77(C).
- Bruno Versaevel, 2015.
"Alertness, Leadership, and Nascent Market Dynamics,"
Dynamic Games and Applications, Springer, vol. 5(4), pages 440-466, December.
- Bruno Versaevel, 2012. "Alertness, Leadership, and Nascent Market Dynamics," Post-Print halshs-00755656, HAL.
- Bruno Versaevel, 2015. "Alertness, Leadership, and Nascent Market Dynamics," Post-Print halshs-01232708, HAL.
- Bruno Versaevel, 2015. "Alertness, Leadership, and Nascent Market Dynamics," Post-Print hal-02313312, HAL.
- Bruno Versaevel, 2013. "Alertness, Leadership, and Nascent Market Dynamics," Post-Print halshs-00956748, HAL.
- Bruno Versaevel, 2013. "Alertness, Leadership, and Nascent Market Dynamics," Post-Print halshs-00956753, HAL.
- Bruno Versaevel, 2014. "Alertness, Leadership, and Nascent Market Dynamics," Post-Print halshs-00956755, HAL.
- Ruble, Richard & Versaevel, Bruno & de Villemeur, Étienne, 2010.
"On the Timing of Vertical Relationships,"
IDEI Working Papers
627, Institut d'Économie Industrielle (IDEI), Toulouse, revised 11 Apr 2011.
- Etienne Billette de Villemeur & Richard Ruble & Bruno Versaevel, 2011. "On the timing of vertical relationships," Working Papers 1118, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
- Etienne Billette de Villemeur & Richard Ruble & Bruno Versaevel, 2011. "On the timing of vertical relationships," Post-Print halshs-00585557, HAL.
- Azevedo, Alcino & Paxson, Dean, 2014. "Developing real option game models," European Journal of Operational Research, Elsevier, vol. 237(3), pages 909-920.
- Whitmeyer Mark, 2018. "A Competitive Optimal Stopping Game," The B.E. Journal of Theoretical Economics, De Gruyter, vol. 18(1), pages 1-15, January.
- Xiaoqin Wu & Zhijun Hu, 2025. "Strategic capacity investment under demand ambiguity with creative destruction," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 101(2), pages 259-303, April.
- 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.
- Jacco Thijssen & Kuno Huisman & Peter Kort, 2006.
"The effects of information on strategic investment and welfare,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 28(2), pages 399-424, June.
- J.J.J. Thijssen & K.J.M. Huisman & P.M. Kort, 2003. "The Effects of Information on Strategic Investment and Welfare," Trinity Economics Papers 200310, Trinity College Dublin, Department of Economics.
- Huberts, N.F.D. & Dawid, H. & Huisman, K.J.M. & Kort, P.M., 2019. "Entry deterrence by timing rather than overinvestment in a strategic real options framework," European Journal of Operational Research, Elsevier, vol. 274(1), pages 165-185.
- Etienne Billette de Villemeur & Richard Ruble & Bruno Versaevel, 2010.
"Timing Vertical Relationships,"
Post-Print
halshs-00590310, HAL.
- Etienne Billette de Villemeur & Richard Ruble & Bruno Versaevel, 2011. "Timing Vertical Relationships," Post-Print halshs-00673936, HAL.
- Ruble, Richard & Versaevel, Bruno & de Villemeur, Étienne, 2010. "Timing Vertical Relationships," TSE Working Papers 10-181, Toulouse School of Economics (TSE).
- Etienne Billette de Villemeur & Richard Ruble & Bruno Versaevel, 2011. "Timing Vertical Relationships," Post-Print halshs-00673939, HAL.
- Etienne Billette de Villemeur & Richard Ruble & Bruno Versaevel, 2011. "Timing Vertical Relationships," Post-Print halshs-00618051, HAL.
- Etienne Billette de Villemeur & Richard Ruble & Bruno Versaevel, 2010. "Timing Vertical Relationships," Post-Print halshs-00590313, HAL.
- Benoît Chevalier-Roignant & Stéphane Villeneuve & Fabien Delpech & May-Line Grapotte, 2025. "Coinvestment games under uncertainty," Post-Print hal-05033712, HAL.
- Adrien Nguyen Huu, 2013.
"Investment under uncertainty, competition and regulation,"
Papers
1309.1844, arXiv.org, revised Feb 2014.
- Adrien Nguyen Huu, 2014. "Investment under uncertainty, competition and regulation," Post-Print hal-00831263, HAL.
