A dynamic competitive equilibrium model of irreversible capacity investment with stochastic demand and heterogeneous producers
Fuente:
arXiv
Enregistré dans:
| Auteurs principaux: | Kardaras, Constantinos, Pavlis, Alexandros, Zervos, Mihail |
|---|---|
| Format: | Preprint |
| Publié: |
2025
|
| Sujets: | |
| Accès en ligne: | |
| Tags: |
Ajouter un tag
Pas de tags, Soyez le premier à ajouter un tag!
|
Documents similaires
Value existence for zero-sum ergodic stochastic differential games
par: Li, Juan, et autres
Publié: (2021)
par: Li, Juan, et autres
Publié: (2021)
Singular stochastic control problems motivated by the optimal sustainable exploitation of an ecosystem
par: Liang, Gechun, et autres
Publié: (2020)
par: Liang, Gechun, et autres
Publié: (2020)
Probabilistic Analysis of Graphon Mean Field Control
par: Cao, Zhongyuan, et autres
Publié: (2025)
par: Cao, Zhongyuan, et autres
Publié: (2025)
Equilibrium in Functional Stochastic Games with Mean-Field Interaction
par: Jaber, Eduardo Abi, et autres
Publié: (2023)
par: Jaber, Eduardo Abi, et autres
Publié: (2023)
Optimal Consumption-Investment with Epstein-Zin Utility under Leverage Constraint
par: Tian, Dejian, et autres
Publié: (2025)
par: Tian, Dejian, et autres
Publié: (2025)
Stochastic modeling of cyclic cancer treatments under common noise
par: Sonith, Jason
Publié: (2024)
par: Sonith, Jason
Publié: (2024)
Habit Formation, Labor Supply, and the Dynamics of Retirement and Annuitization
par: Birungi, Criscent, et autres
Publié: (2026)
par: Birungi, Criscent, et autres
Publié: (2026)
Optimal two-parameter portfolio management strategy with transaction costs
par: Ma, Chutian, et autres
Publié: (2024)
par: Ma, Chutian, et autres
Publié: (2024)
A Dynamic Principal Agent Problem with One-sided Commitment
par: Zhang, Jianfeng, et autres
Publié: (2022)
par: Zhang, Jianfeng, et autres
Publié: (2022)
On stochastic control problems with higher-order moments
par: Wang, Yike, et autres
Publié: (2024)
par: Wang, Yike, et autres
Publié: (2024)
Agency Problems and Adversarial Bilevel Optimization under Uncertainty and Cyber Threats
par: Mastrolia, Thibaut, et autres
Publié: (2025)
par: Mastrolia, Thibaut, et autres
Publié: (2025)
Equilibrium strategies for stochastic control problems with higher-order moments and applications to portfolio selection
par: Wang, Yike, et autres
Publié: (2025)
par: Wang, Yike, et autres
Publié: (2025)
A unifying view on the irreversible investment exercise boundary in a stochastic, time-inhomogeneous capacity expansion problem
par: Chiarolla, Maria B.
Publié: (2022)
par: Chiarolla, Maria B.
Publié: (2022)
Markov Perfect Equilibria in Discrete Finite-Player and Mean-Field Games
par: Höfer, Felix, et autres
Publié: (2025)
par: Höfer, Felix, et autres
Publié: (2025)
Policy Gradient for Continuous-Time Mean-Field Control
par: Bayraktar, Erhan, et autres
Publié: (2026)
par: Bayraktar, Erhan, et autres
Publié: (2026)
Mean field social optimization: feedback person-by-person optimality and the dynamic programming equation
par: Huang, Minyi, et autres
Publié: (2025)
par: Huang, Minyi, et autres
Publié: (2025)
Heterogeneous Mean Field Games and Local Well-posedness
par: Qiao, Bixing
Publié: (2025)
par: Qiao, Bixing
Publié: (2025)
Infinite dimensional open-loop linear quadratic stochastic optimal control problems and related games
par: Jing, Guangdong
Publié: (2024)
par: Jing, Guangdong
Publié: (2024)
A Decomposition Method for LQ Conditional McKean-Vlasov Control Problems with Random Coefficients
par: Hounkpe, Onésime, et autres
Publié: (2026)
par: Hounkpe, Onésime, et autres
Publié: (2026)
Market Making with Exogenous Competition
par: Boyce, Robert, et autres
Publié: (2024)
par: Boyce, Robert, et autres
Publié: (2024)
Default Contagion, Matrix Approximation, and Control in Sparse Financial Networks
par: Zhang, Aoxin, et autres
Publié: (2026)
par: Zhang, Aoxin, et autres
Publié: (2026)
On the Singular Control of a Diffusion and Its Running Infimum or Supremum
