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Dynamic stochastic matching under limited time

Aouad, Ali; Sarıtaç, Ömer - In: Operations research 70 (2022) 4, pp. 2349-2383

Persistent link: https://www.econbiz.de/10013366461

Biró, Péter; Norman, Gethin - In: International Journal of Game Theory 42 (2013) 4, pp. 1021-1040

Suppose that the agents of a matching market contact each other randomly and form new pairs if is in their interest …. Does such a process always converge to a stable matching if one exists? If so, how quickly? Are some stable matchings more … chains. The second part of the paper proposes new techniques to analyse the behaviour of matching markets. We introduce the …

Persistent link: https://www.econbiz.de/10010993410

Quick or persistent? : strategic investment demanding versatility

Steg, Jan-Henrik; Thijssen, Jacco J. J. - 2015

In this paper we analyse a dynamic model of investment under uncertainty in a duopoly, in which each firm has an option to switch from the present market to a new market. We construct a subgame perfect equilibrium in mixed strategies and show that both preemption and attrition can occur along...

Persistent link: https://www.econbiz.de/10011284232

On an optimal extraction problem with regime switching

Ferrari, Giorgio; Yang, Shuzhen - 2016

This paper studies an optimal irreversible extraction problem of an exhaustible commodity in presence of regime shifts. A company extracts a natural resource from a reserve with finite capacity, and sells it in the market at a spot price that evolves according to a Brownian motion with...

Persistent link: https://www.econbiz.de/10011517462

Pricing of perpetual American options in a model with partial information

Gapeev, Pavel V. - In: International journal of theoretical and applied finance 15 (2012) 1, pp. 1-21

Persistent link: https://www.econbiz.de/10009562132

A unifying framework for submodular mean field games

Dianetti, Jodi; Ferrari, Giorgio; Fischer, Markus; … - 2022

We provide an abstract framework for submodular mean field games and identify verifiable sufficient conditions that allow to prove existence and approximation of strong mean field equilibria in models where data may not be continuous with respect to the measure parameter and common noise is...

Persistent link: https://www.econbiz.de/10012803218