- Jan-Henrik Steg & Jacco Thijssen, 2015.
"Quick or Persistent? Strategic Investment Demanding Versatility,"
Papers
1506.04698, arXiv.org.
- 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.
- 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.
- Billette de Villemeur, Etienne & Ruble, Richard & Versaevel, Bruno, 2014.
"Innovation and imitation incentives in dynamic duopoly,"
MPRA Paper
59453, University Library of Munich, Germany.
- Richard Ruble & Etienne Billette de Villemeur & Bruno Versaevel, 2015. "Innovation and Imitation Incentives in Dynamic Duopoly," Post-Print halshs-01232714, HAL.
- Richard Ruble & Etienne Billette de Villemeur & Bruno Versaevel, 2015. "Innovation and Imitation Incentives in Dynamic Duopoly," Post-Print halshs-01146991, HAL.
- Nishide, Katsumasa & Yagi, Kyoko, 2016. "Investment under regime uncertainty: Impact of competition and preemption," International Journal of Industrial Organization, Elsevier, vol. 45(C), pages 47-58.
- H. Dharma Kwon & Wenxin Xu & Anupam Agrawal & Suresh Muthulingam, 2016. "Impact of Bayesian Learning and Externalities on Strategic Investment," Management Science, INFORMS, vol. 62(2), pages 550-570, February.
- Jacco J.J. Thijssen, "undated". "Equilibria in Continuous Time Preemption Games with Markovian Payoffs," Discussion Papers 11/17, Department of Economics, University of York.
- Yanyun Liu & Baiqing Sun, 2023. "Investment strategies of duopoly firms with asymmetric time-to-build under a jump-diffusion model," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 98(3), pages 377-410, December.
- 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.
- Billette de Villemeur, Etienne & Ruble, Richard & Versaevel, Bruno, 2014.
"Investment timing and vertical relationships,"
International Journal of Industrial Organization, Elsevier, vol. 33(C), pages 110-123.
- Billette de Villemeur, Etienne & Ruble, Richard & Versaevel, Bruno, 2013. "Investment Timing and Vertical Relationships," MPRA Paper 47804, University Library of Munich, Germany.
- Etienne Billette de Villemeur & Richard Ruble & Bruno Versaevel, 2014. "Investment timing and vertical relationships," Post-Print hal-02313058, HAL.
- Arasteh, Abdollah, 2017. "Considering the investment decisions with real options games approach," Renewable and Sustainable Energy Reviews, Elsevier, vol. 72(C), pages 1282-1294.
- Colombo, Luca & Labrecciosa, Paola, 2021. "A stochastic differential game of duopolistic competition with sticky prices," Journal of Economic Dynamics and Control, Elsevier, vol. 122(C).
- Bouis, Romain & Huisman, Kuno J.M. & Kort, Peter M., 2009.
"Investment in oligopoly under uncertainty: The accordion effect,"
International Journal of Industrial Organization, Elsevier, vol. 27(2), pages 320-331, March.
- Bouis, R. & Huisman, K.J.M. & Kort, P.M., 2006. "Investment in Oligopoly under Uncertainty : The Accordion Effect," Other publications TiSEM 61ded6eb-63fa-4233-8733-b, Tilburg University, School of Economics and Management.
- Bouis, R. & Huisman, K.J.M. & Kort, P.M., 2006. "Investment in Oligopoly under Uncertainty : The Accordion Effect," Discussion Paper 2006-69, Tilburg University, Center for Economic Research.
- Steg, Jan-Henrik & Thijssen, Jacco J.J., 2023. "Strategic investment with positive externalities," Games and Economic Behavior, Elsevier, vol. 138(C), pages 1-21.
- Moretto, Michele, 2008.
"Competition and irreversible investments under uncertainty,"
Information Economics and Policy, Elsevier, vol. 20(1), pages 75-88, March.
- Michele Moretto, 2003. "Competition and Irreversible Investments under Uncertainty," Working Papers 2003.32, Fondazione Eni Enrico Mattei.
- Michele Moretto, 2007. "Competition and Irreversible Investments under Uncertainty," "Marco Fanno" Working Papers 0058, Dipartimento di Scienze Economiche "Marco Fanno".
- Steg, Jan-Henrik, 2018.
"Preemptive investment under uncertainty,"
Games and Economic Behavior, Elsevier, vol. 110(C), pages 90-119.
- Steg, Jan-Henrik, 2015. "Preemptive Investment under Uncertainty," Center for Mathematical Economics Working Papers 549, Center for Mathematical Economics, Bielefeld University.
