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New venture creation : a drift-variance diffusion control model
Wang, Zhengli; Zenios, Stefanos - In: Operations research 70 (2022) 5, pp. 2982-2997
Persistent link: https://www.econbiz.de/10014307155
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A dynamic model of repositioning
Villas-Boas, J. Miguel - In: Marketing science : the marketing journal of the … 37 (2018) 2, pp. 279-293
Persistent link: https://www.econbiz.de/10011864762
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Strategic investment under uncertainty : why multi-option firms lose the preemption run
Yu, Wencheng; Wen, Xingang; Huberts, Nick; Kort, Peter M. - In: Journal of the Operational Research Society 75 (2024) 9, pp. 1855-1872
Persistent link: https://www.econbiz.de/10015052925
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Game theory applications to guarantee optimization in dynamical systems with control delays
Gomoyunov, Mikhail; Kornev, Dmitri; Lukoyanov, Nikolai - In: International game theory review 16 (2014) 2, pp. 1-19
Persistent link: https://www.econbiz.de/10010385613
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Impact of Bayesian learning and externalities on strategic investment
Kwon, H. Dharma; Xu, Wenxin; Agrawal, Anupam; … - In: Management science : journal of the Institute for … 62 (2016) 2, pp. 550-570
Persistent link: https://www.econbiz.de/10011446252
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Chapter 47 Stochastic games
Mertens, Jean-François - In: Handbook of game theory with economic applications : …, (pp. 1809-1832). 2002
Persistent link: https://www.econbiz.de/10014024498
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Solving finite-horizon discounted non-stationary MDPS
Bouchra, El Akraoui; Daoui, Cherki - In: Folia oeconomica Stetinensia : FOS 23 (2023) 1, pp. 1-15
Persistent link: https://www.econbiz.de/10014490028
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Computer solution to the game of pure strategy
Rhoads, Glenn C.; Bartholdi, Laurent - In: Games 3 (2012) 3, pp. 150-156
We numerically solve the classical "Game of Pure Strategy" using linear programming. We notice an intricate even-odd behaviour in the results of our computations that seems to encourage odd or maximal bids.
Persistent link: https://www.econbiz.de/10009754113
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Computer solution to the game of pure strategy
Rhoads, Glenn C.; Bartholdi, Laurent - In: Games 3 (2012) 4, pp. 150-156
We numerically solve the classical 'Game of Pure Strategy' using linear programming. We notice an intricate even-odd behaviour in the results of our computations that seems to encourage odd or maximal bids.
Persistent link: https://www.econbiz.de/10010369418
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A behavioral approach to a strategic market game
Shubik, Martin; Vriend, Nicolaas J. - 1998
Persistent link: https://www.econbiz.de/10000676915