Add to ORKGDynamic entry games are revisited using a Markovian solution concept based on the introduction of long and short time players. This approach provides new insights on the economics of potential competition in partic-ular relative to rent dissipation and selection issues. Potential competition appears less attractive from a normative standpoint. Journal of Economi
The paper generalizes the Kiyotaki-Wright trade model by treat-ing the trading period as a finite ga...
This paper extends the static analysis of oligopoly structure into an infinite-horizon setting with ...
We analyse the entry decisions of competing firms in a two-player stochastic real option game, when ...
This paper provides a dynamic game of market entry to illustrate entry dynamics in an uncertain mark...
An infinite-horizon, stochastic model of entry and exit with sunk costs and imperfect competition is...
In this thesis I study the theory of market entry through dynamic games. I answer how economics desc...
This paper offers a simple approach to study steady-state Markov perfect equilibria arising in dynam...
This chapter deals with the theories of market equilibria when the number and characteristics of act...
We consider an extension of Dixit-Shapiro's (1986) model of entry dynamics to the case when there ar...
We show that equilibria derived for nonatomic games (NGs) can be used by large fi-nite games to achi...
This paper studies the identi¯cation problem in in¯nite horizon Markovian games and pro-poses a gene...
This paper extends the static analysis of oligopoly structure into an infinite-horizon setting with ...
In a dynamic contest the current incumbent competes against a randomly assigned entrant in a private...
We define discrete time sequential games which are multiperson Markov decision processes. The extant ...
The Cournot competition is a game in which two firms vie to produce the optimal quantity of a good. ...
The paper generalizes the Kiyotaki-Wright trade model by treat-ing the trading period as a finite ga...
This paper extends the static analysis of oligopoly structure into an infinite-horizon setting with ...
We analyse the entry decisions of competing firms in a two-player stochastic real option game, when ...
This paper provides a dynamic game of market entry to illustrate entry dynamics in an uncertain mark...
An infinite-horizon, stochastic model of entry and exit with sunk costs and imperfect competition is...
In this thesis I study the theory of market entry through dynamic games. I answer how economics desc...
This paper offers a simple approach to study steady-state Markov perfect equilibria arising in dynam...
This chapter deals with the theories of market equilibria when the number and characteristics of act...
We consider an extension of Dixit-Shapiro's (1986) model of entry dynamics to the case when there ar...
We show that equilibria derived for nonatomic games (NGs) can be used by large fi-nite games to achi...
This paper studies the identi¯cation problem in in¯nite horizon Markovian games and pro-poses a gene...
This paper extends the static analysis of oligopoly structure into an infinite-horizon setting with ...
In a dynamic contest the current incumbent competes against a randomly assigned entrant in a private...
We define discrete time sequential games which are multiperson Markov decision processes. The extant ...
The Cournot competition is a game in which two firms vie to produce the optimal quantity of a good. ...
The paper generalizes the Kiyotaki-Wright trade model by treat-ing the trading period as a finite ga...
This paper extends the static analysis of oligopoly structure into an infinite-horizon setting with ...
We analyse the entry decisions of competing firms in a two-player stochastic real option game, when ...