- Jan-Henrik Steg, 2015. "Preemptive Investment under Uncertainty," Papers 1511.03863, arXiv.org, revised May 2016.
- Billette de Villemeur, Etienne & Ruble, Richard & Versaevel, Bruno, 2019.
"Dynamic competition and intellectual property rights in a model of product development,"
Journal of Economic Dynamics and Control, Elsevier, vol. 100(C), pages 270-296.
- Etienne Billette de Villemeur & Richard Ruble & Bruno Versaevel, 2019. "Dynamic competition and intellectual property rights in a model of product development," Post-Print halshs-02092324, HAL.
- Etienne Billette de Villemeur & Richard Ruble & Bruno Versaevel, 2019. "Dynamic competition and intellectual property rights in a model of product development," Post-Print halshs-02233688, HAL.
- De Giovanni, Domenico & Ruble, Richard & Zormpas, Dimitrios, 2025.
"Strategic capacity investment with common ownership,"
European Journal of Operational Research, Elsevier, vol. 327(1), pages 340-351.
- Domenico de Giovanni & Richard Ruble & Dimitrios Zormpas, 2025. "Strategic capacity investment with common ownership," Post-Print hal-05098376, HAL.
- Riedel, Frank & Steg, Jan-Henrik, 2017.
"Subgame-perfect equilibria in stochastic timing games,"
Journal of Mathematical Economics, Elsevier, vol. 72(C), pages 36-50.
- 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.
- Salgado Banda Héctor & Breccia Adriana, 2005. "Competing or Colluding in a Stochastic Environment," Working Papers 2005-04, Banco de México.
- Chronopoulos, Michail & De Reyck, Bert & Siddiqui, Afzal, 2014. "Duopolistic competition under risk aversion and uncertainty," European Journal of Operational Research, Elsevier, vol. 236(2), pages 643-656.
- Vermeulen, B. & Huisman, K.J.M. & Kok, A.G. de, 2015. "Vertical governance change and product differentiation under decreasing component costs," Journal of Economic Dynamics and Control, Elsevier, vol. 57(C), pages 65-76.
- Huisman, K.J.M. & Kort, P.M. & Pawlina, G. & Thijssen, J.J.J., 2003.
"Strategic Investment Under Uncertainty : Merging Real Options with Game Theory,"
Discussion Paper
2003-6, Tilburg University, Center for Economic Research.
- Huisman, K.J.M. & Kort, P.M. & Pawlina, G. & Thijssen, J.J.J., 2004. "Strategic investment under uncertainty : Merging real options with game theory," Other publications TiSEM 57b69510-cf54-479e-938e-d, Tilburg University, School of Economics and Management.
- Huisman, K.J.M. & Kort, P.M. & Pawlina, G. & Thijssen, J.J.J., 2003. "Strategic Investment Under Uncertainty : Merging Real Options with Game Theory," Other publications TiSEM 9e26c1d5-c305-4537-b91a-7, Tilburg University, School of Economics and Management.
- Billette de Villemeur, Etienne & Ruble, Richard & Versaevel, Bruno, 2015. "On the timing of innovation and imitation," MPRA Paper 69161, University Library of Munich, Germany.
- Thijssen, J.J.J., 2003. "Investment under uncertainty, market evolution and coalition spillovers in a game theoretic perspective," Other publications TiSEM 672073a6-492e-4621-8d4a-0, Tilburg University, School of Economics and Management.
- Etienne Billette de Villemeur & Richard Ruble & Bruno Versaevel, 2011.
"Coordination and Cooperation in Investment Timing with Externalities?,"
Working Papers
1128, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
- Etienne Billette de Villemeur & Richard Ruble & Bruno Versaevel, 2011. "Coordination and Cooperation in Investment Timing with Externalities ?," Post-Print halshs-00639471, HAL.
- 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).
- 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.
- repec:dau:papers:123456789/12655 is not listed on IDEAS
- 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).
- Dimitrios Zormpas & Richard Ruble, 2021. "The dynamics of preemptive and follower investments with overlapping ownership," Post-Print halshs-03456433, HAL.
- repec:hal:wpaper:hal-00831263 is not listed on IDEAS
- Boonman, H.J., 2014. "Strategic real options : Capacity optimization and demand structures," Other publications TiSEM 2c1d43fb-e8d5-4f50-9bbf-f, Tilburg University, School of Economics and Management.
