Duopoly signal jamming

DOI10.1007/BF01213697zbMath0808.90052OpenAlexW1979862856MaRDI QIDQ1339007

Larry Samuelson, Amparo Urbano, Leonard J. Mirman

Publication date: 18 December 1994

Published in: Economic Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01213697

zbMATH Keywords

random disturbancesrepeated duopoly marketsignal-jam

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26)

Related Items (6)

Dynamic duopoly with learning through market experimentation ⋮ Experimentation with accumulation ⋮ Signal-jamming in the frequency domain ⋮ Entry and espionage with noisy signals ⋮ Periodic learning about a hidden state variable ⋮ Duopoly experimentation: Cournot competition

Cites Work

• Duopoly information equilibrium: Cournot and Bertrand
• An abstract two-period game with simultaneous signaling -- existence of separating equilibria
• Agreeing to disagree
• Dynamic duopoly with learning through market experimentation
• Equilibrium Limit Pricing: The Effects of Private Information and Stochastic Demand
• Continuous Auctions and Insider Trading
• The First-Order Approach to Principal-Agent Problems
• Information Sharing in Oligopoly
• Information Transmission--Cournot and Bertrand Equilibria
• Limit Pricing when the Potential Entrant is Uncertain of its Cost Function
• A Theory of Exit in Duopoly
• Exchange of Cost Information in Oligopoly
• Monopoly Experimentation

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