par: Ferrari, Giorgio, et autres
Publié: (2025)
par: Ferrari, Giorgio, et autres
Publié: (2025)
Zero-sum stochastic linear-quadratic Stackelberg differential games of Markovian regime-switching system
par: Wu, Fan, et autres
Publié: (2024)
par: Wu, Fan, et autres
Publié: (2024)
Risk-Sensitive Investment Management via Free Energy-Entropy Duality
par: Lleo, Sebastien, et autres
Publié: (2026)
par: Lleo, Sebastien, et autres
Publié: (2026)
Potential Games on Unimodular Random Graphs
par: Neuman, Eyal, et autres
Publié: (2026)
par: Neuman, Eyal, et autres
Publié: (2026)
Tractable bank capital structure: optimal control under Basel III constraints
par: Bayraktar, Erhan, et autres
Publié: (2026)
par: Bayraktar, Erhan, et autres
Publié: (2026)
A simple approach to the Løkka-Zervos dichotomy for absolutely continuous dividend strategies
par: Mastromonaco, Tommy, et autres
Publié: (2026)
par: Mastromonaco, Tommy, et autres
Publié: (2026)
Multi-period Asset-liability Management with Reinforcement Learning in a Regime-Switching Market
par: Gao, Zhongqin, et autres
Publié: (2025)
par: Gao, Zhongqin, et autres
Publié: (2025)
Asset-liability management with Epstein-Zin utility under stochastic interest rate and unknown market price of risk
par: Kuissi-Kamdem, Wilfried
Publié: (2025)
par: Kuissi-Kamdem, Wilfried
Publié: (2025)
Backward Linear-Quadratic Mean Field Stochastic Differential Games: A Direct Method
par: Si, Yu, et autres
Publié: (2024)
par: Si, Yu, et autres
Publié: (2024)
S-shaped Utility Maximization with VaR Constraint and Partial Information
par: Zhu, Dongmei, et autres
Publié: (2025)
par: Zhu, Dongmei, et autres
Publié: (2025)
Exploratory Randomization for Discrete-Time Risk-Sensitive Benchmarked Investment Management with Reinforcement Learning
par: Lleo, Sebastien, et autres
Publié: (2026)
par: Lleo, Sebastien, et autres
Publié: (2026)
Nonlocal Stochastic Optimal Control for Diffusion Processes: Existence, Maximum Principle and Financial Applications
par: Anita, Stefana-Lucia, et autres
Publié: (2025)
par: Anita, Stefana-Lucia, et autres
Publié: (2025)
Outrunning the Omega Clock: A Singular Control Problem for Dividend Optimisation with Ruin and Time-in-Distress Default
par: Bodnariu, Andi, et autres
Publié: (2026)
par: Bodnariu, Andi, et autres
Publié: (2026)
Long-Term Average Impulse Control with Mean Field Interactions
par: Helmes, K. L., et autres
Publié: (2025)
par: Helmes, K. L., et autres
Publié: (2025)
Mean-field games with rough common noise: the linear-quadratic case
par: Friz, Peter K., et autres
Publié: (2026)
par: Friz, Peter K., et autres
Publié: (2026)
Equilibrium Strategies for the N-agent Mean-Variance Investment Problem over a Random Horizon
par: Liang, Xiaoqing, et autres
Publié: (2025)
par: Liang, Xiaoqing, et autres
Publié: (2025)
Stochastic Graphon Games with Memory
par: Neuman, Eyal, et autres
Publié: (2024)
par: Neuman, Eyal, et autres
Publié: (2024)
Avellaneda-Stoikov and Cartea-Jaimungal as One Framework: A Forced Uniqueness Theorem for Inventory Market Making
par: Feys, Frank M. V.
Publié: (2026)
par: Feys, Frank M. V.
Publié: (2026)
Optimal Control of Unbounded Functional Stochastic Evolution Systems in Hilbert Spaces: Second-Order Path-dependent HJB Equation
par: Tang, Shanjian, et autres
Publié: (2024)
par: Tang, Shanjian, et autres
Publié: (2024)
Documents similaires
-
Value existence for zero-sum ergodic stochastic differential games
par: Li, Juan, et autres
Publié: (2021) -
Singular stochastic control problems motivated by the optimal sustainable exploitation of an ecosystem
par: Liang, Gechun, et autres
Publié: (2020) -
Probabilistic Analysis of Graphon Mean Field Control
par: Cao, Zhongyuan, et autres
Publié: (2025) -
Equilibrium in Functional Stochastic Games with Mean-Field Interaction
par: Jaber, Eduardo Abi, et autres
Publié: (2023) -
Optimal Consumption-Investment with Epstein-Zin Utility under Leverage Constraint
par: Tian, Dejian, et autres
Publié: (2025)