- Gorupec Natalia & Brehmer Nataliia & Tiberius Victor & Kraus Sascha, 2022. "Tackling uncertain future scenarios with real options: A review and research framework," The Irish Journal of Management, Sciendo, vol. 41(1), pages 69-88, July.
- Leippold, Markus & Stromberg, Jacob, 2017.
"Strategic technology adoption and hedging under incomplete markets,"
Journal of Banking & Finance, Elsevier, vol. 81(C), pages 181-199.
- Markus LEIPPOLD & Jacob STROMBERG, 2014. "Strategic Technology Adoption and Hedging under Incomplete Markets," Swiss Finance Institute Research Paper Series 14-73, Swiss Finance Institute, revised Jan 2015.
- Thomas, Caroline, 2020. "Stopping with congestion and private payoffs," Journal of Mathematical Economics, Elsevier, vol. 91(C), pages 18-42.
- Steg, Jan-Henrik & Thijssen, Jacco J.J., 2025. "Strategic Investment with Positive Externalities," Center for Mathematical Economics Working Papers 708, Center for Mathematical Economics, Bielefeld University.
- Andreas Welling, 2017. "Optimal Carbon Tax Scheme under Uncertainty in an Oligopolistic Market of Polluters," FEMM Working Papers 170001, Otto-von-Guericke University Magdeburg, Faculty of Economics and Management.
- Chevalier-Roignant, Benoît & Flath, Christoph M. & Huchzermeier, Arnd & Trigeorgis, Lenos, 2011. "Strategic investment under uncertainty: A synthesis," European Journal of Operational Research, Elsevier, vol. 215(3), pages 639-650, December.
- Chevalier-Roignant, Benoît & Villeneuve, Stéphane & Delpech, Fabien & Grapotte, May-Line, 2025. "Coinvestment games under uncertainty," TSE Working Papers 25-1635, Toulouse School of Economics (TSE).
- 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.
- Joshua R. Hendrickson, 2017. "Interest rates and investment coordination failures," The Review of Austrian Economics, Springer;Society for the Development of Austrian Economics, vol. 30(4), pages 493-515, December.
- Adriana Breccia & Hector Salgado-Banda, 2005. "Competing or Colluding in a Stochastic Framework," Birkbeck Working Papers in Economics and Finance 0504, Birkbeck, Department of Economics, Mathematics & Statistics.
- Chevalier-Roignant, Benoît & Villeneuve, Stéphane & Delpech, Fabien & Grapotte, May-Line, 2025. "Coinvestment games under uncertainty," Journal of Economic Dynamics and Control, Elsevier, vol. 175(C).
- M. R. Grasselli & V. Leclère & M. Ludkovski, 2013. "Priority Option: The Value Of Being A Leader," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 16(01), pages 1-37.
- Jeon, Haejun, 2021. "Investment timing and capacity decisions with time-to-build in a duopoly market," Journal of Economic Dynamics and Control, Elsevier, vol. 122(C).
- 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.
- Delaney, Laura, 2019. "Symmetric equilibrium strategies in game theoretic real option models with incomplete information," Economics Letters, Elsevier, vol. 174(C), pages 42-47.
- Edouard Civel & Marc Baudry, 2018.
"The Fate of Inventions. What can we learn from Bayesian learning in strategic options model of adoption ?,"
EconomiX Working Papers
2018-47, University of Paris Nanterre, EconomiX.
- Marc Baudry & Edouard Civel, 2018. "The Fate of Inventions. What can we learn from Bayesian learning in strategic options model of adoption ?," Working Papers hal-04141698, HAL.
- Adriana Breccia & Hector Salgado-Banda, 2006. "Competing or Colluding in a Stochastic Environment," Computing in Economics and Finance 2006 423, Society for Computational Economics.
- Huberts, Nick, 2017. "Strategic investment in innovation : Capacity and timing decisions under uncertainty," Other publications TiSEM 6473e1df-9b8d-49ae-99f8-b, Tilburg University, School of Economics and Management.
- 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.
- Sendstad, Lars Hegnes & Chronopoulos, Michail, 2021. "Strategic technology switching under risk aversion and uncertainty," Journal of Economic Dynamics and Control, Elsevier, vol. 126(C).
- 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.
- Balter, Anne G. & Huisman, Kuno J.M. & Kort, Peter M., 2022. "New insights in capacity investment under uncertainty," Journal of Economic Dynamics and Control, Elsevier, vol. 144(C).
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