Entry, exit, and imperfect competition in the long run.

DOI10.1016/S0022-0531(03)00002-4zbMath1060.91098OpenAlexW2070073247MaRDI QIDQ1399551

Rabah Amir, Val Eugene Lambson

Publication date: 30 July 2003

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

Full work available at URL: https://doi.org/10.1016/s0022-0531(03)00002-4

zbMATH Keywords

dynamic gamesinteger constraints

Mathematics Subject Classification ID

Stochastic models in economics (91B70) Stochastic games, stochastic differential games (91A15) Dynamic games (91A25)

Related Items (5)

The impact of cost changes on industry entry and exit ⋮ Strategic real options with stochastic volatility in a duopoly model ⋮ A new perspective on the classical Cournot duopoly ⋮ Oligopoly games under asymmetric costs and an application to energy production ⋮ Free entry versus socially optimal entry

Cites Work

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• Nonlinear strategies in dynamic duopolistic competition with sticky prices
• Continuous stochastic games of capital accumulation with convex transitions
• Selection and the Evolution of Industry
• Learning and Capacity Expansion under Demand Uncertainty
• Competitive Profits in the Long Run
• Entry, Exit, and firm Dynamics in Long Run Equilibrium
• On the Effects of Entry in Cournot Markets
• Markov-Perfect Industry Dynamics: A Framework for Empirical Work

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