We investigate a game of singular control and strategic exit in a model of competitive market share control. In the model, each player can make irreversible investments to increase his market share which is modeled as a diffusion process. In addition, each player has an option to exit the market...

We examine a game of harvesting a renewable common resource and investigate the ramifications of competition. We formulate the problem as an impulse control game between two competing harvesters and devise a new formulation of closed-loop impulse control strategies. In the case of non-zero setup...