Investment Timing Game Under Asymmetric Duopoly

2004 ◽  
Author(s):  
Yongqiang Chu ◽  
Tien Foo Sing
Keyword(s):  
Investment Timing ◽  
Timing Game ◽  
Asymmetric Duopoly

scholarly journals On the Tacit Collusion Equilibria of an Investment Timing Game

2008 ◽  
Author(s):  
Richard R Ruble ◽  
Bruno P. A. Versaevel
Keyword(s):  
Tacit Collusion ◽  
Investment Timing ◽  
Timing Game

The Study on Investment Timing of Transportation Infrastructure Constructions in Cities

2002 ◽  
Author(s):  
Zhuangzhi Sun ◽  
Siji Hu ◽  
Jun Zhu ◽  
Hongfei Jia
Keyword(s):  
Transportation Infrastructure ◽  
Investment Timing

Investment Timing with Costly Search for Financing

2017 ◽  
Author(s):  
Samuel Antill
Keyword(s):  
Investment Timing

Investment Timing Theory – A Single Firm Model

2020 ◽  
Author(s):  
Sandeep Rao
Keyword(s):  
Investment Timing ◽  
Firm Model

Who Should Practice Price Discrimination in an Asymmetric Duopoly?

2008 ◽  
Author(s):  
Kutsal Dogan ◽  
Ernan Haruvy ◽  
Ram C. Rao
Keyword(s):  
Price Discrimination ◽  
Asymmetric Duopoly

IRREVERSIBLE INVESTMENT, OPERATING FLEXIBILITY, AND TIME LAGS

2010 ◽  
Vol 27 (02) ◽  
pp. 271-286 ◽  
Author(s):  
RYUTA TAKASHIMA ◽  
MAKOTO GOTO ◽  
MOTOH TSUJIMURA
Keyword(s):  
Time Lag ◽  
Peak Load ◽  
Price Volatility ◽  
Optimal Investment ◽  
Capacity Expansion ◽  
Fixed Cost ◽  
Time Lags ◽  
Investment Timing ◽  
Power Company ◽  
Optimal Investment Problem

We consider an optimal investment problem when a firm such as an electric power company has the operational flexibility to expand and contract capacity with fixed cost. This problem is formulated as an impulse control problem combined with optimal stopping. Consequently, we obtain optimal investment timing, optimal capacity expansion and contraction timing, and the investment value. We also show investment, capacity expansion and contraction rule are influenced by the price volatility and the initial capacity is also influenced by the ratio between base-load plant and peak-load plant. In addition, we investigate how time lag between investment and operation influences the investment rule.

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